CME Canadian Dollar Future December 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 0.7840 0.7855 0.0015 0.2% 0.7850
High 0.7852 0.7867 0.0015 0.2% 0.7905
Low 0.7830 0.7825 -0.0005 -0.1% 0.7845
Close 0.7850 0.7848 -0.0002 0.0% 0.7847
Range 0.0022 0.0042 0.0020 88.6% 0.0060
ATR 0.0042 0.0042 0.0000 0.0% 0.0000
Volume 16 78 62 387.5% 512
Daily Pivots for day following 15-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.7971 0.7951 0.7870
R3 0.7929 0.7909 0.7859
R2 0.7888 0.7888 0.7855
R1 0.7868 0.7868 0.7851 0.7857
PP 0.7846 0.7846 0.7846 0.7841
S1 0.7826 0.7826 0.7844 0.7816
S2 0.7805 0.7805 0.7840
S3 0.7763 0.7785 0.7836
S4 0.7722 0.7743 0.7825
Weekly Pivots for week ending 11-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.8046 0.8006 0.7880
R3 0.7986 0.7946 0.7863
R2 0.7926 0.7926 0.7858
R1 0.7886 0.7886 0.7852 0.7876
PP 0.7866 0.7866 0.7866 0.7860
S1 0.7826 0.7826 0.7841 0.7816
S2 0.7806 0.7806 0.7836
S3 0.7746 0.7766 0.7830
S4 0.7686 0.7706 0.7814
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7905 0.7825 0.0080 1.0% 0.0034 0.4% 28% False True 110
10 0.7905 0.7810 0.0095 1.2% 0.0035 0.5% 39% False False 79
20 0.8003 0.7796 0.0207 2.6% 0.0038 0.5% 25% False False 72
40 0.8003 0.7699 0.0304 3.9% 0.0032 0.4% 49% False False 49
60 0.8003 0.7699 0.0304 3.9% 0.0030 0.4% 49% False False 49
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8043
2.618 0.7975
1.618 0.7934
1.000 0.7908
0.618 0.7892
HIGH 0.7867
0.618 0.7851
0.500 0.7846
0.382 0.7841
LOW 0.7825
0.618 0.7799
1.000 0.7784
1.618 0.7758
2.618 0.7716
4.250 0.7649
Fisher Pivots for day following 15-Feb-2022
Pivot 1 day 3 day
R1 0.7847 0.7857
PP 0.7846 0.7854
S1 0.7846 0.7851

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

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