CME Canadian Dollar Future December 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	0.7860	0.7850	-0.0010	-0.1%	0.7820
High	0.7879	0.7888	0.0009	0.1%	0.7889
Low	0.7810	0.7850	0.0040	0.5%	0.7810
Close	0.7830	0.7886	0.0056	0.7%	0.7830
Range	0.0069	0.0038	-0.0032	-45.7%	0.0079
ATR	0.0044	0.0045	0.0001	2.3%	0.0000
Volume	73	34	-39	-53.4%	379

Daily Pivots for day following 07-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7987	0.7974	0.7906
R3	0.7949	0.7936	0.7896
R2	0.7912	0.7912	0.7892
R1	0.7899	0.7899	0.7889	0.7905
PP	0.7874	0.7874	0.7874	0.7878
S1	0.7861	0.7861	0.7882	0.7868
S2	0.7837	0.7837	0.7879
S3	0.7799	0.7824	0.7875
S4	0.7762	0.7786	0.7865

Weekly Pivots for week ending 04-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8080	0.8034	0.7873
R3	0.8001	0.7955	0.7851
R2	0.7922	0.7922	0.7844
R1	0.7876	0.7876	0.7837	0.7899
PP	0.7843	0.7843	0.7843	0.7854
S1	0.7797	0.7797	0.7822	0.7820
S2	0.7764	0.7764	0.7815
S3	0.7685	0.7718	0.7808
S4	0.7606	0.7639	0.7786

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7889	0.7810	0.0079	1.0%	0.0035	0.4%	96%	False	False	61
10	0.7937	0.7796	0.0141	1.8%	0.0043	0.5%	64%	False	False	66
20	0.8003	0.7796	0.0207	2.6%	0.0035	0.4%	43%	False	False	51
40	0.8003	0.7699	0.0304	3.9%	0.0031	0.4%	61%	False	False	45
60	0.8003	0.7699	0.0304	3.9%	0.0029	0.4%	61%	False	False	43

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8047
2.618	0.7986
1.618	0.7948
1.000	0.7925
0.618	0.7911
HIGH	0.7888
0.618	0.7873
0.500	0.7869
0.382	0.7864
LOW	0.7850
0.618	0.7827
1.000	0.7813
1.618	0.7789
2.618	0.7752
4.250	0.7691

Fisher Pivots for day following 07-Feb-2022
Pivot	1 day	3 day
R1	0.7880	0.7873
PP	0.7874	0.7861
S1	0.7869	0.7849

Download as Excel Spreadsheet

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

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