CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 14-Dec-2021
Day Change Summary
Previous Current
13-Dec-2021 14-Dec-2021 Change Change % Previous Week
Open 0.7838 0.7800 -0.0038 -0.5% 0.7788
High 0.7839 0.7802 -0.0037 -0.5% 0.7922
Low 0.7799 0.7771 -0.0029 -0.4% 0.7788
Close 0.7813 0.7775 -0.0038 -0.5% 0.7853
Range 0.0040 0.0032 -0.0009 -21.3% 0.0134
ATR 0.0042 0.0042 0.0000 0.0% 0.0000
Volume 384 68 -316 -82.3% 3,884
Daily Pivots for day following 14-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.7877 0.7858 0.7792
R3 0.7846 0.7826 0.7784
R2 0.7814 0.7814 0.7781
R1 0.7795 0.7795 0.7778 0.7789
PP 0.7783 0.7783 0.7783 0.7780
S1 0.7763 0.7763 0.7772 0.7757
S2 0.7751 0.7751 0.7769
S3 0.7720 0.7732 0.7766
S4 0.7688 0.7700 0.7758
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 0.7771 0.0152 1.9% 0.0034 0.4% 3% False True 671
10 0.7922 0.7771 0.0152 1.9% 0.0042 0.5% 3% False True 598
20 0.7991 0.7771 0.0220 2.8% 0.0041 0.5% 2% False True 346
40 0.8114 0.7771 0.0343 4.4% 0.0033 0.4% 1% False True 195
60 0.8114 0.7771 0.0343 4.4% 0.0034 0.4% 1% False True 143
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 False
Stretch 0.0005
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7936
2.618 0.7884
1.618 0.7853
1.000 0.7834
0.618 0.7821
HIGH 0.7802
0.618 0.7790
0.500 0.7786
0.382 0.7783
LOW 0.7771
0.618 0.7751
1.000 0.7739
1.618 0.7720
2.618 0.7688
4.250 0.7637
Fisher Pivots for day following 14-Dec-2021
Pivot 1 day 3 day
R1 0.7786 0.7826
PP 0.7783 0.7809
S1 0.7779 0.7792

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

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