CME Canadian Dollar Future December 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 0.7820 0.7855 0.0035 0.4% 0.7920
High 0.7867 0.7868 0.0001 0.0% 0.7937
Low 0.7820 0.7850 0.0030 0.4% 0.7796
Close 0.7860 0.7859 -0.0002 0.0% 0.7805
Range 0.0047 0.0018 -0.0029 -61.7% 0.0141
ATR 0.0046 0.0044 -0.0002 -4.4% 0.0000
Volume 107 86 -21 -19.6% 349
Daily Pivots for day following 01-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.7913 0.7904 0.7868
R3 0.7895 0.7886 0.7863
R2 0.7877 0.7877 0.7862
R1 0.7868 0.7868 0.7860 0.7872
PP 0.7859 0.7859 0.7859 0.7861
S1 0.7850 0.7850 0.7857 0.7854
S2 0.7841 0.7841 0.7855
S3 0.7823 0.7832 0.7854
S4 0.7805 0.7814 0.7849
Weekly Pivots for week ending 28-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.8267 0.8177 0.7882
R3 0.8127 0.8036 0.7844
R2 0.7986 0.7986 0.7831
R1 0.7896 0.7896 0.7818 0.7871
PP 0.7846 0.7846 0.7846 0.7833
S1 0.7755 0.7755 0.7792 0.7730
S2 0.7705 0.7705 0.7779
S3 0.7565 0.7615 0.7766
S4 0.7424 0.7474 0.7728
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7937 0.7796 0.0141 1.8% 0.0048 0.6% 44% False False 80
10 0.8003 0.7796 0.0207 2.6% 0.0040 0.5% 30% False False 65
20 0.8003 0.7796 0.0207 2.6% 0.0035 0.5% 30% False False 47
40 0.8003 0.7699 0.0304 3.9% 0.0028 0.4% 52% False False 47
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7945
2.618 0.7915
1.618 0.7897
1.000 0.7886
0.618 0.7879
HIGH 0.7868
0.618 0.7861
0.500 0.7859
0.382 0.7857
LOW 0.7850
0.618 0.7839
1.000 0.7832
1.618 0.7821
2.618 0.7803
4.250 0.7774
Fisher Pivots for day following 01-Feb-2022
Pivot 1 day 3 day
R1 0.7859 0.7850
PP 0.7859 0.7841
S1 0.7859 0.7832

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

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