CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 23-Feb-2022
Day Change Summary
Previous Current
22-Feb-2022 23-Feb-2022 Change Change % Previous Week
Open 0.7835 0.7832 -0.0003 0.0% 0.7848
High 0.7858 0.7884 0.0026 0.3% 0.7893
Low 0.7823 0.7832 0.0009 0.1% 0.7824
Close 0.7840 0.7850 0.0011 0.1% 0.7845
Range 0.0035 0.0052 0.0017 47.1% 0.0069
ATR 0.0045 0.0046 0.0000 1.0% 0.0000
Volume 1,076 2,356 1,280 119.0% 3,945
Daily Pivots for day following 23-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.8010 0.7981 0.7878
R3 0.7958 0.7930 0.7864
R2 0.7907 0.7907 0.7859
R1 0.7878 0.7878 0.7855 0.7893
PP 0.7855 0.7855 0.7855 0.7862
S1 0.7827 0.7827 0.7845 0.7841
S2 0.7804 0.7804 0.7841
S3 0.7752 0.7775 0.7836
S4 0.7701 0.7724 0.7822
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 0.7823 0.0070 0.9% 0.0040 0.5% 39% False False 1,088
10 0.7913 0.7823 0.0090 1.1% 0.0041 0.5% 30% False False 916
20 0.7955 0.7812 0.0143 1.8% 0.0045 0.6% 27% False False 636
40 0.8025 0.7792 0.0233 3.0% 0.0046 0.6% 25% False False 430
60 0.8025 0.7719 0.0306 3.9% 0.0044 0.6% 43% False False 408
80 0.8084 0.7719 0.0365 4.6% 0.0041 0.5% 36% False False 322
100 0.8114 0.7719 0.0395 5.0% 0.0037 0.5% 33% False False 267
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 True
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8102
2.618 0.8018
1.618 0.7967
1.000 0.7935
0.618 0.7915
HIGH 0.7884
0.618 0.7864
0.500 0.7858
0.382 0.7852
LOW 0.7832
0.618 0.7800
1.000 0.7781
1.618 0.7749
2.618 0.7697
4.250 0.7613
Fisher Pivots for day following 23-Feb-2022
Pivot 1 day 3 day
R1 0.7858 0.7855
PP 0.7855 0.7854
S1 0.7853 0.7852

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

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