CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 08-Dec-2021
Day Change Summary
Previous Current
07-Dec-2021 08-Dec-2021 Change Change % Previous Week
Open 0.7838 0.7916 0.0078 1.0% 0.7854
High 0.7909 0.7922 0.0013 0.2% 0.7859
Low 0.7836 0.7895 0.0060 0.8% 0.7775
Close 0.7901 0.7897 -0.0004 -0.1% 0.7786
Range 0.0074 0.0027 -0.0047 -63.3% 0.0084
ATR 0.0043 0.0042 -0.0001 -2.7% 0.0000
Volume 627 1,695 1,068 170.3% 1,966
Daily Pivots for day following 08-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.7986 0.7968 0.7911
R3 0.7959 0.7941 0.7904
R2 0.7932 0.7932 0.7901
R1 0.7914 0.7914 0.7899 0.7909
PP 0.7905 0.7905 0.7905 0.7902
S1 0.7887 0.7887 0.7894 0.7882
S2 0.7878 0.7878 0.7892
S3 0.7851 0.7860 0.7889
S4 0.7824 0.7833 0.7882
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 0.7922 0.7775 0.0147 1.9% 0.0044 0.6% 83% True False 818
10 0.7922 0.7775 0.0147 1.9% 0.0046 0.6% 83% True False 474
20 0.8055 0.7775 0.0280 3.5% 0.0041 0.5% 43% False False 281
40 0.8114 0.7775 0.0339 4.3% 0.0031 0.4% 36% False False 168
Crabel Price Patterns
NR True
NR4 True
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 True
Stretch 0.0008
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8037
2.618 0.7993
1.618 0.7966
1.000 0.7949
0.618 0.7939
HIGH 0.7922
0.618 0.7912
0.500 0.7909
0.382 0.7905
LOW 0.7895
0.618 0.7878
1.000 0.7868
1.618 0.7851
2.618 0.7824
4.250 0.7780
Fisher Pivots for day following 08-Dec-2021
Pivot 1 day 3 day
R1 0.7909 0.7883
PP 0.7905 0.7869
S1 0.7901 0.7855

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

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