CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 19-Jan-2022
Day Change Summary
Previous Current
18-Jan-2022 19-Jan-2022 Change Change % Previous Week
Open 0.7968 0.7984 0.0016 0.2% 0.7900
High 0.8001 0.8025 0.0024 0.3% 0.8021
Low 0.7958 0.7982 0.0025 0.3% 0.7870
Close 0.7990 0.8001 0.0011 0.1% 0.7955
Range 0.0044 0.0043 -0.0001 -2.3% 0.0152
ATR 0.0047 0.0047 0.0000 -0.7% 0.0000
Volume 729 418 -311 -42.7% 528
Daily Pivots for day following 19-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.8130 0.8108 0.8024
R3 0.8087 0.8065 0.8012
R2 0.8045 0.8045 0.8008
R1 0.8023 0.8023 0.8004 0.8034
PP 0.8002 0.8002 0.8002 0.8008
S1 0.7980 0.7980 0.7997 0.7991
S2 0.7960 0.7960 0.7993
S3 0.7917 0.7938 0.7989
S4 0.7875 0.7895 0.7977
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 0.8025 0.7952 0.0073 0.9% 0.0041 0.5% 67% True False 308
10 0.8025 0.7801 0.0224 2.8% 0.0044 0.5% 89% True False 293
20 0.8025 0.7725 0.0300 3.7% 0.0041 0.5% 92% True False 190
40 0.8025 0.7719 0.0306 3.8% 0.0043 0.5% 92% True False 274
60 0.8114 0.7719 0.0395 4.9% 0.0038 0.5% 71% False False 203
80 0.8114 0.7719 0.0395 4.9% 0.0035 0.4% 71% False False 163
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8205
2.618 0.8136
1.618 0.8093
1.000 0.8067
0.618 0.8051
HIGH 0.8025
0.618 0.8008
0.500 0.8003
0.382 0.7998
LOW 0.7982
0.618 0.7956
1.000 0.7940
1.618 0.7913
2.618 0.7871
4.250 0.7801
Fisher Pivots for day following 19-Jan-2022
Pivot 1 day 3 day
R1 0.8003 0.7996
PP 0.8002 0.7992
S1 0.8001 0.7988

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

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