CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 16-Feb-2022
Day Change Summary
Previous Current
15-Feb-2022 16-Feb-2022 Change Change % Previous Week
Open 0.7855 0.7879 0.0025 0.3% 0.7850
High 0.7867 0.7880 0.0014 0.2% 0.7905
Low 0.7825 0.7866 0.0041 0.5% 0.7845
Close 0.7848 0.7880 0.0033 0.4% 0.7847
Range 0.0042 0.0015 -0.0027 -65.1% 0.0060
ATR 0.0042 0.0041 -0.0001 -1.6% 0.0000
Volume 78 25 -53 -67.9% 512
Daily Pivots for day following 16-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.7919 0.7914 0.7888
R3 0.7904 0.7899 0.7884
R2 0.7890 0.7890 0.7883
R1 0.7885 0.7885 0.7881 0.7887
PP 0.7875 0.7875 0.7875 0.7876
S1 0.7870 0.7870 0.7879 0.7873
S2 0.7861 0.7861 0.7877
S3 0.7846 0.7856 0.7876
S4 0.7832 0.7841 0.7872
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% 0.0033 0.4% 69% False False 85
10 0.7905 0.7810 0.0095 1.2% 0.0034 0.4% 74% False False 72
20 0.8003 0.7796 0.0207 2.6% 0.0038 0.5% 41% False False 71
40 0.8003 0.7709 0.0294 3.7% 0.0032 0.4% 58% False False 48
60 0.8003 0.7699 0.0304 3.9% 0.0030 0.4% 60% False False 49
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 0.0007
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 0.7942
2.618 0.7918
1.618 0.7903
1.000 0.7895
0.618 0.7889
HIGH 0.7880
0.618 0.7874
0.500 0.7873
0.382 0.7871
LOW 0.7866
0.618 0.7857
1.000 0.7851
1.618 0.7842
2.618 0.7828
4.250 0.7804
Fisher Pivots for day following 16-Feb-2022
Pivot 1 day 3 day
R1 0.7878 0.7871
PP 0.7875 0.7862
S1 0.7873 0.7853

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

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