CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 13-Dec-2021
Day Change Summary
Previous Current
10-Dec-2021 13-Dec-2021 Change Change % Previous Week
Open 0.7855 0.7838 -0.0018 -0.2% 0.7788
High 0.7882 0.7839 -0.0043 -0.5% 0.7922
Low 0.7849 0.7799 -0.0050 -0.6% 0.7788
Close 0.7853 0.7813 -0.0041 -0.5% 0.7853
Range 0.0033 0.0040 0.0007 21.2% 0.0134
ATR 0.0041 0.0042 0.0001 2.3% 0.0000
Volume 375 384 9 2.4% 3,884
Daily Pivots for day following 13-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.7937 0.7915 0.7835
R3 0.7897 0.7875 0.7824
R2 0.7857 0.7857 0.7820
R1 0.7835 0.7835 0.7816 0.7826
PP 0.7817 0.7817 0.7817 0.7812
S1 0.7795 0.7795 0.7809 0.7786
S2 0.7777 0.7777 0.7805
S3 0.7737 0.7755 0.7802
S4 0.7697 0.7715 0.7791
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 0.7799 0.0123 1.6% 0.0043 0.5% 11% False True 783
10 0.7922 0.7775 0.0147 1.9% 0.0042 0.5% 26% False False 606
20 0.7991 0.7775 0.0216 2.8% 0.0041 0.5% 17% False False 350
40 0.8114 0.7775 0.0339 4.3% 0.0033 0.4% 11% False False 195
60 0.8114 0.7755 0.0359 4.6% 0.0035 0.4% 16% False False 142
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8009
2.618 0.7944
1.618 0.7904
1.000 0.7879
0.618 0.7864
HIGH 0.7839
0.618 0.7824
0.500 0.7819
0.382 0.7814
LOW 0.7799
0.618 0.7774
1.000 0.7759
1.618 0.7734
2.618 0.7694
4.250 0.7629
Fisher Pivots for day following 13-Dec-2021
Pivot 1 day 3 day
R1 0.7819 0.7849
PP 0.7817 0.7837
S1 0.7815 0.7825

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

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