CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 20-Jan-2022
Day Change Summary
Previous Current
19-Jan-2022 20-Jan-2022 Change Change % Previous Week
Open 0.7984 0.7999 0.0015 0.2% 0.7900
High 0.8025 0.8022 -0.0003 0.0% 0.8021
Low 0.7982 0.7984 0.0002 0.0% 0.7870
Close 0.8001 0.8011 0.0011 0.1% 0.7955
Range 0.0043 0.0038 -0.0005 -11.8% 0.0152
ATR 0.0047 0.0046 -0.0001 -1.4% 0.0000
Volume 418 214 -204 -48.8% 528
Daily Pivots for day following 20-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.8118 0.8102 0.8032
R3 0.8081 0.8065 0.8021
R2 0.8043 0.8043 0.8018
R1 0.8027 0.8027 0.8014 0.8035
PP 0.8006 0.8006 0.8006 0.8010
S1 0.7990 0.7990 0.8008 0.7998
S2 0.7968 0.7968 0.8004
S3 0.7931 0.7952 0.8001
S4 0.7893 0.7915 0.7990
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% 0.0040 0.5% 82% False False 330
10 0.8025 0.7801 0.0224 2.8% 0.0045 0.6% 94% False False 313
20 0.8025 0.7738 0.0287 3.6% 0.0043 0.5% 95% False False 199
40 0.8025 0.7719 0.0306 3.8% 0.0043 0.5% 96% False False 278
60 0.8114 0.7719 0.0395 4.9% 0.0038 0.5% 74% False False 206
80 0.8114 0.7719 0.0395 4.9% 0.0036 0.4% 74% False False 165
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8181
2.618 0.8120
1.618 0.8082
1.000 0.8059
0.618 0.8045
HIGH 0.8022
0.618 0.8007
0.500 0.8003
0.382 0.7998
LOW 0.7984
0.618 0.7961
1.000 0.7947
1.618 0.7923
2.618 0.7886
4.250 0.7825
Fisher Pivots for day following 20-Jan-2022
Pivot 1 day 3 day
R1 0.8008 0.8004
PP 0.8006 0.7998
S1 0.8003 0.7991

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

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