CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 15-Feb-2022

Day Change Summary
	Previous	Current
	14-Feb-2022	15-Feb-2022	Change	Change %	Previous Week
Open	0.7848	0.7852	0.0004	0.1%	0.7847
High	0.7861	0.7871	0.0010	0.1%	0.7913
Low	0.7824	0.7830	0.0006	0.1%	0.7842
Close	0.7852	0.7853	0.0001	0.0%	0.7848
Range	0.0037	0.0041	0.0004	11.0%	0.0071
ATR	0.0048	0.0048	-0.0001	-1.1%	0.0000
Volume	215	1,720	1,505	700.0%	2,718

Daily Pivots for day following 15-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7973	0.7953	0.7875
R3	0.7932	0.7913	0.7864
R2	0.7892	0.7892	0.7860
R1	0.7872	0.7872	0.7856	0.7882
PP	0.7851	0.7851	0.7851	0.7856
S1	0.7832	0.7832	0.7849	0.7841
S2	0.7811	0.7811	0.7845
S3	0.7770	0.7791	0.7841
S4	0.7730	0.7751	0.7830

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%	0.0042	0.5%	32%	False	False	743
10	0.7913	0.7818	0.0095	1.2%	0.0043	0.5%	37%	False	False	528
20	0.8025	0.7812	0.0213	2.7%	0.0048	0.6%	19%	False	False	437
40	0.8025	0.7719	0.0306	3.9%	0.0044	0.6%	44%	False	False	306
60	0.8025	0.7719	0.0306	3.9%	0.0045	0.6%	44%	False	False	323
80	0.8114	0.7719	0.0395	5.0%	0.0040	0.5%	34%	False	False	256
100	0.8114	0.7719	0.0395	5.0%	0.0038	0.5%	34%	False	False	213

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8043
2.618	0.7977
1.618	0.7936
1.000	0.7911
0.618	0.7896
HIGH	0.7871
0.618	0.7855
0.500	0.7850
0.382	0.7845
LOW	0.7830
0.618	0.7805
1.000	0.7790
1.618	0.7764
2.618	0.7724
4.250	0.7658

Fisher Pivots for day following 15-Feb-2022
Pivot	1 day	3 day
R1	0.7852	0.7858
PP	0.7851	0.7856
S1	0.7850	0.7854

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols