CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 01-Feb-2022
Day Change Summary
Previous Current
31-Jan-2022 01-Feb-2022 Change Change % Previous Week
Open 0.7831 0.7867 0.0036 0.5% 0.7905
High 0.7871 0.7867 -0.0004 0.0% 0.7941
Low 0.7829 0.7865 0.0036 0.5% 0.7808
Close 0.7867 0.7865 -0.0002 0.0% 0.7812
Range 0.0042 0.0003 -0.0040 -94.0% 0.0133
ATR 0.0043 0.0040 -0.0003 -6.7% 0.0000
Volume 142 4 -138 -97.2% 213
Daily Pivots for day following 01-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.7873 0.7871 0.7866
R3 0.7870 0.7869 0.7865
R2 0.7868 0.7868 0.7865
R1 0.7866 0.7866 0.7865 0.7866
PP 0.7865 0.7865 0.7865 0.7865
S1 0.7864 0.7864 0.7864 0.7863
S2 0.7863 0.7863 0.7864
S3 0.7860 0.7861 0.7864
S4 0.7858 0.7859 0.7863
Weekly Pivots for week ending 28-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.8251 0.8164 0.7884
R3 0.8118 0.8031 0.7848
R2 0.7986 0.7986 0.7836
R1 0.7899 0.7899 0.7824 0.7876
PP 0.7853 0.7853 0.7853 0.7842
S1 0.7766 0.7766 0.7799 0.7744
S2 0.7721 0.7721 0.7787
S3 0.7588 0.7634 0.7775
S4 0.7456 0.7501 0.7739
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7941 0.7808 0.0133 1.7% 0.0041 0.5% 43% False False 48
10 0.8009 0.7808 0.0201 2.6% 0.0033 0.4% 28% False False 44
20 0.8009 0.7807 0.0203 2.6% 0.0027 0.3% 29% False False 26
40 0.8009 0.7709 0.0301 3.8% 0.0020 0.3% 52% False False 20
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.7878
2.618 0.7874
1.618 0.7871
1.000 0.7870
0.618 0.7869
HIGH 0.7867
0.618 0.7866
0.500 0.7866
0.382 0.7865
LOW 0.7865
0.618 0.7863
1.000 0.7862
1.618 0.7860
2.618 0.7858
4.250 0.7854
Fisher Pivots for day following 01-Feb-2022
Pivot 1 day 3 day
R1 0.7866 0.7856
PP 0.7865 0.7848
S1 0.7865 0.7839

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

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