CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 18-Jan-2022
Day Change Summary
Previous Current
14-Jan-2022 18-Jan-2022 Change Change % Previous Week
Open 0.7987 0.7968 -0.0019 -0.2% 0.7900
High 0.7988 0.8001 0.0014 0.2% 0.8021
Low 0.7952 0.7958 0.0006 0.1% 0.7870
Close 0.7955 0.7990 0.0035 0.4% 0.7955
Range 0.0036 0.0044 0.0008 20.8% 0.0152
ATR 0.0047 0.0047 0.0000 -0.1% 0.0000
Volume 167 729 562 336.5% 528
Daily Pivots for day following 18-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.8113 0.8095 0.8013
R3 0.8070 0.8051 0.8001
R2 0.8026 0.8026 0.7997
R1 0.8008 0.8008 0.7993 0.8017
PP 0.7983 0.7983 0.7983 0.7987
S1 0.7964 0.7964 0.7986 0.7974
S2 0.7939 0.7939 0.7982
S3 0.7896 0.7921 0.7978
S4 0.7852 0.7877 0.7966
Weekly Pivots for week ending 14-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.8403 0.8330 0.8038
R3 0.8251 0.8179 0.7996
R2 0.8100 0.8100 0.7982
R1 0.8027 0.8027 0.7968 0.8064
PP 0.7948 0.7948 0.7948 0.7967
S1 0.7876 0.7876 0.7941 0.7912
S2 0.7797 0.7797 0.7927
S3 0.7645 0.7724 0.7913
S4 0.7494 0.7573 0.7871
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8021 0.7898 0.0123 1.5% 0.0043 0.5% 74% False False 244
10 0.8021 0.7801 0.0220 2.8% 0.0044 0.6% 86% False False 264
20 0.8021 0.7719 0.0303 3.8% 0.0040 0.5% 90% False False 175
40 0.8021 0.7719 0.0303 3.8% 0.0043 0.5% 90% False False 266
60 0.8114 0.7719 0.0395 4.9% 0.0037 0.5% 69% False False 196
80 0.8114 0.7719 0.0395 4.9% 0.0035 0.4% 69% False False 157
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0005
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8186
2.618 0.8115
1.618 0.8071
1.000 0.8045
0.618 0.8028
HIGH 0.8001
0.618 0.7984
0.500 0.7979
0.382 0.7974
LOW 0.7958
0.618 0.7931
1.000 0.7914
1.618 0.7887
2.618 0.7844
4.250 0.7773
Fisher Pivots for day following 18-Jan-2022
Pivot 1 day 3 day
R1 0.7986 0.7988
PP 0.7983 0.7987
S1 0.7979 0.7986

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

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