CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 24-Feb-2022
Day Change Summary
Previous Current
23-Feb-2022 24-Feb-2022 Change Change % Previous Week
Open 0.7871 0.7835 -0.0036 -0.5% 0.7840
High 0.7877 0.7835 -0.0042 -0.5% 0.7880
Low 0.7840 0.7764 -0.0077 -1.0% 0.7825
Close 0.7845 0.7794 -0.0051 -0.7% 0.7839
Range 0.0037 0.0072 0.0035 95.9% 0.0055
ATR 0.0040 0.0043 0.0003 7.3% 0.0000
Volume 141 412 271 192.2% 202
Daily Pivots for day following 24-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.8012 0.7975 0.7833
R3 0.7941 0.7903 0.7814
R2 0.7869 0.7869 0.7807
R1 0.7832 0.7832 0.7801 0.7815
PP 0.7798 0.7798 0.7798 0.7789
S1 0.7760 0.7760 0.7787 0.7743
S2 0.7726 0.7726 0.7781
S3 0.7655 0.7689 0.7774
S4 0.7583 0.7617 0.7755
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 0.7764 0.0117 1.5% 0.0042 0.5% 26% False True 147
10 0.7905 0.7764 0.0142 1.8% 0.0038 0.5% 22% False True 116
20 0.7905 0.7764 0.0142 1.8% 0.0037 0.5% 22% False True 96
40 0.8003 0.7764 0.0240 3.1% 0.0034 0.4% 13% False True 63
60 0.8003 0.7699 0.0304 3.9% 0.0030 0.4% 31% False False 58
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 0.8139
2.618 0.8022
1.618 0.7951
1.000 0.7907
0.618 0.7879
HIGH 0.7835
0.618 0.7808
0.500 0.7799
0.382 0.7791
LOW 0.7764
0.618 0.7719
1.000 0.7692
1.618 0.7648
2.618 0.7576
4.250 0.7460
Fisher Pivots for day following 24-Feb-2022
Pivot 1 day 3 day
R1 0.7799 0.7820
PP 0.7798 0.7811
S1 0.7796 0.7803

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

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