CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 03-Feb-2022
Day Change Summary
Previous Current
02-Feb-2022 03-Feb-2022 Change Change % Previous Week
Open 0.7882 0.7890 0.0009 0.1% 0.7947
High 0.7905 0.7900 -0.0005 -0.1% 0.7966
Low 0.7870 0.7864 -0.0006 -0.1% 0.7813
Close 0.7894 0.7887 -0.0007 -0.1% 0.7820
Range 0.0035 0.0037 0.0002 4.3% 0.0153
ATR 0.0056 0.0055 -0.0001 -2.5% 0.0000
Volume 47,470 58,003 10,533 22.2% 481,315
Daily Pivots for day following 03-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.7993 0.7977 0.7907
R3 0.7957 0.7940 0.7897
R2 0.7920 0.7920 0.7894
R1 0.7904 0.7904 0.7890 0.7894
PP 0.7884 0.7884 0.7884 0.7879
S1 0.7867 0.7867 0.7884 0.7857
S2 0.7847 0.7847 0.7880
S3 0.7811 0.7831 0.7877
S4 0.7774 0.7794 0.7867
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% 0.0045 0.6% 81% False False 66,939
10 0.7999 0.7813 0.0186 2.4% 0.0057 0.7% 40% False False 81,686
20 0.8032 0.7803 0.0230 2.9% 0.0056 0.7% 37% False False 77,309
40 0.8032 0.7713 0.0319 4.0% 0.0053 0.7% 55% False False 69,473
60 0.8070 0.7713 0.0357 4.5% 0.0053 0.7% 49% False False 47,414
80 0.8137 0.7713 0.0424 5.4% 0.0049 0.6% 41% False False 35,598
100 0.8137 0.7713 0.0424 5.4% 0.0051 0.6% 41% False False 28,500
120 0.8137 0.7713 0.0424 5.4% 0.0051 0.7% 41% False False 23,759
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8055
2.618 0.7996
1.618 0.7959
1.000 0.7937
0.618 0.7923
HIGH 0.7900
0.618 0.7886
0.500 0.7882
0.382 0.7877
LOW 0.7864
0.618 0.7841
1.000 0.7827
1.618 0.7804
2.618 0.7768
4.250 0.7708
Fisher Pivots for day following 03-Feb-2022
Pivot 1 day 3 day
R1 0.7885 0.7885
PP 0.7884 0.7883
S1 0.7882 0.7881

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

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