CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 13-Jan-2022
Day Change Summary
Previous Current
12-Jan-2022 13-Jan-2022 Change Change % Previous Week
Open 0.7953 0.7995 0.0042 0.5% 0.7896
High 0.7994 0.8021 0.0027 0.3% 0.7911
Low 0.7953 0.7981 0.0028 0.4% 0.7801
Close 0.7994 0.8002 0.0008 0.1% 0.7910
Range 0.0042 0.0041 -0.0001 -2.4% 0.0110
ATR 0.0048 0.0047 -0.0001 -1.1% 0.0000
Volume 106 123 17 16.0% 1,453
Daily Pivots for day following 13-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.8123 0.8103 0.8024
R3 0.8082 0.8062 0.8013
R2 0.8042 0.8042 0.8009
R1 0.8022 0.8022 0.8005 0.8032
PP 0.8001 0.8001 0.8001 0.8006
S1 0.7981 0.7981 0.7998 0.7991
S2 0.7961 0.7961 0.7994
S3 0.7920 0.7941 0.7990
S4 0.7880 0.7900 0.7979
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 0.8021 0.7851 0.0171 2.1% 0.0045 0.6% 89% True False 268
10 0.8021 0.7801 0.0220 2.7% 0.0051 0.6% 91% True False 198
20 0.8021 0.7719 0.0303 3.8% 0.0043 0.5% 94% True False 141
40 0.8021 0.7719 0.0303 3.8% 0.0042 0.5% 94% True False 247
60 0.8114 0.7719 0.0395 4.9% 0.0037 0.5% 72% False False 182
80 0.8114 0.7719 0.0395 4.9% 0.0036 0.5% 72% False False 146
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 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8193
2.618 0.8127
1.618 0.8087
1.000 0.8062
0.618 0.8046
HIGH 0.8021
0.618 0.8006
0.500 0.8001
0.382 0.7996
LOW 0.7981
0.618 0.7955
1.000 0.7940
1.618 0.7915
2.618 0.7874
4.250 0.7808
Fisher Pivots for day following 13-Jan-2022
Pivot 1 day 3 day
R1 0.8001 0.7988
PP 0.8001 0.7974
S1 0.8001 0.7960

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

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