CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 28-Dec-2021
Day Change Summary
Previous Current
27-Dec-2021 28-Dec-2021 Change Change % Previous Week
Open 0.7785 0.7808 0.0023 0.3% 0.7735
High 0.7815 0.7809 -0.0007 -0.1% 0.7810
Low 0.7779 0.7792 0.0013 0.2% 0.7719
Close 0.7810 0.7798 -0.0012 -0.1% 0.7805
Range 0.0037 0.0017 -0.0020 -53.4% 0.0091
ATR 0.0044 0.0042 -0.0002 -4.2% 0.0000
Volume 120 44 -76 -63.3% 373
Daily Pivots for day following 28-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.7850 0.7841 0.7807
R3 0.7833 0.7824 0.7803
R2 0.7816 0.7816 0.7801
R1 0.7807 0.7807 0.7800 0.7803
PP 0.7799 0.7799 0.7799 0.7797
S1 0.7790 0.7790 0.7796 0.7786
S2 0.7782 0.7782 0.7795
S3 0.7765 0.7773 0.7793
S4 0.7748 0.7756 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 0.7725 0.0091 1.2% 0.0030 0.4% 81% False False 85
10 0.7831 0.7719 0.0112 1.4% 0.0038 0.5% 71% False False 112
20 0.7922 0.7719 0.0204 2.6% 0.0040 0.5% 39% False False 359
40 0.8084 0.7719 0.0365 4.7% 0.0036 0.5% 22% False False 215
60 0.8114 0.7719 0.0395 5.1% 0.0031 0.4% 20% False False 159
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7881
2.618 0.7853
1.618 0.7836
1.000 0.7826
0.618 0.7819
HIGH 0.7809
0.618 0.7802
0.500 0.7800
0.382 0.7798
LOW 0.7792
0.618 0.7781
1.000 0.7775
1.618 0.7764
2.618 0.7747
4.250 0.7719
Fisher Pivots for day following 28-Dec-2021
Pivot 1 day 3 day
R1 0.7800 0.7797
PP 0.7799 0.7797
S1 0.7799 0.7796

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

View Archives - Comment on this page... - Back to Index of Symbols