CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 24-Feb-2022
Day Change Summary
Previous Current
23-Feb-2022 24-Feb-2022 Change Change % Previous Week
Open 0.7830 0.7855 0.0025 0.3% 0.7853
High 0.7885 0.7856 -0.0030 -0.4% 0.7896
Low 0.7830 0.7765 -0.0065 -0.8% 0.7821
Close 0.7851 0.7803 -0.0049 -0.6% 0.7847
Range 0.0056 0.0091 0.0036 64.0% 0.0075
ATR 0.0051 0.0053 0.0003 5.7% 0.0000
Volume 73,999 144,325 70,326 95.0% 357,648
Daily Pivots for day following 24-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.8081 0.8033 0.7853
R3 0.7990 0.7942 0.7828
R2 0.7899 0.7899 0.7819
R1 0.7851 0.7851 0.7811 0.7829
PP 0.7808 0.7808 0.7808 0.7797
S1 0.7760 0.7760 0.7794 0.7738
S2 0.7717 0.7717 0.7786
S3 0.7626 0.7669 0.7777
S4 0.7535 0.7578 0.7752
Weekly Pivots for week ending 18-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.8080 0.8038 0.7888
R3 0.8005 0.7963 0.7867
R2 0.7930 0.7930 0.7860
R1 0.7888 0.7888 0.7853 0.7871
PP 0.7855 0.7855 0.7855 0.7846
S1 0.7813 0.7813 0.7840 0.7796
S2 0.7780 0.7780 0.7833
S3 0.7705 0.7738 0.7826
S4 0.7630 0.7663 0.7805
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7890 0.7765 0.0126 1.6% 0.0056 0.7% 30% False True 91,789
10 0.7913 0.7765 0.0149 1.9% 0.0051 0.7% 26% False True 87,912
20 0.7913 0.7765 0.0149 1.9% 0.0050 0.6% 26% False True 76,603
40 0.8032 0.7765 0.0268 3.4% 0.0055 0.7% 14% False True 74,445
60 0.8032 0.7713 0.0319 4.1% 0.0054 0.7% 28% False False 65,658
80 0.8092 0.7713 0.0379 4.9% 0.0051 0.7% 24% False False 49,381
100 0.8137 0.7713 0.0424 5.4% 0.0049 0.6% 21% False False 39,531
120 0.8137 0.7713 0.0424 5.4% 0.0052 0.7% 21% False False 32,957
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 0.0012
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 0.8242
2.618 0.8094
1.618 0.8003
1.000 0.7947
0.618 0.7912
HIGH 0.7856
0.618 0.7821
0.500 0.7810
0.382 0.7799
LOW 0.7765
0.618 0.7708
1.000 0.7674
1.618 0.7617
2.618 0.7526
4.250 0.7378
Fisher Pivots for day following 24-Feb-2022
Pivot 1 day 3 day
R1 0.7810 0.7825
PP 0.7808 0.7817
S1 0.7805 0.7810

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.