CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 23-Feb-2022
Day Change Summary
Previous Current
22-Feb-2022 23-Feb-2022 Change Change % Previous Week
Open 0.7834 0.7871 0.0037 0.5% 0.7840
High 0.7856 0.7877 0.0021 0.3% 0.7880
Low 0.7818 0.7840 0.0022 0.3% 0.7825
Close 0.7835 0.7845 0.0011 0.1% 0.7839
Range 0.0038 0.0037 -0.0002 -3.9% 0.0055
ATR 0.0040 0.0040 0.0000 0.3% 0.0000
Volume 103 141 38 36.9% 202
Daily Pivots for day following 23-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.7963 0.7941 0.7865
R3 0.7927 0.7904 0.7855
R2 0.7890 0.7890 0.7852
R1 0.7868 0.7868 0.7848 0.7861
PP 0.7854 0.7854 0.7854 0.7850
S1 0.7831 0.7831 0.7842 0.7824
S2 0.7817 0.7817 0.7838
S3 0.7781 0.7795 0.7835
S4 0.7744 0.7758 0.7825
Weekly Pivots for week ending 18-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.8013 0.7981 0.7869
R3 0.7958 0.7926 0.7854
R2 0.7903 0.7903 0.7849
R1 0.7871 0.7871 0.7844 0.7859
PP 0.7848 0.7848 0.7848 0.7842
S1 0.7816 0.7816 0.7833 0.7804
S2 0.7793 0.7793 0.7828
S3 0.7738 0.7761 0.7823
S4 0.7683 0.7706 0.7808
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7880 0.7818 0.0062 0.8% 0.0031 0.4% 44% False False 70
10 0.7905 0.7818 0.0087 1.1% 0.0032 0.4% 31% False False 90
20 0.7937 0.7796 0.0141 1.8% 0.0037 0.5% 35% False False 77
40 0.8003 0.7773 0.0230 2.9% 0.0033 0.4% 31% False False 53
60 0.8003 0.7699 0.0304 3.9% 0.0029 0.4% 48% False False 54
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 True
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8032
2.618 0.7972
1.618 0.7936
1.000 0.7913
0.618 0.7899
HIGH 0.7877
0.618 0.7863
0.500 0.7858
0.382 0.7854
LOW 0.7840
0.618 0.7817
1.000 0.7804
1.618 0.7781
2.618 0.7744
4.250 0.7685
Fisher Pivots for day following 23-Feb-2022
Pivot 1 day 3 day
R1 0.7858 0.7849
PP 0.7854 0.7848
S1 0.7849 0.7846

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

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