CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 04-Feb-2022
Day Change Summary
Previous Current
03-Feb-2022 04-Feb-2022 Change Change % Previous Week
Open 0.7860 0.7850 -0.0010 -0.1% 0.7831
High 0.7884 0.7885 0.0001 0.0% 0.7891
Low 0.7860 0.7817 -0.0043 -0.5% 0.7817
Close 0.7880 0.7835 -0.0045 -0.6% 0.7835
Range 0.0024 0.0068 0.0044 181.3% 0.0074
ATR 0.0038 0.0040 0.0002 5.5% 0.0000
Volume 16 19 3 18.8% 218
Daily Pivots for day following 04-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.8048 0.8009 0.7872
R3 0.7981 0.7942 0.7854
R2 0.7913 0.7913 0.7847
R1 0.7874 0.7874 0.7841 0.7860
PP 0.7846 0.7846 0.7846 0.7838
S1 0.7807 0.7807 0.7829 0.7792
S2 0.7778 0.7778 0.7823
S3 0.7711 0.7739 0.7816
S4 0.7643 0.7672 0.7798
Weekly Pivots for week ending 04-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.8068 0.8025 0.7875
R3 0.7995 0.7952 0.7855
R2 0.7921 0.7921 0.7848
R1 0.7878 0.7878 0.7842 0.7900
PP 0.7848 0.7848 0.7848 0.7858
S1 0.7805 0.7805 0.7828 0.7826
S2 0.7774 0.7774 0.7822
S3 0.7701 0.7731 0.7815
S4 0.7627 0.7658 0.7795
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7891 0.7817 0.0074 0.9% 0.0032 0.4% 24% False True 43
10 0.7941 0.7808 0.0133 1.7% 0.0038 0.5% 20% False False 43
20 0.8009 0.7808 0.0201 2.6% 0.0031 0.4% 13% False False 29
40 0.8009 0.7709 0.0301 3.8% 0.0023 0.3% 42% False False 19
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 0.8171
2.618 0.8061
1.618 0.7994
1.000 0.7952
0.618 0.7926
HIGH 0.7885
0.618 0.7859
0.500 0.7851
0.382 0.7843
LOW 0.7817
0.618 0.7775
1.000 0.7750
1.618 0.7708
2.618 0.7640
4.250 0.7530
Fisher Pivots for day following 04-Feb-2022
Pivot 1 day 3 day
R1 0.7851 0.7854
PP 0.7846 0.7848
S1 0.7840 0.7841

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

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