CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 21-Dec-2021
Day Change Summary
Previous Current
20-Dec-2021 21-Dec-2021 Change Change % Previous Week
Open 0.7735 0.7733 -0.0002 0.0% 0.7838
High 0.7735 0.7742 0.0007 0.1% 0.7839
Low 0.7719 0.7725 0.0006 0.1% 0.7730
Close 0.7719 0.7732 0.0014 0.2% 0.7761
Range 0.0016 0.0017 0.0001 6.3% 0.0109
ATR 0.0046 0.0045 -0.0002 -3.6% 0.0000
Volume 110 47 -63 -57.3% 976
Daily Pivots for day following 21-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.7784 0.7775 0.7741
R3 0.7767 0.7758 0.7737
R2 0.7750 0.7750 0.7735
R1 0.7741 0.7741 0.7734 0.7737
PP 0.7733 0.7733 0.7733 0.7731
S1 0.7724 0.7724 0.7730 0.7720
S2 0.7716 0.7716 0.7729
S3 0.7699 0.7707 0.7727
S4 0.7682 0.7690 0.7723
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 1.4% 0.0044 0.6% 12% False False 136
10 0.7922 0.7719 0.0204 2.6% 0.0039 0.5% 7% False False 404
20 0.7922 0.7719 0.0204 2.6% 0.0043 0.6% 7% False False 357
40 0.8114 0.7719 0.0395 5.1% 0.0036 0.5% 3% False False 209
60 0.8114 0.7719 0.0395 5.1% 0.0033 0.4% 3% False False 154
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7814
2.618 0.7786
1.618 0.7769
1.000 0.7759
0.618 0.7752
HIGH 0.7742
0.618 0.7735
0.500 0.7733
0.382 0.7731
LOW 0.7725
0.618 0.7714
1.000 0.7708
1.618 0.7697
2.618 0.7680
4.250 0.7652
Fisher Pivots for day following 21-Dec-2021
Pivot 1 day 3 day
R1 0.7733 0.7771
PP 0.7733 0.7758
S1 0.7732 0.7745

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

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