CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 10-Feb-2022
Day Change Summary
Previous Current
09-Feb-2022 10-Feb-2022 Change Change % Previous Week
Open 0.7872 0.7883 0.0011 0.1% 0.7820
High 0.7886 0.7905 0.0019 0.2% 0.7889
Low 0.7866 0.7861 -0.0006 -0.1% 0.7810
Close 0.7883 0.7864 -0.0019 -0.2% 0.7830
Range 0.0020 0.0045 0.0025 122.5% 0.0079
ATR 0.0043 0.0043 0.0000 0.2% 0.0000
Volume 151 271 120 79.5% 379
Daily Pivots for day following 10-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.8010 0.7981 0.7888
R3 0.7965 0.7937 0.7876
R2 0.7921 0.7921 0.7872
R1 0.7892 0.7892 0.7868 0.7884
PP 0.7876 0.7876 0.7876 0.7872
S1 0.7848 0.7848 0.7859 0.7840
S2 0.7832 0.7832 0.7855
S3 0.7787 0.7803 0.7851
S4 0.7743 0.7759 0.7839
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 0.7905 0.7810 0.0095 1.2% 0.0039 0.5% 56% True False 109
10 0.7905 0.7796 0.0109 1.4% 0.0036 0.5% 62% True False 100
20 0.8003 0.7796 0.0207 2.6% 0.0034 0.4% 33% False False 68
40 0.8003 0.7699 0.0304 3.9% 0.0032 0.4% 54% False False 47
60 0.8003 0.7699 0.0304 3.9% 0.0030 0.4% 54% False False 49
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8094
2.618 0.8022
1.618 0.7977
1.000 0.7950
0.618 0.7933
HIGH 0.7905
0.618 0.7888
0.500 0.7883
0.382 0.7877
LOW 0.7861
0.618 0.7833
1.000 0.7816
1.618 0.7788
2.618 0.7744
4.250 0.7671
Fisher Pivots for day following 10-Feb-2022
Pivot 1 day 3 day
R1 0.7883 0.7878
PP 0.7876 0.7873
S1 0.7870 0.7868

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

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