CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 14-Feb-2022
Day Change Summary
Previous Current
11-Feb-2022 14-Feb-2022 Change Change % Previous Week
Open 0.7861 0.7848 -0.0013 -0.2% 0.7847
High 0.7893 0.7861 -0.0032 -0.4% 0.7913
Low 0.7843 0.7824 -0.0019 -0.2% 0.7842
Close 0.7848 0.7852 0.0004 0.1% 0.7848
Range 0.0050 0.0037 -0.0014 -27.0% 0.0071
ATR 0.0049 0.0048 -0.0001 -1.8% 0.0000
Volume 266 215 -51 -19.2% 2,718
Daily Pivots for day following 14-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.7955 0.7940 0.7872
R3 0.7919 0.7904 0.7862
R2 0.7882 0.7882 0.7859
R1 0.7867 0.7867 0.7855 0.7875
PP 0.7846 0.7846 0.7846 0.7849
S1 0.7831 0.7831 0.7849 0.7838
S2 0.7809 0.7809 0.7845
S3 0.7773 0.7794 0.7842
S4 0.7736 0.7758 0.7832
Weekly Pivots for week ending 11-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.8080 0.8035 0.7887
R3 0.8009 0.7964 0.7868
R2 0.7938 0.7938 0.7861
R1 0.7893 0.7893 0.7855 0.7916
PP 0.7867 0.7867 0.7867 0.7879
S1 0.7822 0.7822 0.7841 0.7845
S2 0.7796 0.7796 0.7835
S3 0.7725 0.7751 0.7828
S4 0.7654 0.7680 0.7809
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7913 0.7824 0.0089 1.1% 0.0040 0.5% 32% False True 441
10 0.7913 0.7818 0.0095 1.2% 0.0043 0.5% 36% False False 372
20 0.8025 0.7812 0.0213 2.7% 0.0049 0.6% 19% False False 387
40 0.8025 0.7719 0.0306 3.9% 0.0045 0.6% 44% False False 267
60 0.8025 0.7719 0.0306 3.9% 0.0044 0.6% 44% False False 296
80 0.8114 0.7719 0.0395 5.0% 0.0040 0.5% 34% False False 235
100 0.8114 0.7719 0.0395 5.0% 0.0039 0.5% 34% False False 196
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8016
2.618 0.7956
1.618 0.7920
1.000 0.7897
0.618 0.7883
HIGH 0.7861
0.618 0.7847
0.500 0.7842
0.382 0.7838
LOW 0.7824
0.618 0.7801
1.000 0.7788
1.618 0.7765
2.618 0.7728
4.250 0.7669
Fisher Pivots for day following 14-Feb-2022
Pivot 1 day 3 day
R1 0.7849 0.7868
PP 0.7846 0.7863
S1 0.7842 0.7857

These figures are updated between 7pm and 10pm EST after a trading day.

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