CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 22-Dec-2021
Day Change Summary
Previous Current
21-Dec-2021 22-Dec-2021 Change Change % Previous Week
Open 0.7733 0.7740 0.0007 0.1% 0.7838
High 0.7742 0.7783 0.0042 0.5% 0.7839
Low 0.7725 0.7738 0.0014 0.2% 0.7730
Close 0.7732 0.7782 0.0050 0.6% 0.7761
Range 0.0017 0.0045 0.0028 164.7% 0.0109
ATR 0.0045 0.0045 0.0000 1.0% 0.0000
Volume 47 103 56 119.1% 976
Daily Pivots for day following 22-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.7903 0.7887 0.7807
R3 0.7858 0.7842 0.7794
R2 0.7813 0.7813 0.7790
R1 0.7797 0.7797 0.7786 0.7805
PP 0.7768 0.7768 0.7768 0.7772
S1 0.7752 0.7752 0.7778 0.7760
S2 0.7723 0.7723 0.7774
S3 0.7678 0.7707 0.7770
S4 0.7633 0.7662 0.7757
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% 0.0042 0.5% 57% False False 93
10 0.7899 0.7719 0.0180 2.3% 0.0041 0.5% 35% False False 244
20 0.7922 0.7719 0.0204 2.6% 0.0043 0.6% 31% False False 359
40 0.8114 0.7719 0.0395 5.1% 0.0036 0.5% 16% False False 211
60 0.8114 0.7719 0.0395 5.1% 0.0033 0.4% 16% False False 156
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7974
2.618 0.7901
1.618 0.7856
1.000 0.7828
0.618 0.7811
HIGH 0.7783
0.618 0.7766
0.500 0.7761
0.382 0.7755
LOW 0.7738
0.618 0.7710
1.000 0.7693
1.618 0.7665
2.618 0.7620
4.250 0.7547
Fisher Pivots for day following 22-Dec-2021
Pivot 1 day 3 day
R1 0.7775 0.7772
PP 0.7768 0.7761
S1 0.7761 0.7751

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

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