CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 20-Dec-2021
Day Change Summary
Previous Current
17-Dec-2021 20-Dec-2021 Change Change % Previous Week
Open 0.7823 0.7735 -0.0089 -1.1% 0.7838
High 0.7823 0.7735 -0.0089 -1.1% 0.7839
Low 0.7748 0.7719 -0.0030 -0.4% 0.7730
Close 0.7761 0.7719 -0.0043 -0.5% 0.7761
Range 0.0075 0.0016 -0.0059 -78.7% 0.0109
ATR 0.0047 0.0046 0.0000 -0.7% 0.0000
Volume 144 110 -34 -23.6% 976
Daily Pivots for day following 20-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.7772 0.7761 0.7727
R3 0.7756 0.7745 0.7723
R2 0.7740 0.7740 0.7721
R1 0.7729 0.7729 0.7720 0.7727
PP 0.7724 0.7724 0.7724 0.7723
S1 0.7713 0.7713 0.7717 0.7711
S2 0.7708 0.7708 0.7716
S3 0.7692 0.7697 0.7714
S4 0.7676 0.7681 0.7710
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 0.7831 0.7719 0.0112 1.5% 0.0047 0.6% 0% False True 140
10 0.7922 0.7719 0.0204 2.6% 0.0045 0.6% 0% False True 462
20 0.7922 0.7719 0.0204 2.6% 0.0044 0.6% 0% False True 357
40 0.8114 0.7719 0.0395 5.1% 0.0036 0.5% 0% False True 209
60 0.8114 0.7719 0.0395 5.1% 0.0033 0.4% 0% False True 153
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0003
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 0.7803
2.618 0.7776
1.618 0.7760
1.000 0.7751
0.618 0.7744
HIGH 0.7735
0.618 0.7728
0.500 0.7727
0.382 0.7725
LOW 0.7719
0.618 0.7709
1.000 0.7703
1.618 0.7693
2.618 0.7677
4.250 0.7651
Fisher Pivots for day following 20-Dec-2021
Pivot 1 day 3 day
R1 0.7727 0.7775
PP 0.7724 0.7756
S1 0.7721 0.7737

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

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