CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 03-Jan-2022
Day Change Summary
Previous Current
31-Dec-2021 03-Jan-2022 Change Change % Previous Week
Open 0.7857 0.7896 0.0040 0.5% 0.7785
High 0.7917 0.7896 -0.0021 -0.3% 0.7917
Low 0.7838 0.7824 -0.0014 -0.2% 0.7779
Close 0.7901 0.7840 -0.0061 -0.8% 0.7901
Range 0.0080 0.0072 -0.0008 -9.4% 0.0139
ATR 0.0042 0.0045 0.0002 5.8% 0.0000
Volume 170 66 -104 -61.2% 428
Daily Pivots for day following 03-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.8069 0.8026 0.7879
R3 0.7997 0.7954 0.7859
R2 0.7925 0.7925 0.7853
R1 0.7882 0.7882 0.7846 0.7868
PP 0.7853 0.7853 0.7853 0.7846
S1 0.7810 0.7810 0.7833 0.7796
S2 0.7781 0.7781 0.7826
S3 0.7709 0.7738 0.7820
S4 0.7637 0.7666 0.7800
Weekly Pivots for week ending 31-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.8281 0.8229 0.7977
R3 0.8142 0.8091 0.7939
R2 0.8004 0.8004 0.7926
R1 0.7952 0.7952 0.7913 0.7978
PP 0.7865 0.7865 0.7865 0.7878
S1 0.7814 0.7814 0.7888 0.7840
S2 0.7727 0.7727 0.7875
S3 0.7588 0.7675 0.7862
S4 0.7450 0.7537 0.7824
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7917 0.7792 0.0126 1.6% 0.0043 0.5% 38% False False 74
10 0.7917 0.7719 0.0199 2.5% 0.0036 0.5% 61% False False 86
20 0.7922 0.7719 0.0204 2.6% 0.0042 0.5% 59% False False 286
40 0.8055 0.7719 0.0337 4.3% 0.0039 0.5% 36% False False 220
60 0.8114 0.7719 0.0395 5.0% 0.0034 0.4% 31% False False 164
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 0.8202
2.618 0.8084
1.618 0.8012
1.000 0.7968
0.618 0.7940
HIGH 0.7896
0.618 0.7868
0.500 0.7860
0.382 0.7852
LOW 0.7824
0.618 0.7780
1.000 0.7752
1.618 0.7708
2.618 0.7636
4.250 0.7518
Fisher Pivots for day following 03-Jan-2022
Pivot 1 day 3 day
R1 0.7860 0.7864
PP 0.7853 0.7856
S1 0.7846 0.7848

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

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