CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 27-Jan-2022
Day Change Summary
Previous Current
26-Jan-2022 27-Jan-2022 Change Change % Previous Week
Open 0.7936 0.7883 -0.0054 -0.7% 0.7968
High 0.7955 0.7896 -0.0059 -0.7% 0.8025
Low 0.7870 0.7844 -0.0027 -0.3% 0.7938
Close 0.7897 0.7844 -0.0054 -0.7% 0.7946
Range 0.0085 0.0053 -0.0033 -38.2% 0.0087
ATR 0.0053 0.0053 0.0000 0.1% 0.0000
Volume 824 328 -496 -60.2% 1,598
Daily Pivots for day following 27-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.8019 0.7984 0.7872
R3 0.7966 0.7931 0.7858
R2 0.7914 0.7914 0.7853
R1 0.7879 0.7879 0.7848 0.7870
PP 0.7861 0.7861 0.7861 0.7857
S1 0.7826 0.7826 0.7839 0.7817
S2 0.7809 0.7809 0.7834
S3 0.7756 0.7774 0.7829
S4 0.7704 0.7721 0.7815
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 0.7992 0.7844 0.0148 1.9% 0.0064 0.8% 0% False True 395
10 0.8025 0.7844 0.0181 2.3% 0.0052 0.7% 0% False True 362
20 0.8025 0.7801 0.0224 2.8% 0.0051 0.7% 19% False False 278
40 0.8025 0.7719 0.0306 3.9% 0.0045 0.6% 41% False False 315
60 0.8070 0.7719 0.0352 4.5% 0.0041 0.5% 36% False False 236
80 0.8114 0.7719 0.0395 5.0% 0.0036 0.5% 32% False False 189
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8119
2.618 0.8033
1.618 0.7981
1.000 0.7949
0.618 0.7928
HIGH 0.7896
0.618 0.7876
0.500 0.7870
0.382 0.7864
LOW 0.7844
0.618 0.7811
1.000 0.7791
1.618 0.7759
2.618 0.7706
4.250 0.7620
Fisher Pivots for day following 27-Jan-2022
Pivot 1 day 3 day
R1 0.7870 0.7899
PP 0.7861 0.7881
S1 0.7852 0.7862

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

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