CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 02-Feb-2022
Day Change Summary
Previous Current
01-Feb-2022 02-Feb-2022 Change Change % Previous Week
Open 0.7869 0.7882 0.0013 0.2% 0.7947
High 0.7901 0.7905 0.0004 0.0% 0.7966
Low 0.7857 0.7870 0.0013 0.2% 0.7813
Close 0.7873 0.7894 0.0021 0.3% 0.7820
Range 0.0045 0.0035 -0.0010 -21.3% 0.0153
ATR 0.0058 0.0056 -0.0002 -2.8% 0.0000
Volume 58,104 47,470 -10,634 -18.3% 481,315
Daily Pivots for day following 02-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.7994 0.7979 0.7913
R3 0.7959 0.7944 0.7904
R2 0.7924 0.7924 0.7900
R1 0.7909 0.7909 0.7897 0.7917
PP 0.7889 0.7889 0.7889 0.7893
S1 0.7874 0.7874 0.7891 0.7882
S2 0.7854 0.7854 0.7888
S3 0.7819 0.7839 0.7884
S4 0.7784 0.7804 0.7875
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 0.7905 0.7813 0.0092 1.2% 0.0050 0.6% 89% True False 73,922
10 0.8028 0.7813 0.0215 2.7% 0.0057 0.7% 38% False False 81,928
20 0.8032 0.7803 0.0230 2.9% 0.0056 0.7% 40% False False 76,943
40 0.8032 0.7713 0.0319 4.0% 0.0055 0.7% 57% False False 68,731
60 0.8070 0.7713 0.0357 4.5% 0.0053 0.7% 51% False False 46,451
80 0.8137 0.7713 0.0424 5.4% 0.0049 0.6% 43% False False 34,874
100 0.8137 0.7713 0.0424 5.4% 0.0051 0.6% 43% False False 27,920
120 0.8137 0.7713 0.0424 5.4% 0.0051 0.6% 43% False False 23,276
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 0.8053
2.618 0.7996
1.618 0.7961
1.000 0.7940
0.618 0.7926
HIGH 0.7905
0.618 0.7891
0.500 0.7887
0.382 0.7883
LOW 0.7870
0.618 0.7848
1.000 0.7835
1.618 0.7813
2.618 0.7778
4.250 0.7721
Fisher Pivots for day following 02-Feb-2022
Pivot 1 day 3 day
R1 0.7892 0.7884
PP 0.7889 0.7875
S1 0.7887 0.7865

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

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