CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 17-Feb-2022
Day Change Summary
Previous Current
16-Feb-2022 17-Feb-2022 Change Change % Previous Week
Open 0.7879 0.7863 -0.0017 -0.2% 0.7850
High 0.7880 0.7876 -0.0004 -0.1% 0.7905
Low 0.7866 0.7863 -0.0003 0.0% 0.7845
Close 0.7880 0.7868 -0.0013 -0.2% 0.7847
Range 0.0015 0.0014 -0.0001 -6.9% 0.0060
ATR 0.0041 0.0039 -0.0002 -4.1% 0.0000
Volume 25 26 1 4.0% 512
Daily Pivots for day following 17-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.7909 0.7902 0.7875
R3 0.7896 0.7888 0.7871
R2 0.7882 0.7882 0.7870
R1 0.7875 0.7875 0.7869 0.7879
PP 0.7869 0.7869 0.7869 0.7871
S1 0.7861 0.7861 0.7866 0.7865
S2 0.7855 0.7855 0.7865
S3 0.7842 0.7848 0.7864
S4 0.7828 0.7834 0.7860
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 0.7888 0.7825 0.0063 0.8% 0.0027 0.3% 67% False False 36
10 0.7905 0.7810 0.0095 1.2% 0.0033 0.4% 61% False False 73
20 0.7960 0.7796 0.0164 2.1% 0.0038 0.5% 44% False False 70
40 0.8003 0.7720 0.0283 3.6% 0.0032 0.4% 52% False False 47
60 0.8003 0.7699 0.0304 3.9% 0.0029 0.4% 55% False False 49
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 0.7933
2.618 0.7911
1.618 0.7898
1.000 0.7890
0.618 0.7884
HIGH 0.7876
0.618 0.7871
0.500 0.7869
0.382 0.7868
LOW 0.7863
0.618 0.7854
1.000 0.7849
1.618 0.7841
2.618 0.7827
4.250 0.7805
Fisher Pivots for day following 17-Feb-2022
Pivot 1 day 3 day
R1 0.7869 0.7863
PP 0.7869 0.7858
S1 0.7868 0.7853

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

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