CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 17-Dec-2021
Day Change Summary
Previous Current
16-Dec-2021 17-Dec-2021 Change Change % Previous Week
Open 0.7775 0.7823 0.0049 0.6% 0.7838
High 0.7831 0.7823 -0.0008 -0.1% 0.7839
Low 0.7775 0.7748 -0.0027 -0.3% 0.7730
Close 0.7811 0.7761 -0.0050 -0.6% 0.7761
Range 0.0056 0.0075 0.0019 33.9% 0.0109
ATR 0.0045 0.0047 0.0002 4.9% 0.0000
Volume 65 144 79 121.5% 976
Daily Pivots for day following 17-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.8002 0.7957 0.7802
R3 0.7927 0.7882 0.7782
R2 0.7852 0.7852 0.7775
R1 0.7807 0.7807 0.7768 0.7792
PP 0.7777 0.7777 0.7777 0.7770
S1 0.7732 0.7732 0.7754 0.7717
S2 0.7702 0.7702 0.7747
S3 0.7627 0.7657 0.7740
S4 0.7552 0.7582 0.7720
Weekly Pivots for week ending 17-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.8104 0.8041 0.7821
R3 0.7995 0.7932 0.7791
R2 0.7886 0.7886 0.7781
R1 0.7823 0.7823 0.7771 0.7800
PP 0.7777 0.7777 0.7777 0.7765
S1 0.7714 0.7714 0.7751 0.7691
S2 0.7668 0.7668 0.7741
S3 0.7559 0.7605 0.7731
S4 0.7450 0.7496 0.7701
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7839 0.7730 0.0109 1.4% 0.0052 0.7% 28% False False 195
10 0.7922 0.7730 0.0192 2.5% 0.0047 0.6% 16% False False 486
20 0.7938 0.7730 0.0208 2.7% 0.0046 0.6% 15% False False 356
40 0.8114 0.7730 0.0384 4.9% 0.0036 0.5% 8% False False 207
60 0.8114 0.7730 0.0384 4.9% 0.0034 0.4% 8% False False 152
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.8142
2.618 0.8019
1.618 0.7944
1.000 0.7898
0.618 0.7869
HIGH 0.7823
0.618 0.7794
0.500 0.7786
0.382 0.7777
LOW 0.7748
0.618 0.7702
1.000 0.7673
1.618 0.7627
2.618 0.7552
4.250 0.7429
Fisher Pivots for day following 17-Dec-2021
Pivot 1 day 3 day
R1 0.7786 0.7780
PP 0.7777 0.7774
S1 0.7769 0.7767

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

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