CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 15-Jun-2022
Day Change Summary
Previous Current
14-Jun-2022 15-Jun-2022 Change Change % Previous Week
Open 0.7751 0.7731 -0.0021 -0.3% 0.7953
High 0.7751 0.7763 0.0012 0.2% 0.7975
Low 0.7710 0.7700 -0.0010 -0.1% 0.7800
Close 0.7715 0.7728 0.0013 0.2% 0.7831
Range 0.0041 0.0063 0.0022 53.7% 0.0176
ATR 0.0051 0.0052 0.0001 1.7% 0.0000
Volume 158 130 -28 -17.7% 1,384
Daily Pivots for day following 15-Jun-2022
Classic Woodie Camarilla DeMark
R4 0.7919 0.7887 0.7763
R3 0.7856 0.7824 0.7745
R2 0.7793 0.7793 0.7740
R1 0.7761 0.7761 0.7734 0.7746
PP 0.7730 0.7730 0.7730 0.7723
S1 0.7698 0.7698 0.7722 0.7683
S2 0.7667 0.7667 0.7716
S3 0.7604 0.7635 0.7711
S4 0.7541 0.7572 0.7693
Weekly Pivots for week ending 10-Jun-2022
Classic Woodie Camarilla DeMark
R4 0.8395 0.8289 0.7928
R3 0.8220 0.8113 0.7879
R2 0.8044 0.8044 0.7863
R1 0.7938 0.7938 0.7847 0.7903
PP 0.7869 0.7869 0.7869 0.7851
S1 0.7762 0.7762 0.7815 0.7728
S2 0.7693 0.7693 0.7799
S3 0.7518 0.7587 0.7783
S4 0.7342 0.7411 0.7734
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7954 0.7700 0.0254 3.3% 0.0061 0.8% 11% False True 436
10 0.7975 0.7700 0.0275 3.6% 0.0048 0.6% 10% False True 438
20 0.7975 0.7700 0.0275 3.6% 0.0041 0.5% 10% False True 353
40 0.8007 0.7644 0.0364 4.7% 0.0045 0.6% 23% False False 248
60 0.8053 0.7644 0.0410 5.3% 0.0041 0.5% 21% False False 180
80 0.8053 0.7644 0.0410 5.3% 0.0043 0.6% 21% False False 177
100 0.8053 0.7644 0.0410 5.3% 0.0042 0.5% 21% False False 156
120 0.8053 0.7644 0.0410 5.3% 0.0040 0.5% 21% False False 134
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8031
2.618 0.7928
1.618 0.7865
1.000 0.7826
0.618 0.7802
HIGH 0.7763
0.618 0.7739
0.500 0.7732
0.382 0.7724
LOW 0.7700
0.618 0.7661
1.000 0.7637
1.618 0.7598
2.618 0.7535
4.250 0.7432
Fisher Pivots for day following 15-Jun-2022
Pivot 1 day 3 day
R1 0.7732 0.7746
PP 0.7730 0.7740
S1 0.7729 0.7734

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

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