CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 06-Dec-2021
Day Change Summary
Previous Current
03-Dec-2021 06-Dec-2021 Change Change % Previous Week
Open 0.7785 0.7788 0.0003 0.0% 0.7854
High 0.7841 0.7827 -0.0014 -0.2% 0.7859
Low 0.7775 0.7788 0.0013 0.2% 0.7775
Close 0.7786 0.7827 0.0041 0.5% 0.7786
Range 0.0066 0.0039 -0.0027 -41.2% 0.0084
ATR 0.0040 0.0040 0.0000 0.2% 0.0000
Volume 585 350 -235 -40.2% 1,966
Daily Pivots for day following 06-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.7929 0.7916 0.7848
R3 0.7891 0.7878 0.7837
R2 0.7852 0.7852 0.7834
R1 0.7839 0.7839 0.7830 0.7846
PP 0.7814 0.7814 0.7814 0.7817
S1 0.7801 0.7801 0.7823 0.7807
S2 0.7775 0.7775 0.7819
S3 0.7737 0.7762 0.7816
S4 0.7698 0.7724 0.7805
Weekly Pivots for week ending 03-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.8059 0.8006 0.7832
R3 0.7975 0.7922 0.7809
R2 0.7891 0.7891 0.7801
R1 0.7838 0.7838 0.7793 0.7822
PP 0.7807 0.7807 0.7807 0.7799
S1 0.7754 0.7754 0.7778 0.7738
S2 0.7723 0.7723 0.7770
S3 0.7639 0.7670 0.7762
S4 0.7555 0.7586 0.7739
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7859 0.7775 0.0084 1.1% 0.0041 0.5% 61% False False 428
10 0.7906 0.7775 0.0131 1.7% 0.0043 0.6% 39% False False 253
20 0.8055 0.7775 0.0280 3.6% 0.0037 0.5% 18% False False 168
40 0.8114 0.7775 0.0339 4.3% 0.0030 0.4% 15% False False 111
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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7990
2.618 0.7927
1.618 0.7889
1.000 0.7865
0.618 0.7850
HIGH 0.7827
0.618 0.7812
0.500 0.7807
0.382 0.7803
LOW 0.7788
0.618 0.7764
1.000 0.7750
1.618 0.7726
2.618 0.7687
4.250 0.7624
Fisher Pivots for day following 06-Dec-2021
Pivot 1 day 3 day
R1 0.7820 0.7820
PP 0.7814 0.7814
S1 0.7807 0.7808

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

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