CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 08-Feb-2022
Day Change Summary
Previous Current
07-Feb-2022 08-Feb-2022 Change Change % Previous Week
Open 0.7873 0.7860 -0.0013 -0.2% 0.7831
High 0.7892 0.7867 -0.0026 -0.3% 0.7891
Low 0.7873 0.7860 -0.0014 -0.2% 0.7817
Close 0.7891 0.7860 -0.0032 -0.4% 0.7835
Range 0.0019 0.0007 -0.0012 -63.2% 0.0074
ATR 0.0041 0.0041 -0.0001 -1.7% 0.0000
Volume 6 14 8 133.3% 218
Daily Pivots for day following 08-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.7883 0.7878 0.7863
R3 0.7876 0.7871 0.7861
R2 0.7869 0.7869 0.7861
R1 0.7864 0.7864 0.7860 0.7863
PP 0.7862 0.7862 0.7862 0.7861
S1 0.7857 0.7857 0.7859 0.7856
S2 0.7855 0.7855 0.7858
S3 0.7848 0.7850 0.7858
S4 0.7841 0.7843 0.7856
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% 0.0029 0.4% 57% False False 18
10 0.7941 0.7808 0.0133 1.7% 0.0035 0.4% 39% False False 33
20 0.8009 0.7808 0.0201 2.6% 0.0031 0.4% 26% False False 29
40 0.8009 0.7709 0.0301 3.8% 0.0022 0.3% 50% False False 19
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7896
2.618 0.7885
1.618 0.7878
1.000 0.7874
0.618 0.7871
HIGH 0.7867
0.618 0.7864
0.500 0.7863
0.382 0.7862
LOW 0.7860
0.618 0.7855
1.000 0.7853
1.618 0.7848
2.618 0.7841
4.250 0.7830
Fisher Pivots for day following 08-Feb-2022
Pivot 1 day 3 day
R1 0.7863 0.7858
PP 0.7862 0.7856
S1 0.7861 0.7855

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

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