CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 10-Dec-2021
Day Change Summary
Previous Current
09-Dec-2021 10-Dec-2021 Change Change % Previous Week
Open 0.7899 0.7855 -0.0044 -0.6% 0.7788
High 0.7899 0.7882 -0.0017 -0.2% 0.7922
Low 0.7859 0.7849 -0.0010 -0.1% 0.7788
Close 0.7859 0.7853 -0.0006 -0.1% 0.7853
Range 0.0040 0.0033 -0.0007 -16.5% 0.0134
ATR 0.0042 0.0041 -0.0001 -1.5% 0.0000
Volume 837 375 -462 -55.2% 3,884
Daily Pivots for day following 10-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.7960 0.7940 0.7871
R3 0.7927 0.7907 0.7862
R2 0.7894 0.7894 0.7859
R1 0.7874 0.7874 0.7856 0.7868
PP 0.7861 0.7861 0.7861 0.7858
S1 0.7841 0.7841 0.7850 0.7835
S2 0.7828 0.7828 0.7847
S3 0.7795 0.7808 0.7844
S4 0.7762 0.7775 0.7835
Weekly Pivots for week ending 10-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.8256 0.8189 0.7927
R3 0.8122 0.8055 0.7890
R2 0.7988 0.7988 0.7878
R1 0.7921 0.7921 0.7865 0.7955
PP 0.7854 0.7854 0.7854 0.7871
S1 0.7787 0.7787 0.7841 0.7821
S2 0.7720 0.7720 0.7828
S3 0.7586 0.7653 0.7816
S4 0.7452 0.7519 0.7779
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7922 0.7788 0.0134 1.7% 0.0042 0.5% 49% False False 776
10 0.7922 0.7775 0.0147 1.9% 0.0041 0.5% 53% False False 585
20 0.7991 0.7775 0.0216 2.7% 0.0040 0.5% 36% False False 337
40 0.8114 0.7775 0.0339 4.3% 0.0032 0.4% 23% False False 198
60 0.8114 0.7755 0.0359 4.6% 0.0035 0.4% 27% False False 136
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 False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8022
2.618 0.7968
1.618 0.7935
1.000 0.7915
0.618 0.7902
HIGH 0.7882
0.618 0.7869
0.500 0.7866
0.382 0.7862
LOW 0.7849
0.618 0.7829
1.000 0.7816
1.618 0.7796
2.618 0.7763
4.250 0.7709
Fisher Pivots for day following 10-Dec-2021
Pivot 1 day 3 day
R1 0.7866 0.7886
PP 0.7861 0.7875
S1 0.7857 0.7864

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

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