CME Canadian Dollar Future December 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 0.7860 0.7859 -0.0002 0.0% 0.7920
High 0.7889 0.7878 -0.0011 -0.1% 0.7937
Low 0.7857 0.7859 0.0002 0.0% 0.7796
Close 0.7880 0.7874 -0.0006 -0.1% 0.7805
Range 0.0032 0.0020 -0.0013 -39.1% 0.0141
ATR 0.0043 0.0042 -0.0002 -3.6% 0.0000
Volume 96 17 -79 -82.3% 349
Daily Pivots for day following 03-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.7929 0.7921 0.7885
R3 0.7909 0.7901 0.7879
R2 0.7890 0.7890 0.7878
R1 0.7882 0.7882 0.7876 0.7886
PP 0.7870 0.7870 0.7870 0.7872
S1 0.7862 0.7862 0.7872 0.7866
S2 0.7851 0.7851 0.7870
S3 0.7831 0.7843 0.7869
S4 0.7812 0.7823 0.7863
Weekly Pivots for week ending 28-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.8267 0.8177 0.7882
R3 0.8127 0.8036 0.7844
R2 0.7986 0.7986 0.7831
R1 0.7896 0.7896 0.7818 0.7871
PP 0.7846 0.7846 0.7846 0.7833
S1 0.7755 0.7755 0.7792 0.7730
S2 0.7705 0.7705 0.7779
S3 0.7565 0.7615 0.7766
S4 0.7424 0.7474 0.7728
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7889 0.7796 0.0093 1.2% 0.0034 0.4% 84% False False 91
10 0.7960 0.7796 0.0164 2.1% 0.0042 0.5% 48% False False 68
20 0.8003 0.7796 0.0207 2.6% 0.0035 0.4% 38% False False 47
40 0.8003 0.7699 0.0304 3.9% 0.0029 0.4% 58% False False 48
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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 0.7961
2.618 0.7929
1.618 0.7910
1.000 0.7898
0.618 0.7890
HIGH 0.7878
0.618 0.7871
0.500 0.7868
0.382 0.7866
LOW 0.7859
0.618 0.7846
1.000 0.7839
1.618 0.7827
2.618 0.7807
4.250 0.7776
Fisher Pivots for day following 03-Feb-2022
Pivot 1 day 3 day
R1 0.7872 0.7873
PP 0.7870 0.7871
S1 0.7868 0.7870

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

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