CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 15-Feb-2022
Day Change Summary
Previous Current
14-Feb-2022 15-Feb-2022 Change Change % Previous Week
Open 0.7825 0.7840 0.0015 0.2% 0.7873
High 0.7858 0.7850 -0.0008 -0.1% 0.7908
Low 0.7825 0.7836 0.0011 0.1% 0.7846
Close 0.7851 0.7850 -0.0001 0.0% 0.7848
Range 0.0033 0.0015 -0.0019 -56.1% 0.0062
ATR 0.0040 0.0038 -0.0002 -4.4% 0.0000
Volume 44 2 -42 -95.5% 179
Daily Pivots for day following 15-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.7889 0.7884 0.7858
R3 0.7874 0.7869 0.7854
R2 0.7860 0.7860 0.7853
R1 0.7855 0.7855 0.7851 0.7857
PP 0.7845 0.7845 0.7845 0.7846
S1 0.7840 0.7840 0.7849 0.7843
S2 0.7831 0.7831 0.7847
S3 0.7816 0.7826 0.7846
S4 0.7802 0.7811 0.7842
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% 0.0030 0.4% 30% False False 41
10 0.7908 0.7817 0.0091 1.2% 0.0029 0.4% 36% False False 29
20 0.8009 0.7808 0.0201 2.6% 0.0031 0.4% 21% False False 37
40 0.8009 0.7709 0.0301 3.8% 0.0023 0.3% 47% False False 24
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.0005
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7912
2.618 0.7888
1.618 0.7873
1.000 0.7865
0.618 0.7859
HIGH 0.7850
0.618 0.7844
0.500 0.7843
0.382 0.7841
LOW 0.7836
0.618 0.7827
1.000 0.7821
1.618 0.7812
2.618 0.7798
4.250 0.7774
Fisher Pivots for day following 15-Feb-2022
Pivot 1 day 3 day
R1 0.7848 0.7858
PP 0.7845 0.7855
S1 0.7843 0.7853

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

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