CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 21-Jun-2022

Day Change Summary
	Previous	Current
	17-Jun-2022	21-Jun-2022	Change	Change %	Previous Week
Open	0.7725	0.7689	-0.0036	-0.5%	0.7768
High	0.7731	0.7748	0.0017	0.2%	0.7792
Low	0.7650	0.7685	0.0035	0.5%	0.7650
Close	0.7681	0.7741	0.0060	0.8%	0.7681
Range	0.0081	0.0063	-0.0018	-22.2%	0.0142
ATR	0.0054	0.0055	0.0001	1.7%	0.0000
Volume	266	388	122	45.9%	1,758

Daily Pivots for day following 21-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7914	0.7890	0.7775
R3	0.7851	0.7827	0.7758
R2	0.7788	0.7788	0.7752
R1	0.7764	0.7764	0.7746	0.7776
PP	0.7725	0.7725	0.7725	0.7730
S1	0.7701	0.7701	0.7735	0.7713
S2	0.7662	0.7662	0.7729
S3	0.7599	0.7638	0.7723
S4	0.7536	0.7575	0.7706

Weekly Pivots for week ending 17-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8134	0.8049	0.7759
R3	0.7992	0.7907	0.7720
R2	0.7850	0.7850	0.7707
R1	0.7765	0.7765	0.7694	0.7736
PP	0.7708	0.7708	0.7708	0.7693
S1	0.7623	0.7623	0.7667	0.7594
S2	0.7566	0.7566	0.7654
S3	0.7424	0.7481	0.7641
S4	0.7282	0.7339	0.7602

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7768	0.7650	0.0118	1.5%	0.0060	0.8%	77%	False	False	209
10	0.7975	0.7650	0.0325	4.2%	0.0057	0.7%	28%	False	False	334
20	0.7975	0.7650	0.0325	4.2%	0.0043	0.6%	28%	False	False	359
40	0.7975	0.7644	0.0332	4.3%	0.0045	0.6%	29%	False	False	260
60	0.8053	0.7644	0.0410	5.3%	0.0043	0.6%	24%	False	False	192
80	0.8053	0.7644	0.0410	5.3%	0.0044	0.6%	24%	False	False	178
100	0.8053	0.7644	0.0410	5.3%	0.0043	0.5%	24%	False	False	162
120	0.8053	0.7644	0.0410	5.3%	0.0041	0.5%	24%	False	False	140

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	0.0006
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8016
2.618	0.7913
1.618	0.7850
1.000	0.7811
0.618	0.7787
HIGH	0.7748
0.618	0.7724
0.500	0.7717
0.382	0.7709
LOW	0.7685
0.618	0.7646
1.000	0.7622
1.618	0.7583
2.618	0.7520
4.250	0.7417

Fisher Pivots for day following 21-Jun-2022
Pivot	1 day	3 day
R1	0.7733	0.7730
PP	0.7725	0.7720
S1	0.7717	0.7709

Download as Excel Spreadsheet

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

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