CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 15-Dec-2021
Day Change Summary
Previous Current
14-Dec-2021 15-Dec-2021 Change Change % Previous Week
Open 0.7800 0.7777 -0.0024 -0.3% 0.7788
High 0.7802 0.7787 -0.0015 -0.2% 0.7922
Low 0.7771 0.7730 -0.0041 -0.5% 0.7788
Close 0.7775 0.7765 -0.0010 -0.1% 0.7853
Range 0.0032 0.0057 0.0026 81.0% 0.0134
ATR 0.0042 0.0043 0.0001 2.6% 0.0000
Volume 68 315 247 363.2% 3,884
Daily Pivots for day following 15-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.7932 0.7905 0.7796
R3 0.7875 0.7848 0.7781
R2 0.7818 0.7818 0.7775
R1 0.7791 0.7791 0.7770 0.7776
PP 0.7761 0.7761 0.7761 0.7753
S1 0.7734 0.7734 0.7760 0.7719
S2 0.7704 0.7704 0.7755
S3 0.7647 0.7677 0.7749
S4 0.7590 0.7620 0.7734
Weekly Pivots for week ending 10-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.8256 0.8189 0.7927
R3 0.8122 0.8055 0.7890
R2 0.7988 0.7988 0.7878
R1 0.7921 0.7921 0.7865 0.7955
PP 0.7854 0.7854 0.7854 0.7871
S1 0.7787 0.7787 0.7841 0.7821
S2 0.7720 0.7720 0.7828
S3 0.7586 0.7653 0.7816
S4 0.7452 0.7519 0.7779
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7899 0.7730 0.0169 2.2% 0.0040 0.5% 21% False True 395
10 0.7922 0.7730 0.0192 2.5% 0.0042 0.5% 18% False True 606
20 0.7957 0.7730 0.0227 2.9% 0.0042 0.5% 15% False True 354
40 0.8114 0.7730 0.0384 4.9% 0.0034 0.4% 9% False True 203
60 0.8114 0.7730 0.0384 4.9% 0.0034 0.4% 9% False True 148
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8029
2.618 0.7936
1.618 0.7879
1.000 0.7844
0.618 0.7822
HIGH 0.7787
0.618 0.7765
0.500 0.7759
0.382 0.7752
LOW 0.7730
0.618 0.7695
1.000 0.7673
1.618 0.7638
2.618 0.7581
4.250 0.7488
Fisher Pivots for day following 15-Dec-2021
Pivot 1 day 3 day
R1 0.7763 0.7785
PP 0.7761 0.7778
S1 0.7759 0.7772

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

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