CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 27-Dec-2021
Day Change Summary
Previous Current
23-Dec-2021 27-Dec-2021 Change Change % Previous Week
Open 0.7789 0.7785 -0.0004 -0.1% 0.7735
High 0.7810 0.7815 0.0006 0.1% 0.7810
Low 0.7777 0.7779 0.0002 0.0% 0.7719
Close 0.7805 0.7810 0.0005 0.1% 0.7805
Range 0.0033 0.0037 0.0004 10.6% 0.0091
ATR 0.0044 0.0044 -0.0001 -1.3% 0.0000
Volume 113 120 7 6.2% 373
Daily Pivots for day following 27-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.7911 0.7897 0.7830
R3 0.7874 0.7860 0.7820
R2 0.7838 0.7838 0.7816
R1 0.7824 0.7824 0.7813 0.7831
PP 0.7801 0.7801 0.7801 0.7805
S1 0.7787 0.7787 0.7806 0.7794
S2 0.7765 0.7765 0.7803
S3 0.7728 0.7751 0.7799
S4 0.7692 0.7714 0.7789
Weekly Pivots for week ending 24-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.8051 0.8019 0.7855
R3 0.7960 0.7928 0.7830
R2 0.7869 0.7869 0.7821
R1 0.7837 0.7837 0.7813 0.7853
PP 0.7778 0.7778 0.7778 0.7786
S1 0.7746 0.7746 0.7796 0.7762
S2 0.7687 0.7687 0.7788
S3 0.7596 0.7655 0.7779
S4 0.7505 0.7564 0.7754
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7815 0.7719 0.0097 1.2% 0.0030 0.4% 94% True False 98
10 0.7839 0.7719 0.0121 1.5% 0.0041 0.5% 76% False False 146
20 0.7922 0.7719 0.0204 2.6% 0.0041 0.5% 45% False False 365
40 0.8084 0.7719 0.0365 4.7% 0.0036 0.5% 25% False False 214
60 0.8114 0.7719 0.0395 5.1% 0.0032 0.4% 23% False False 159
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 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7970
2.618 0.7911
1.618 0.7874
1.000 0.7852
0.618 0.7838
HIGH 0.7815
0.618 0.7801
0.500 0.7797
0.382 0.7792
LOW 0.7779
0.618 0.7756
1.000 0.7742
1.618 0.7719
2.618 0.7683
4.250 0.7623
Fisher Pivots for day following 27-Dec-2021
Pivot 1 day 3 day
R1 0.7805 0.7799
PP 0.7801 0.7788
S1 0.7797 0.7777

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

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