CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 16-Feb-2022
Day Change Summary
Previous Current
15-Feb-2022 16-Feb-2022 Change Change % Previous Week
Open 0.7852 0.7863 0.0011 0.1% 0.7847
High 0.7871 0.7893 0.0022 0.3% 0.7913
Low 0.7830 0.7860 0.0030 0.4% 0.7842
Close 0.7853 0.7887 0.0034 0.4% 0.7848
Range 0.0041 0.0033 -0.0008 -18.5% 0.0071
ATR 0.0048 0.0047 -0.0001 -1.1% 0.0000
Volume 1,720 746 -974 -56.6% 2,718
Daily Pivots for day following 16-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.7979 0.7966 0.7905
R3 0.7946 0.7933 0.7896
R2 0.7913 0.7913 0.7893
R1 0.7900 0.7900 0.7890 0.7906
PP 0.7880 0.7880 0.7880 0.7883
S1 0.7867 0.7867 0.7883 0.7873
S2 0.7847 0.7847 0.7880
S3 0.7814 0.7834 0.7877
S4 0.7781 0.7801 0.7868
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% 0.0043 0.5% 71% False False 777
10 0.7913 0.7818 0.0095 1.2% 0.0043 0.5% 72% False False 585
20 0.8022 0.7812 0.0210 2.7% 0.0048 0.6% 36% False False 453
40 0.8025 0.7725 0.0300 3.8% 0.0045 0.6% 54% False False 322
60 0.8025 0.7719 0.0306 3.9% 0.0044 0.6% 55% False False 334
80 0.8114 0.7719 0.0395 5.0% 0.0040 0.5% 43% False False 265
100 0.8114 0.7719 0.0395 5.0% 0.0038 0.5% 43% False False 221
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8033
2.618 0.7979
1.618 0.7946
1.000 0.7926
0.618 0.7913
HIGH 0.7893
0.618 0.7880
0.500 0.7876
0.382 0.7872
LOW 0.7860
0.618 0.7839
1.000 0.7827
1.618 0.7806
2.618 0.7773
4.250 0.7719
Fisher Pivots for day following 16-Feb-2022
Pivot 1 day 3 day
R1 0.7883 0.7877
PP 0.7880 0.7868
S1 0.7876 0.7858

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

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