CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 17-May-2022
Day Change Summary
Previous Current
16-May-2022 17-May-2022 Change Change % Previous Week
Open 0.7739 0.7782 0.0043 0.6% 0.7747
High 0.7789 0.7808 0.0019 0.2% 0.7749
Low 0.7701 0.7776 0.0075 1.0% 0.7646
Close 0.7787 0.7794 0.0007 0.1% 0.7732
Range 0.0088 0.0032 -0.0056 -63.6% 0.0104
ATR 0.0068 0.0065 -0.0003 -3.8% 0.0000
Volume 71,098 65,756 -5,342 -7.5% 457,554
Daily Pivots for day following 17-May-2022
Classic Woodie Camarilla DeMark
R4 0.7888 0.7873 0.7812
R3 0.7856 0.7841 0.7803
R2 0.7824 0.7824 0.7800
R1 0.7809 0.7809 0.7797 0.7817
PP 0.7792 0.7792 0.7792 0.7796
S1 0.7777 0.7777 0.7791 0.7785
S2 0.7760 0.7760 0.7788
S3 0.7728 0.7745 0.7785
S4 0.7696 0.7713 0.7776
Weekly Pivots for week ending 13-May-2022
Classic Woodie Camarilla DeMark
R4 0.8019 0.7979 0.7789
R3 0.7916 0.7876 0.7760
R2 0.7812 0.7812 0.7751
R1 0.7772 0.7772 0.7741 0.7741
PP 0.7709 0.7709 0.7709 0.7693
S1 0.7669 0.7669 0.7723 0.7637
S2 0.7605 0.7605 0.7713
S3 0.7502 0.7565 0.7704
S4 0.7398 0.7462 0.7675
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7808 0.7646 0.0162 2.1% 0.0067 0.9% 92% True False 81,107
10 0.7865 0.7646 0.0219 2.8% 0.0069 0.9% 68% False False 86,894
20 0.8024 0.7646 0.0379 4.9% 0.0069 0.9% 39% False False 87,182
40 0.8061 0.7646 0.0415 5.3% 0.0059 0.8% 36% False False 77,598
60 0.8061 0.7646 0.0415 5.3% 0.0060 0.8% 36% False False 63,318
80 0.8061 0.7646 0.0415 5.3% 0.0057 0.7% 36% False False 47,612
100 0.8061 0.7646 0.0415 5.3% 0.0054 0.7% 36% False False 38,131
120 0.8061 0.7646 0.0415 5.3% 0.0052 0.7% 36% False False 31,836
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0012
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 0.7944
2.618 0.7891
1.618 0.7859
1.000 0.7840
0.618 0.7827
HIGH 0.7808
0.618 0.7795
0.500 0.7792
0.382 0.7788
LOW 0.7776
0.618 0.7756
1.000 0.7744
1.618 0.7724
2.618 0.7692
4.250 0.7640
Fisher Pivots for day following 17-May-2022
Pivot 1 day 3 day
R1 0.7793 0.7774
PP 0.7792 0.7755
S1 0.7792 0.7735

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

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