CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 30-Dec-2021
Day Change Summary
Previous Current
29-Dec-2021 30-Dec-2021 Change Change % Previous Week
Open 0.7801 0.7818 0.0018 0.2% 0.7735
High 0.7812 0.7843 0.0031 0.4% 0.7810
Low 0.7800 0.7810 0.0010 0.1% 0.7719
Close 0.7811 0.7842 0.0031 0.4% 0.7805
Range 0.0012 0.0033 0.0021 170.8% 0.0091
ATR 0.0040 0.0039 -0.0001 -1.3% 0.0000
Volume 14 80 66 471.4% 373
Daily Pivots for day following 30-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.7929 0.7918 0.7860
R3 0.7897 0.7886 0.7851
R2 0.7864 0.7864 0.7848
R1 0.7853 0.7853 0.7845 0.7859
PP 0.7832 0.7832 0.7832 0.7834
S1 0.7821 0.7821 0.7839 0.7826
S2 0.7799 0.7799 0.7836
S3 0.7767 0.7788 0.7833
S4 0.7734 0.7756 0.7824
Weekly Pivots for week ending 24-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.8051 0.8019 0.7855
R3 0.7960 0.7928 0.7830
R2 0.7869 0.7869 0.7821
R1 0.7837 0.7837 0.7813 0.7853
PP 0.7778 0.7778 0.7778 0.7786
S1 0.7746 0.7746 0.7796 0.7762
S2 0.7687 0.7687 0.7788
S3 0.7596 0.7655 0.7779
S4 0.7505 0.7564 0.7754
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7843 0.7777 0.0066 0.8% 0.0026 0.3% 99% True False 74
10 0.7843 0.7719 0.0124 1.6% 0.0034 0.4% 100% True False 84
20 0.7922 0.7719 0.0204 2.6% 0.0038 0.5% 61% False False 345
40 0.8057 0.7719 0.0339 4.3% 0.0036 0.5% 36% False False 215
60 0.8114 0.7719 0.0395 5.0% 0.0032 0.4% 31% False False 160
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0004
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7981
2.618 0.7928
1.618 0.7895
1.000 0.7875
0.618 0.7863
HIGH 0.7843
0.618 0.7830
0.500 0.7826
0.382 0.7822
LOW 0.7810
0.618 0.7790
1.000 0.7778
1.618 0.7757
2.618 0.7725
4.250 0.7672
Fisher Pivots for day following 30-Dec-2021
Pivot 1 day 3 day
R1 0.7837 0.7834
PP 0.7832 0.7825
S1 0.7826 0.7817

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

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