CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 14-Feb-2022
Day Change Summary
Previous Current
11-Feb-2022 14-Feb-2022 Change Change % Previous Week
Open 0.7850 0.7825 -0.0025 -0.3% 0.7873
High 0.7890 0.7858 -0.0032 -0.4% 0.7908
Low 0.7846 0.7825 -0.0021 -0.3% 0.7846
Close 0.7848 0.7851 0.0004 0.0% 0.7848
Range 0.0044 0.0033 -0.0011 -25.0% 0.0062
ATR 0.0040 0.0040 -0.0001 -1.3% 0.0000
Volume 56 44 -12 -21.4% 179
Daily Pivots for day following 14-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.7944 0.7930 0.7869
R3 0.7911 0.7897 0.7860
R2 0.7878 0.7878 0.7857
R1 0.7864 0.7864 0.7854 0.7871
PP 0.7845 0.7845 0.7845 0.7848
S1 0.7831 0.7831 0.7848 0.7838
S2 0.7812 0.7812 0.7845
S3 0.7779 0.7798 0.7842
S4 0.7746 0.7765 0.7833
Weekly Pivots for week ending 11-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.8052 0.8011 0.7881
R3 0.7990 0.7950 0.7864
R2 0.7929 0.7929 0.7859
R1 0.7888 0.7888 0.7853 0.7878
PP 0.7867 0.7867 0.7867 0.7862
S1 0.7827 0.7827 0.7842 0.7816
S2 0.7806 0.7806 0.7836
S3 0.7744 0.7765 0.7831
S4 0.7683 0.7704 0.7814
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7908 0.7825 0.0083 1.1% 0.0028 0.4% 32% False True 43
10 0.7908 0.7817 0.0091 1.2% 0.0028 0.4% 38% False False 29
20 0.8009 0.7808 0.0201 2.6% 0.0032 0.4% 21% False False 38
40 0.8009 0.7709 0.0301 3.8% 0.0024 0.3% 47% False False 23
Crabel Price Patterns
NR True
NR4 False
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 False
Bear Hook True
Bull Hook False
Stretch 0.0005
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7998
2.618 0.7944
1.618 0.7911
1.000 0.7891
0.618 0.7878
HIGH 0.7858
0.618 0.7845
0.500 0.7842
0.382 0.7838
LOW 0.7825
0.618 0.7805
1.000 0.7792
1.618 0.7772
2.618 0.7739
4.250 0.7685
Fisher Pivots for day following 14-Feb-2022
Pivot 1 day 3 day
R1 0.7848 0.7866
PP 0.7845 0.7861
S1 0.7842 0.7856

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

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