CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 17-Feb-2022
Day Change Summary
Previous Current
16-Feb-2022 17-Feb-2022 Change Change % Previous Week
Open 0.7863 0.7883 0.0021 0.3% 0.7847
High 0.7893 0.7885 -0.0008 -0.1% 0.7913
Low 0.7860 0.7859 -0.0001 0.0% 0.7842
Close 0.7887 0.7873 -0.0014 -0.2% 0.7848
Range 0.0033 0.0026 -0.0007 -21.2% 0.0071
ATR 0.0047 0.0046 -0.0001 -3.0% 0.0000
Volume 746 388 -358 -48.0% 2,718
Daily Pivots for day following 17-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.7950 0.7938 0.7887
R3 0.7924 0.7912 0.7880
R2 0.7898 0.7898 0.7878
R1 0.7886 0.7886 0.7875 0.7879
PP 0.7872 0.7872 0.7872 0.7869
S1 0.7860 0.7860 0.7871 0.7853
S2 0.7846 0.7846 0.7868
S3 0.7820 0.7834 0.7866
S4 0.7794 0.7808 0.7859
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 0.7893 0.7824 0.0069 0.9% 0.0037 0.5% 72% False False 667
10 0.7913 0.7818 0.0095 1.2% 0.0043 0.5% 58% False False 605
20 0.7992 0.7812 0.0180 2.3% 0.0047 0.6% 34% False False 462
40 0.8025 0.7738 0.0287 3.6% 0.0045 0.6% 47% False False 330
60 0.8025 0.7719 0.0306 3.9% 0.0044 0.6% 50% False False 339
80 0.8114 0.7719 0.0395 5.0% 0.0040 0.5% 39% False False 270
100 0.8114 0.7719 0.0395 5.0% 0.0038 0.5% 39% False False 225
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0009
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 0.7996
2.618 0.7953
1.618 0.7927
1.000 0.7911
0.618 0.7901
HIGH 0.7885
0.618 0.7875
0.500 0.7872
0.382 0.7869
LOW 0.7859
0.618 0.7843
1.000 0.7833
1.618 0.7817
2.618 0.7791
4.250 0.7749
Fisher Pivots for day following 17-Feb-2022
Pivot 1 day 3 day
R1 0.7873 0.7869
PP 0.7872 0.7865
S1 0.7872 0.7861

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

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