CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 18-Feb-2022
Day Change Summary
Previous Current
17-Feb-2022 18-Feb-2022 Change Change % Previous Week
Open 0.7883 0.7882 -0.0002 0.0% 0.7848
High 0.7885 0.7888 0.0003 0.0% 0.7893
Low 0.7859 0.7835 -0.0025 -0.3% 0.7824
Close 0.7873 0.7845 -0.0028 -0.4% 0.7845
Range 0.0026 0.0053 0.0027 103.8% 0.0069
ATR 0.0046 0.0046 0.0001 1.1% 0.0000
Volume 388 876 488 125.8% 3,945
Daily Pivots for day following 18-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.8015 0.7983 0.7874
R3 0.7962 0.7930 0.7860
R2 0.7909 0.7909 0.7855
R1 0.7877 0.7877 0.7850 0.7866
PP 0.7856 0.7856 0.7856 0.7850
S1 0.7824 0.7824 0.7840 0.7813
S2 0.7803 0.7803 0.7835
S3 0.7750 0.7771 0.7830
S4 0.7697 0.7718 0.7816
Weekly Pivots for week ending 18-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.8059 0.8021 0.7883
R3 0.7991 0.7952 0.7864
R2 0.7922 0.7922 0.7858
R1 0.7884 0.7884 0.7851 0.7869
PP 0.7854 0.7854 0.7854 0.7846
S1 0.7815 0.7815 0.7839 0.7800
S2 0.7785 0.7785 0.7832
S3 0.7717 0.7747 0.7826
S4 0.7648 0.7678 0.7807
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% 0.0038 0.5% 31% False False 789
10 0.7913 0.7824 0.0089 1.1% 0.0041 0.5% 24% False False 666
20 0.7955 0.7812 0.0143 1.8% 0.0047 0.6% 23% False False 494
40 0.8025 0.7777 0.0248 3.2% 0.0045 0.6% 28% False False 350
60 0.8025 0.7719 0.0306 3.9% 0.0045 0.6% 41% False False 353
80 0.8114 0.7719 0.0395 5.0% 0.0041 0.5% 32% False False 280
100 0.8114 0.7719 0.0395 5.0% 0.0038 0.5% 32% False False 233
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8113
2.618 0.8026
1.618 0.7973
1.000 0.7941
0.618 0.7920
HIGH 0.7888
0.618 0.7867
0.500 0.7861
0.382 0.7855
LOW 0.7835
0.618 0.7802
1.000 0.7782
1.618 0.7749
2.618 0.7696
4.250 0.7609
Fisher Pivots for day following 18-Feb-2022
Pivot 1 day 3 day
R1 0.7861 0.7864
PP 0.7856 0.7857
S1 0.7850 0.7851

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

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