CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 23-Dec-2021
Day Change Summary
Previous Current
22-Dec-2021 23-Dec-2021 Change Change % Previous Week
Open 0.7740 0.7789 0.0049 0.6% 0.7838
High 0.7783 0.7810 0.0027 0.3% 0.7839
Low 0.7738 0.7777 0.0039 0.5% 0.7730
Close 0.7782 0.7805 0.0023 0.3% 0.7761
Range 0.0045 0.0033 -0.0012 -26.7% 0.0109
ATR 0.0045 0.0044 -0.0001 -1.9% 0.0000
Volume 103 113 10 9.7% 976
Daily Pivots for day following 23-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.7896 0.7883 0.7823
R3 0.7863 0.7850 0.7814
R2 0.7830 0.7830 0.7811
R1 0.7817 0.7817 0.7808 0.7824
PP 0.7797 0.7797 0.7797 0.7800
S1 0.7784 0.7784 0.7801 0.7791
S2 0.7764 0.7764 0.7798
S3 0.7731 0.7751 0.7795
S4 0.7698 0.7718 0.7786
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 0.7823 0.7719 0.0105 1.3% 0.0037 0.5% 82% False False 103
10 0.7882 0.7719 0.0164 2.1% 0.0040 0.5% 53% False False 172
20 0.7922 0.7719 0.0204 2.6% 0.0044 0.6% 42% False False 362
40 0.8096 0.7719 0.0377 4.8% 0.0036 0.5% 23% False False 212
60 0.8114 0.7719 0.0395 5.1% 0.0033 0.4% 22% False False 157
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 0.7950
2.618 0.7896
1.618 0.7863
1.000 0.7843
0.618 0.7830
HIGH 0.7810
0.618 0.7797
0.500 0.7793
0.382 0.7789
LOW 0.7777
0.618 0.7756
1.000 0.7744
1.618 0.7723
2.618 0.7690
4.250 0.7636
Fisher Pivots for day following 23-Dec-2021
Pivot 1 day 3 day
R1 0.7801 0.7792
PP 0.7797 0.7780
S1 0.7793 0.7767

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

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