CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 28-Jan-2022
Day Change Summary
Previous Current
27-Jan-2022 28-Jan-2022 Change Change % Previous Week
Open 0.7883 0.7853 -0.0030 -0.4% 0.7939
High 0.7896 0.7863 -0.0034 -0.4% 0.7955
Low 0.7844 0.7812 -0.0032 -0.4% 0.7812
Close 0.7844 0.7818 -0.0026 -0.3% 0.7818
Range 0.0053 0.0051 -0.0002 -3.8% 0.0143
ATR 0.0053 0.0053 0.0000 -0.3% 0.0000
Volume 328 507 179 54.6% 2,248
Daily Pivots for day following 28-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.7982 0.7950 0.7845
R3 0.7932 0.7900 0.7831
R2 0.7881 0.7881 0.7827
R1 0.7849 0.7849 0.7822 0.7840
PP 0.7831 0.7831 0.7831 0.7826
S1 0.7799 0.7799 0.7813 0.7790
S2 0.7780 0.7780 0.7808
S3 0.7730 0.7748 0.7804
S4 0.7679 0.7698 0.7790
Weekly Pivots for week ending 28-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.8291 0.8197 0.7896
R3 0.8148 0.8054 0.7857
R2 0.8005 0.8005 0.7844
R1 0.7911 0.7911 0.7831 0.7886
PP 0.7862 0.7862 0.7862 0.7849
S1 0.7768 0.7768 0.7804 0.7743
S2 0.7719 0.7719 0.7791
S3 0.7576 0.7625 0.7778
S4 0.7433 0.7482 0.7739
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7955 0.7812 0.0143 1.8% 0.0063 0.8% 4% False True 449
10 0.8025 0.7812 0.0213 2.7% 0.0053 0.7% 3% False True 401
20 0.8025 0.7801 0.0224 2.9% 0.0052 0.7% 7% False False 299
40 0.8025 0.7719 0.0306 3.9% 0.0045 0.6% 32% False False 322
60 0.8057 0.7719 0.0339 4.3% 0.0042 0.5% 29% False False 243
80 0.8114 0.7719 0.0395 5.1% 0.0037 0.5% 25% False False 195
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8077
2.618 0.7995
1.618 0.7944
1.000 0.7913
0.618 0.7894
HIGH 0.7863
0.618 0.7843
0.500 0.7837
0.382 0.7831
LOW 0.7812
0.618 0.7781
1.000 0.7762
1.618 0.7730
2.618 0.7680
4.250 0.7597
Fisher Pivots for day following 28-Jan-2022
Pivot 1 day 3 day
R1 0.7837 0.7884
PP 0.7831 0.7862
S1 0.7824 0.7840

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

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