CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 31-Jan-2022
Day Change Summary
Previous Current
28-Jan-2022 31-Jan-2022 Change Change % Previous Week
Open 0.7853 0.7824 -0.0029 -0.4% 0.7939
High 0.7863 0.7874 0.0012 0.1% 0.7955
Low 0.7812 0.7824 0.0012 0.2% 0.7812
Close 0.7818 0.7873 0.0055 0.7% 0.7818
Range 0.0051 0.0050 -0.0001 -1.0% 0.0143
ATR 0.0053 0.0053 0.0000 0.5% 0.0000
Volume 507 186 -321 -63.3% 2,248
Daily Pivots for day following 31-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.8007 0.7990 0.7900
R3 0.7957 0.7940 0.7886
R2 0.7907 0.7907 0.7882
R1 0.7890 0.7890 0.7877 0.7898
PP 0.7857 0.7857 0.7857 0.7861
S1 0.7840 0.7840 0.7868 0.7848
S2 0.7807 0.7807 0.7863
S3 0.7757 0.7790 0.7859
S4 0.7707 0.7740 0.7845
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% 0.0056 0.7% 42% False False 422
10 0.8025 0.7812 0.0213 2.7% 0.0054 0.7% 28% False False 403
20 0.8025 0.7801 0.0224 2.8% 0.0051 0.6% 32% False False 300
40 0.8025 0.7719 0.0306 3.9% 0.0046 0.6% 50% False False 306
60 0.8055 0.7719 0.0337 4.3% 0.0042 0.5% 46% False False 246
80 0.8114 0.7719 0.0395 5.0% 0.0037 0.5% 39% False False 197
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8087
2.618 0.8005
1.618 0.7955
1.000 0.7924
0.618 0.7905
HIGH 0.7874
0.618 0.7855
0.500 0.7849
0.382 0.7843
LOW 0.7824
0.618 0.7793
1.000 0.7774
1.618 0.7743
2.618 0.7693
4.250 0.7612
Fisher Pivots for day following 31-Jan-2022
Pivot 1 day 3 day
R1 0.7865 0.7866
PP 0.7857 0.7860
S1 0.7849 0.7854

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

View Archives - Comment on this page... - Back to Index of Symbols