CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 29-Dec-2021
Day Change Summary
Previous Current
28-Dec-2021 29-Dec-2021 Change Change % Previous Week
Open 0.7808 0.7801 -0.0007 -0.1% 0.7735
High 0.7809 0.7812 0.0004 0.0% 0.7810
Low 0.7792 0.7800 0.0009 0.1% 0.7719
Close 0.7798 0.7811 0.0013 0.2% 0.7805
Range 0.0017 0.0012 -0.0005 -29.4% 0.0091
ATR 0.0042 0.0040 -0.0002 -4.8% 0.0000
Volume 44 14 -30 -68.2% 373
Daily Pivots for day following 29-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.7844 0.7839 0.7818
R3 0.7832 0.7827 0.7814
R2 0.7820 0.7820 0.7813
R1 0.7815 0.7815 0.7812 0.7818
PP 0.7808 0.7808 0.7808 0.7809
S1 0.7803 0.7803 0.7810 0.7806
S2 0.7796 0.7796 0.7809
S3 0.7784 0.7791 0.7808
S4 0.7772 0.7779 0.7804
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 0.7738 0.0077 1.0% 0.0029 0.4% 95% False False 78
10 0.7831 0.7719 0.0112 1.4% 0.0036 0.5% 83% False False 107
20 0.7922 0.7719 0.0204 2.6% 0.0039 0.5% 45% False False 353
40 0.8070 0.7719 0.0352 4.5% 0.0036 0.5% 26% False False 215
60 0.8114 0.7719 0.0395 5.1% 0.0031 0.4% 23% False False 159
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 0.7863
2.618 0.7843
1.618 0.7831
1.000 0.7824
0.618 0.7819
HIGH 0.7812
0.618 0.7807
0.500 0.7806
0.382 0.7805
LOW 0.7800
0.618 0.7793
1.000 0.7788
1.618 0.7781
2.618 0.7769
4.250 0.7749
Fisher Pivots for day following 29-Dec-2021
Pivot 1 day 3 day
R1 0.7809 0.7806
PP 0.7808 0.7802
S1 0.7806 0.7797

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

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