CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 24-Feb-2022
Day Change Summary
Previous Current
23-Feb-2022 24-Feb-2022 Change Change % Previous Week
Open 0.7832 0.7855 0.0023 0.3% 0.7848
High 0.7884 0.7856 -0.0028 -0.3% 0.7893
Low 0.7832 0.7765 -0.0068 -0.9% 0.7824
Close 0.7850 0.7802 -0.0049 -0.6% 0.7845
Range 0.0052 0.0092 0.0040 77.7% 0.0069
ATR 0.0046 0.0049 0.0003 7.1% 0.0000
Volume 2,356 2,160 -196 -8.3% 3,945
Daily Pivots for day following 24-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.8082 0.8033 0.7852
R3 0.7990 0.7942 0.7827
R2 0.7899 0.7899 0.7818
R1 0.7850 0.7850 0.7810 0.7829
PP 0.7807 0.7807 0.7807 0.7797
S1 0.7759 0.7759 0.7793 0.7737
S2 0.7716 0.7716 0.7785
S3 0.7624 0.7667 0.7776
S4 0.7533 0.7576 0.7751
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 0.7888 0.7765 0.0123 1.6% 0.0051 0.7% 30% False True 1,371
10 0.7913 0.7765 0.0148 1.9% 0.0047 0.6% 25% False True 1,074
20 0.7913 0.7765 0.0148 1.9% 0.0046 0.6% 25% False True 703
40 0.8025 0.7765 0.0260 3.3% 0.0047 0.6% 14% False True 483
60 0.8025 0.7719 0.0306 3.9% 0.0045 0.6% 27% False False 441
80 0.8084 0.7719 0.0365 4.7% 0.0042 0.5% 23% False False 349
100 0.8114 0.7719 0.0395 5.1% 0.0038 0.5% 21% False False 289
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 61 trading days
Fibonacci Retracements and Extensions
4.250 0.8245
2.618 0.8096
1.618 0.8004
1.000 0.7948
0.618 0.7913
HIGH 0.7856
0.618 0.7821
0.500 0.7810
0.382 0.7799
LOW 0.7765
0.618 0.7708
1.000 0.7673
1.618 0.7616
2.618 0.7525
4.250 0.7376
Fisher Pivots for day following 24-Feb-2022
Pivot 1 day 3 day
R1 0.7810 0.7824
PP 0.7807 0.7817
S1 0.7804 0.7809

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

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