CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 21-Mar-2022
Day Change Summary
Previous Current
18-Mar-2022 21-Mar-2022 Change Change % Previous Week
Open 0.7922 0.7931 0.0009 0.1% 0.7849
High 0.7944 0.7958 0.0015 0.2% 0.7944
Low 0.7907 0.7923 0.0016 0.2% 0.7770
Close 0.7936 0.7940 0.0004 0.0% 0.7936
Range 0.0037 0.0036 -0.0001 -2.7% 0.0174
ATR 0.0059 0.0058 -0.0002 -2.9% 0.0000
Volume 64,869 62,527 -2,342 -3.6% 342,939
Daily Pivots for day following 21-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.8047 0.8029 0.7959
R3 0.8011 0.7993 0.7949
R2 0.7976 0.7976 0.7946
R1 0.7958 0.7958 0.7943 0.7967
PP 0.7940 0.7940 0.7940 0.7945
S1 0.7922 0.7922 0.7936 0.7931
S2 0.7905 0.7905 0.7933
S3 0.7869 0.7887 0.7930
S4 0.7834 0.7851 0.7920
Weekly Pivots for week ending 18-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.8405 0.8345 0.8032
R3 0.8231 0.8171 0.7984
R2 0.8057 0.8057 0.7968
R1 0.7997 0.7997 0.7952 0.8027
PP 0.7883 0.7883 0.7883 0.7898
S1 0.7823 0.7823 0.7920 0.7853
S2 0.7709 0.7709 0.7904
S3 0.7535 0.7649 0.7888
S4 0.7361 0.7475 0.7840
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7958 0.7770 0.0189 2.4% 0.0051 0.6% 90% True False 68,327
10 0.7958 0.7752 0.0207 2.6% 0.0055 0.7% 91% True False 65,549
20 0.7958 0.7752 0.0207 2.6% 0.0063 0.8% 91% True False 34,759
40 0.7958 0.7752 0.0207 2.6% 0.0055 0.7% 91% True False 17,627
60 0.8025 0.7752 0.0273 3.4% 0.0051 0.6% 69% False False 11,820
80 0.8025 0.7719 0.0306 3.9% 0.0049 0.6% 72% False False 8,954
100 0.8114 0.7719 0.0395 5.0% 0.0045 0.6% 56% False False 7,176
120 0.8114 0.7719 0.0395 5.0% 0.0042 0.5% 56% False False 5,988
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 0.8109
2.618 0.8051
1.618 0.8015
1.000 0.7994
0.618 0.7980
HIGH 0.7958
0.618 0.7944
0.500 0.7940
0.382 0.7936
LOW 0.7923
0.618 0.7901
1.000 0.7887
1.618 0.7865
2.618 0.7830
4.250 0.7772
Fisher Pivots for day following 21-Mar-2022
Pivot 1 day 3 day
R1 0.7940 0.7932
PP 0.7940 0.7924
S1 0.7940 0.7917

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

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