CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 01-Feb-2022
Day Change Summary
Previous Current
31-Jan-2022 01-Feb-2022 Change Change % Previous Week
Open 0.7830 0.7869 0.0039 0.5% 0.7947
High 0.7885 0.7901 0.0017 0.2% 0.7966
Low 0.7826 0.7857 0.0031 0.4% 0.7813
Close 0.7875 0.7873 -0.0002 0.0% 0.7820
Range 0.0059 0.0045 -0.0015 -24.6% 0.0153
ATR 0.0059 0.0058 -0.0001 -1.7% 0.0000
Volume 85,879 58,104 -27,775 -32.3% 481,315
Daily Pivots for day following 01-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.8010 0.7986 0.7897
R3 0.7966 0.7942 0.7885
R2 0.7921 0.7921 0.7881
R1 0.7897 0.7897 0.7877 0.7909
PP 0.7877 0.7877 0.7877 0.7883
S1 0.7853 0.7853 0.7869 0.7865
S2 0.7832 0.7832 0.7865
S3 0.7788 0.7808 0.7861
S4 0.7743 0.7764 0.7849
Weekly Pivots for week ending 28-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.8324 0.8224 0.7904
R3 0.8171 0.8072 0.7862
R2 0.8019 0.8019 0.7848
R1 0.7919 0.7919 0.7834 0.7893
PP 0.7866 0.7866 0.7866 0.7853
S1 0.7767 0.7767 0.7806 0.7740
S2 0.7714 0.7714 0.7792
S3 0.7561 0.7614 0.7778
S4 0.7409 0.7462 0.7736
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7966 0.7813 0.0153 1.9% 0.0060 0.8% 39% False False 88,526
10 0.8032 0.7813 0.0219 2.8% 0.0059 0.7% 27% False False 84,483
20 0.8032 0.7803 0.0230 2.9% 0.0058 0.7% 31% False False 77,724
40 0.8032 0.7713 0.0319 4.1% 0.0055 0.7% 50% False False 67,899
60 0.8070 0.7713 0.0357 4.5% 0.0053 0.7% 45% False False 45,663
80 0.8137 0.7713 0.0424 5.4% 0.0050 0.6% 38% False False 34,282
100 0.8137 0.7713 0.0424 5.4% 0.0051 0.7% 38% False False 27,446
120 0.8137 0.7713 0.0424 5.4% 0.0051 0.6% 38% False False 22,881
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 0.0013
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8090
2.618 0.8018
1.618 0.7973
1.000 0.7946
0.618 0.7929
HIGH 0.7901
0.618 0.7884
0.500 0.7879
0.382 0.7873
LOW 0.7857
0.618 0.7829
1.000 0.7812
1.618 0.7784
2.618 0.7740
4.250 0.7667
Fisher Pivots for day following 01-Feb-2022
Pivot 1 day 3 day
R1 0.7879 0.7868
PP 0.7877 0.7862
S1 0.7875 0.7857

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.