CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 16-Dec-2021
Day Change Summary
Previous Current
15-Dec-2021 16-Dec-2021 Change Change % Previous Week
Open 0.7777 0.7775 -0.0002 0.0% 0.7788
High 0.7787 0.7831 0.0044 0.6% 0.7922
Low 0.7730 0.7775 0.0045 0.6% 0.7788
Close 0.7765 0.7811 0.0046 0.6% 0.7853
Range 0.0057 0.0056 -0.0001 -1.8% 0.0134
ATR 0.0043 0.0045 0.0002 3.7% 0.0000
Volume 315 65 -250 -79.4% 3,884
Daily Pivots for day following 16-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.7973 0.7948 0.7841
R3 0.7917 0.7892 0.7826
R2 0.7861 0.7861 0.7821
R1 0.7836 0.7836 0.7816 0.7849
PP 0.7805 0.7805 0.7805 0.7812
S1 0.7780 0.7780 0.7805 0.7793
S2 0.7749 0.7749 0.7800
S3 0.7693 0.7724 0.7795
S4 0.7637 0.7668 0.7780
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 0.7882 0.7730 0.0152 1.9% 0.0044 0.6% 53% False False 241
10 0.7922 0.7730 0.0192 2.5% 0.0046 0.6% 42% False False 530
20 0.7938 0.7730 0.0208 2.7% 0.0043 0.6% 39% False False 354
40 0.8114 0.7730 0.0384 4.9% 0.0035 0.4% 21% False False 203
60 0.8114 0.7730 0.0384 4.9% 0.0034 0.4% 21% False False 149
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8069
2.618 0.7977
1.618 0.7921
1.000 0.7887
0.618 0.7865
HIGH 0.7831
0.618 0.7809
0.500 0.7803
0.382 0.7796
LOW 0.7775
0.618 0.7740
1.000 0.7719
1.618 0.7684
2.618 0.7628
4.250 0.7537
Fisher Pivots for day following 16-Dec-2021
Pivot 1 day 3 day
R1 0.7808 0.7800
PP 0.7805 0.7790
S1 0.7803 0.7780

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

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