CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 20-May-2022
Day Change Summary
Previous Current
19-May-2022 20-May-2022 Change Change % Previous Week
Open 0.7757 0.7798 0.0041 0.5% 0.7739
High 0.7822 0.7826 0.0004 0.0% 0.7826
Low 0.7757 0.7770 0.0013 0.2% 0.7701
Close 0.7813 0.7781 -0.0032 -0.4% 0.7781
Range 0.0065 0.0056 -0.0009 -13.8% 0.0125
ATR 0.0065 0.0064 -0.0001 -1.0% 0.0000
Volume 89,230 62,673 -26,557 -29.8% 364,081
Daily Pivots for day following 20-May-2022
Classic Woodie Camarilla DeMark
R4 0.7960 0.7927 0.7812
R3 0.7904 0.7871 0.7796
R2 0.7848 0.7848 0.7791
R1 0.7815 0.7815 0.7786 0.7803
PP 0.7792 0.7792 0.7792 0.7786
S1 0.7759 0.7759 0.7776 0.7747
S2 0.7736 0.7736 0.7771
S3 0.7680 0.7703 0.7766
S4 0.7624 0.7647 0.7750
Weekly Pivots for week ending 20-May-2022
Classic Woodie Camarilla DeMark
R4 0.8143 0.8086 0.7849
R3 0.8018 0.7962 0.7815
R2 0.7894 0.7894 0.7804
R1 0.7837 0.7837 0.7792 0.7866
PP 0.7769 0.7769 0.7769 0.7783
S1 0.7713 0.7713 0.7770 0.7741
S2 0.7645 0.7645 0.7758
S3 0.7520 0.7588 0.7747
S4 0.7396 0.7464 0.7713
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7826 0.7701 0.0125 1.6% 0.0061 0.8% 64% True False 72,816
10 0.7826 0.7646 0.0180 2.3% 0.0064 0.8% 75% True False 82,163
20 0.7881 0.7646 0.0236 3.0% 0.0064 0.8% 58% False False 85,320
40 0.8061 0.7646 0.0415 5.3% 0.0061 0.8% 33% False False 78,412
60 0.8061 0.7646 0.0415 5.3% 0.0060 0.8% 33% False False 67,012
80 0.8061 0.7646 0.0415 5.3% 0.0057 0.7% 33% False False 50,435
100 0.8061 0.7646 0.0415 5.3% 0.0055 0.7% 33% False False 40,400
120 0.8061 0.7646 0.0415 5.3% 0.0053 0.7% 33% False False 33,727
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8064
2.618 0.7972
1.618 0.7916
1.000 0.7882
0.618 0.7860
HIGH 0.7826
0.618 0.7804
0.500 0.7798
0.382 0.7791
LOW 0.7770
0.618 0.7735
1.000 0.7714
1.618 0.7679
2.618 0.7623
4.250 0.7532
Fisher Pivots for day following 20-May-2022
Pivot 1 day 3 day
R1 0.7798 0.7789
PP 0.7792 0.7787
S1 0.7787 0.7784

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

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