CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 07-Feb-2022
Day Change Summary
Previous Current
04-Feb-2022 07-Feb-2022 Change Change % Previous Week
Open 0.7850 0.7873 0.0023 0.3% 0.7831
High 0.7885 0.7892 0.0008 0.1% 0.7891
Low 0.7817 0.7873 0.0056 0.7% 0.7817
Close 0.7835 0.7891 0.0056 0.7% 0.7835
Range 0.0068 0.0019 -0.0049 -71.9% 0.0074
ATR 0.0040 0.0041 0.0001 3.0% 0.0000
Volume 19 6 -13 -68.4% 218
Daily Pivots for day following 07-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.7942 0.7936 0.7901
R3 0.7923 0.7917 0.7896
R2 0.7904 0.7904 0.7894
R1 0.7898 0.7898 0.7893 0.7901
PP 0.7885 0.7885 0.7885 0.7887
S1 0.7879 0.7879 0.7889 0.7882
S2 0.7866 0.7866 0.7888
S3 0.7847 0.7860 0.7886
S4 0.7828 0.7841 0.7881
Weekly Pivots for week ending 04-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.8068 0.8025 0.7875
R3 0.7995 0.7952 0.7855
R2 0.7921 0.7921 0.7848
R1 0.7878 0.7878 0.7842 0.7900
PP 0.7848 0.7848 0.7848 0.7858
S1 0.7805 0.7805 0.7828 0.7826
S2 0.7774 0.7774 0.7822
S3 0.7701 0.7731 0.7815
S4 0.7627 0.7658 0.7795
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7892 0.7817 0.0075 1.0% 0.0028 0.4% 99% True False 16
10 0.7941 0.7808 0.0133 1.7% 0.0037 0.5% 63% False False 35
20 0.8009 0.7808 0.0201 2.5% 0.0030 0.4% 41% False False 28
40 0.8009 0.7709 0.0301 3.8% 0.0023 0.3% 61% False False 19
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.0007
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7973
2.618 0.7942
1.618 0.7923
1.000 0.7911
0.618 0.7904
HIGH 0.7892
0.618 0.7885
0.500 0.7883
0.382 0.7880
LOW 0.7873
0.618 0.7861
1.000 0.7854
1.618 0.7842
2.618 0.7823
4.250 0.7792
Fisher Pivots for day following 07-Feb-2022
Pivot 1 day 3 day
R1 0.7888 0.7879
PP 0.7885 0.7867
S1 0.7883 0.7855

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

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