CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 11-Jan-2022
Day Change Summary
Previous Current
10-Jan-2022 11-Jan-2022 Change Change % Previous Week
Open 0.7900 0.7898 -0.0002 0.0% 0.7896
High 0.7900 0.7952 0.0052 0.7% 0.7911
Low 0.7870 0.7898 0.0029 0.4% 0.7801
Close 0.7882 0.7943 0.0061 0.8% 0.7910
Range 0.0031 0.0054 0.0023 75.4% 0.0110
ATR 0.0046 0.0047 0.0002 3.8% 0.0000
Volume 34 98 64 188.2% 1,453
Daily Pivots for day following 11-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.8091 0.8070 0.7972
R3 0.8038 0.8017 0.7957
R2 0.7984 0.7984 0.7952
R1 0.7963 0.7963 0.7947 0.7974
PP 0.7931 0.7931 0.7931 0.7936
S1 0.7910 0.7910 0.7938 0.7920
S2 0.7877 0.7877 0.7933
S3 0.7824 0.7856 0.7928
S4 0.7770 0.7803 0.7913
Weekly Pivots for week ending 07-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.8204 0.8167 0.7970
R3 0.8094 0.8057 0.7940
R2 0.7984 0.7984 0.7930
R1 0.7947 0.7947 0.7920 0.7965
PP 0.7874 0.7874 0.7874 0.7883
S1 0.7837 0.7837 0.7899 0.7855
S2 0.7764 0.7764 0.7889
S3 0.7654 0.7727 0.7879
S4 0.7544 0.7617 0.7849
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7952 0.7801 0.0151 1.9% 0.0046 0.6% 94% True False 278
10 0.7952 0.7800 0.0152 1.9% 0.0048 0.6% 94% True False 184
20 0.7952 0.7719 0.0233 2.9% 0.0043 0.5% 96% True False 148
40 0.7991 0.7719 0.0272 3.4% 0.0042 0.5% 82% False False 249
60 0.8114 0.7719 0.0395 5.0% 0.0036 0.5% 57% False False 179
80 0.8114 0.7719 0.0395 5.0% 0.0037 0.5% 57% False False 144
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8179
2.618 0.8092
1.618 0.8038
1.000 0.8005
0.618 0.7985
HIGH 0.7952
0.618 0.7931
0.500 0.7925
0.382 0.7918
LOW 0.7898
0.618 0.7865
1.000 0.7845
1.618 0.7811
2.618 0.7758
4.250 0.7671
Fisher Pivots for day following 11-Jan-2022
Pivot 1 day 3 day
R1 0.7937 0.7929
PP 0.7931 0.7915
S1 0.7925 0.7901

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

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