CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 22-Feb-2022
Day Change Summary
Previous Current
18-Feb-2022 22-Feb-2022 Change Change % Previous Week
Open 0.7850 0.7855 0.0005 0.1% 0.7825
High 0.7884 0.7856 -0.0029 -0.4% 0.7889
Low 0.7833 0.7825 -0.0008 -0.1% 0.7825
Close 0.7843 0.7838 -0.0005 -0.1% 0.7843
Range 0.0052 0.0031 -0.0021 -40.8% 0.0064
ATR 0.0037 0.0037 0.0000 -1.3% 0.0000
Volume 43 7 -36 -83.7% 113
Daily Pivots for day following 22-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.7931 0.7915 0.7854
R3 0.7900 0.7884 0.7846
R2 0.7870 0.7870 0.7843
R1 0.7854 0.7854 0.7840 0.7847
PP 0.7839 0.7839 0.7839 0.7836
S1 0.7823 0.7823 0.7835 0.7816
S2 0.7809 0.7809 0.7832
S3 0.7778 0.7793 0.7829
S4 0.7748 0.7762 0.7821
Weekly Pivots for week ending 18-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.8043 0.8006 0.7877
R3 0.7979 0.7943 0.7860
R2 0.7916 0.7916 0.7854
R1 0.7879 0.7879 0.7848 0.7897
PP 0.7852 0.7852 0.7852 0.7861
S1 0.7816 0.7816 0.7837 0.7834
S2 0.7789 0.7789 0.7831
S3 0.7725 0.7752 0.7825
S4 0.7662 0.7689 0.7808
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7889 0.7825 0.0064 0.8% 0.0025 0.3% 20% False True 15
10 0.7908 0.7825 0.0083 1.1% 0.0027 0.3% 15% False True 29
20 0.7941 0.7808 0.0133 1.7% 0.0032 0.4% 22% False False 32
40 0.8009 0.7790 0.0219 2.8% 0.0025 0.3% 22% False False 23
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7985
2.618 0.7935
1.618 0.7905
1.000 0.7886
0.618 0.7874
HIGH 0.7856
0.618 0.7844
0.500 0.7840
0.382 0.7837
LOW 0.7825
0.618 0.7806
1.000 0.7795
1.618 0.7776
2.618 0.7745
4.250 0.7695
Fisher Pivots for day following 22-Feb-2022
Pivot 1 day 3 day
R1 0.7840 0.7855
PP 0.7839 0.7849
S1 0.7838 0.7843

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

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