CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 05-Jan-2022
Day Change Summary
Previous Current
04-Jan-2022 05-Jan-2022 Change Change % Previous Week
Open 0.7837 0.7862 0.0026 0.3% 0.7785
High 0.7886 0.7863 -0.0023 -0.3% 0.7917
Low 0.7837 0.7836 -0.0001 0.0% 0.7779
Close 0.7865 0.7836 -0.0029 -0.4% 0.7901
Range 0.0049 0.0028 -0.0022 -43.9% 0.0139
ATR 0.0045 0.0044 -0.0001 -2.5% 0.0000
Volume 128 10 -118 -92.2% 428
Daily Pivots for day following 05-Jan-2022
Classic Woodie Camarilla DeMark
R4 0.7927 0.7909 0.7851
R3 0.7900 0.7881 0.7843
R2 0.7872 0.7872 0.7841
R1 0.7854 0.7854 0.7838 0.7849
PP 0.7845 0.7845 0.7845 0.7842
S1 0.7826 0.7826 0.7833 0.7822
S2 0.7817 0.7817 0.7830
S3 0.7790 0.7799 0.7828
S4 0.7762 0.7771 0.7820
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 0.7810 0.0107 1.4% 0.0052 0.7% 24% False False 90
10 0.7917 0.7738 0.0179 2.3% 0.0040 0.5% 54% False False 84
20 0.7922 0.7719 0.0204 2.6% 0.0040 0.5% 57% False False 244
40 0.8055 0.7719 0.0337 4.3% 0.0040 0.5% 35% False False 221
60 0.8114 0.7719 0.0395 5.0% 0.0034 0.4% 30% False False 166
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0005
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7980
2.618 0.7935
1.618 0.7907
1.000 0.7891
0.618 0.7880
HIGH 0.7863
0.618 0.7852
0.500 0.7849
0.382 0.7846
LOW 0.7836
0.618 0.7819
1.000 0.7808
1.618 0.7791
2.618 0.7764
4.250 0.7719
Fisher Pivots for day following 05-Jan-2022
Pivot 1 day 3 day
R1 0.7849 0.7860
PP 0.7845 0.7852
S1 0.7840 0.7844

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

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