CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 25-Jan-2022
Day Change Summary
Previous Current
24-Jan-2022 25-Jan-2022 Change Change % Previous Week
Open 0.7939 0.7896 -0.0043 -0.5% 0.7968
High 0.7952 0.7930 -0.0022 -0.3% 0.8025
Low 0.7866 0.7888 0.0022 0.3% 0.7938
Close 0.7900 0.7930 0.0030 0.4% 0.7946
Range 0.0086 0.0042 -0.0044 -51.2% 0.0087
ATR 0.0051 0.0050 -0.0001 -1.3% 0.0000
Volume 322 267 -55 -17.1% 1,598
Daily Pivots for day following 25-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.8042 0.8028 0.7953
R3 0.8000 0.7986 0.7942
R2 0.7958 0.7958 0.7938
R1 0.7944 0.7944 0.7934 0.7951
PP 0.7916 0.7916 0.7916 0.7920
S1 0.7902 0.7902 0.7926 0.7909
S2 0.7874 0.7874 0.7922
S3 0.7832 0.7860 0.7918
S4 0.7790 0.7818 0.7907
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% 0.0052 0.7% 40% False False 291
10 0.8025 0.7866 0.0159 2.0% 0.0048 0.6% 40% False False 268
20 0.8025 0.7792 0.0233 2.9% 0.0046 0.6% 59% False False 223
40 0.8025 0.7719 0.0306 3.9% 0.0043 0.5% 69% False False 294
60 0.8084 0.7719 0.0365 4.6% 0.0040 0.5% 58% False False 217
80 0.8114 0.7719 0.0395 5.0% 0.0035 0.4% 54% False False 175
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 0.8109
2.618 0.8040
1.618 0.7998
1.000 0.7972
0.618 0.7956
HIGH 0.7930
0.618 0.7914
0.500 0.7909
0.382 0.7904
LOW 0.7888
0.618 0.7862
1.000 0.7846
1.618 0.7820
2.618 0.7778
4.250 0.7710
Fisher Pivots for day following 25-Jan-2022
Pivot 1 day 3 day
R1 0.7923 0.7930
PP 0.7916 0.7929
S1 0.7909 0.7929

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

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