CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 28-Feb-2022
Day Change Summary
Previous Current
25-Feb-2022 28-Feb-2022 Change Change % Previous Week
Open 0.7805 0.7827 0.0022 0.3% 0.7834
High 0.7867 0.7882 0.0016 0.2% 0.7877
Low 0.7793 0.7827 0.0034 0.4% 0.7764
Close 0.7859 0.7876 0.0017 0.2% 0.7859
Range 0.0074 0.0056 -0.0018 -24.5% 0.0113
ATR 0.0045 0.0046 0.0001 1.6% 0.0000
Volume 63 132 69 109.5% 719
Daily Pivots for day following 28-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.8028 0.8008 0.7907
R3 0.7973 0.7952 0.7891
R2 0.7917 0.7917 0.7886
R1 0.7897 0.7897 0.7881 0.7907
PP 0.7862 0.7862 0.7862 0.7867
S1 0.7841 0.7841 0.7871 0.7851
S2 0.7806 0.7806 0.7866
S3 0.7751 0.7786 0.7861
S4 0.7695 0.7730 0.7845
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 0.7882 0.7764 0.0119 1.5% 0.0055 0.7% 95% True False 170
10 0.7882 0.7764 0.0119 1.5% 0.0042 0.5% 95% True False 105
20 0.7905 0.7764 0.0142 1.8% 0.0039 0.5% 80% False False 97
40 0.8003 0.7764 0.0240 3.0% 0.0037 0.5% 47% False False 68
60 0.8003 0.7699 0.0304 3.9% 0.0031 0.4% 58% False False 61
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 False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8118
2.618 0.8027
1.618 0.7972
1.000 0.7938
0.618 0.7916
HIGH 0.7882
0.618 0.7861
0.500 0.7854
0.382 0.7848
LOW 0.7827
0.618 0.7792
1.000 0.7771
1.618 0.7737
2.618 0.7681
4.250 0.7591
Fisher Pivots for day following 28-Feb-2022
Pivot 1 day 3 day
R1 0.7869 0.7858
PP 0.7862 0.7841
S1 0.7854 0.7823

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

View Archives - Comment on this page... - Back to Index of Symbols