CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 24-Jan-2022
Day Change Summary
Previous Current
21-Jan-2022 24-Jan-2022 Change Change % Previous Week
Open 0.7987 0.7939 -0.0048 -0.6% 0.7968
High 0.7992 0.7952 -0.0040 -0.5% 0.8025
Low 0.7938 0.7866 -0.0072 -0.9% 0.7938
Close 0.7946 0.7900 -0.0046 -0.6% 0.7946
Range 0.0054 0.0086 0.0032 59.3% 0.0087
ATR 0.0048 0.0051 0.0003 5.6% 0.0000
Volume 237 322 85 35.9% 1,598
Daily Pivots for day following 24-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.8164 0.8118 0.7947
R3 0.8078 0.8032 0.7924
R2 0.7992 0.7992 0.7916
R1 0.7946 0.7946 0.7908 0.7926
PP 0.7906 0.7906 0.7906 0.7896
S1 0.7860 0.7860 0.7892 0.7840
S2 0.7820 0.7820 0.7884
S3 0.7734 0.7774 0.7876
S4 0.7648 0.7688 0.7853
Weekly Pivots for week ending 21-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.8230 0.8175 0.7994
R3 0.8143 0.8088 0.7970
R2 0.8056 0.8056 0.7962
R1 0.8001 0.8001 0.7954 0.7985
PP 0.7969 0.7969 0.7969 0.7961
S1 0.7914 0.7914 0.7938 0.7898
S2 0.7882 0.7882 0.7930
S3 0.7795 0.7827 0.7922
S4 0.7708 0.7740 0.7898
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8025 0.7866 0.0159 2.0% 0.0053 0.7% 21% False True 384
10 0.8025 0.7866 0.0159 2.0% 0.0047 0.6% 21% False True 244
20 0.8025 0.7779 0.0246 3.1% 0.0046 0.6% 49% False False 216
40 0.8025 0.7719 0.0306 3.9% 0.0045 0.6% 59% False False 289
60 0.8096 0.7719 0.0377 4.8% 0.0039 0.5% 48% False False 213
80 0.8114 0.7719 0.0395 5.0% 0.0036 0.5% 46% False False 172
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 39 trading days
Fibonacci Retracements and Extensions
4.250 0.8318
2.618 0.8177
1.618 0.8091
1.000 0.8038
0.618 0.8005
HIGH 0.7952
0.618 0.7919
0.500 0.7909
0.382 0.7899
LOW 0.7866
0.618 0.7813
1.000 0.7780
1.618 0.7727
2.618 0.7641
4.250 0.7501
Fisher Pivots for day following 24-Jan-2022
Pivot 1 day 3 day
R1 0.7909 0.7944
PP 0.7906 0.7929
S1 0.7903 0.7915

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

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