CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 25-Feb-2022
Day Change Summary
Previous Current
24-Feb-2022 25-Feb-2022 Change Change % Previous Week
Open 0.7835 0.7805 -0.0030 -0.4% 0.7834
High 0.7835 0.7867 0.0032 0.4% 0.7877
Low 0.7764 0.7793 0.0030 0.4% 0.7764
Close 0.7794 0.7859 0.0065 0.8% 0.7859
Range 0.0072 0.0074 0.0002 2.8% 0.0113
ATR 0.0043 0.0045 0.0002 5.0% 0.0000
Volume 412 63 -349 -84.7% 719
Daily Pivots for day following 25-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.8060 0.8033 0.7899
R3 0.7987 0.7960 0.7879
R2 0.7913 0.7913 0.7872
R1 0.7886 0.7886 0.7866 0.7900
PP 0.7840 0.7840 0.7840 0.7846
S1 0.7813 0.7813 0.7852 0.7826
S2 0.7766 0.7766 0.7846
S3 0.7693 0.7739 0.7839
S4 0.7619 0.7666 0.7819
Weekly Pivots for week ending 25-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.8172 0.8129 0.7921
R3 0.8059 0.8016 0.7890
R2 0.7946 0.7946 0.7880
R1 0.7903 0.7903 0.7869 0.7924
PP 0.7833 0.7833 0.7833 0.7844
S1 0.7790 0.7790 0.7849 0.7811
S2 0.7720 0.7720 0.7838
S3 0.7607 0.7677 0.7828
S4 0.7494 0.7564 0.7797
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7880 0.7764 0.0117 1.5% 0.0054 0.7% 82% False False 155
10 0.7888 0.7764 0.0125 1.6% 0.0041 0.5% 77% False False 95
20 0.7905 0.7764 0.0142 1.8% 0.0038 0.5% 67% False False 98
40 0.8003 0.7764 0.0240 3.0% 0.0036 0.5% 40% False False 65
60 0.8003 0.7699 0.0304 3.9% 0.0031 0.4% 53% False False 59
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 0.8179
2.618 0.8059
1.618 0.7985
1.000 0.7940
0.618 0.7912
HIGH 0.7867
0.618 0.7838
0.500 0.7830
0.382 0.7821
LOW 0.7793
0.618 0.7748
1.000 0.7720
1.618 0.7674
2.618 0.7601
4.250 0.7481
Fisher Pivots for day following 25-Feb-2022
Pivot 1 day 3 day
R1 0.7849 0.7846
PP 0.7840 0.7833
S1 0.7830 0.7820

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

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