CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 11-Feb-2022
Day Change Summary
Previous Current
10-Feb-2022 11-Feb-2022 Change Change % Previous Week
Open 0.7883 0.7887 0.0004 0.1% 0.7850
High 0.7905 0.7888 -0.0017 -0.2% 0.7905
Low 0.7861 0.7845 -0.0016 -0.2% 0.7845
Close 0.7864 0.7847 -0.0017 -0.2% 0.7847
Range 0.0045 0.0043 -0.0002 -3.4% 0.0060
ATR 0.0043 0.0043 0.0000 0.0% 0.0000
Volume 271 38 -233 -86.0% 512
Daily Pivots for day following 11-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.7989 0.7961 0.7870
R3 0.7946 0.7918 0.7858
R2 0.7903 0.7903 0.7854
R1 0.7875 0.7875 0.7850 0.7867
PP 0.7860 0.7860 0.7860 0.7856
S1 0.7832 0.7832 0.7843 0.7824
S2 0.7817 0.7817 0.7839
S3 0.7774 0.7789 0.7835
S4 0.7731 0.7746 0.7823
Weekly Pivots for week ending 11-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.8046 0.8006 0.7880
R3 0.7986 0.7946 0.7863
R2 0.7926 0.7926 0.7858
R1 0.7886 0.7886 0.7852 0.7876
PP 0.7866 0.7866 0.7866 0.7860
S1 0.7826 0.7826 0.7841 0.7816
S2 0.7806 0.7806 0.7836
S3 0.7746 0.7766 0.7830
S4 0.7686 0.7706 0.7814
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7905 0.7845 0.0060 0.8% 0.0034 0.4% 3% False True 102
10 0.7905 0.7810 0.0095 1.2% 0.0036 0.5% 38% False False 89
20 0.8003 0.7796 0.0207 2.6% 0.0036 0.5% 24% False False 69
40 0.8003 0.7699 0.0304 3.9% 0.0032 0.4% 49% False False 47
60 0.8003 0.7699 0.0304 3.9% 0.0030 0.4% 49% False False 48
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 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8071
2.618 0.8001
1.618 0.7958
1.000 0.7931
0.618 0.7915
HIGH 0.7888
0.618 0.7872
0.500 0.7867
0.382 0.7861
LOW 0.7845
0.618 0.7818
1.000 0.7802
1.618 0.7775
2.618 0.7732
4.250 0.7662
Fisher Pivots for day following 11-Feb-2022
Pivot 1 day 3 day
R1 0.7867 0.7875
PP 0.7860 0.7866
S1 0.7853 0.7856

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

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