CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 21-Apr-2022
Day Change Summary
Previous Current
20-Apr-2022 21-Apr-2022 Change Change % Previous Week
Open 0.7922 0.8000 0.0078 1.0% 0.7954
High 0.8015 0.8024 0.0009 0.1% 0.7984
Low 0.7919 0.7939 0.0021 0.3% 0.7886
Close 0.7994 0.7947 -0.0047 -0.6% 0.7928
Range 0.0097 0.0085 -0.0012 -11.9% 0.0098
ATR 0.0056 0.0058 0.0002 3.8% 0.0000
Volume 83,024 80,317 -2,707 -3.3% 270,218
Daily Pivots for day following 21-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.8225 0.8171 0.7994
R3 0.8140 0.8086 0.7970
R2 0.8055 0.8055 0.7963
R1 0.8001 0.8001 0.7955 0.7986
PP 0.7970 0.7970 0.7970 0.7962
S1 0.7916 0.7916 0.7939 0.7901
S2 0.7885 0.7885 0.7931
S3 0.7800 0.7831 0.7924
S4 0.7715 0.7746 0.7900
Weekly Pivots for week ending 15-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.8225 0.8174 0.7982
R3 0.8128 0.8077 0.7955
R2 0.8030 0.8030 0.7946
R1 0.7979 0.7979 0.7937 0.7956
PP 0.7933 0.7933 0.7933 0.7921
S1 0.7882 0.7882 0.7919 0.7858
S2 0.7835 0.7835 0.7910
S3 0.7738 0.7784 0.7901
S4 0.7640 0.7687 0.7874
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8024 0.7904 0.0121 1.5% 0.0067 0.8% 36% True False 65,519
10 0.8024 0.7886 0.0138 1.7% 0.0059 0.7% 44% True False 63,979
20 0.8061 0.7886 0.0175 2.2% 0.0055 0.7% 35% False False 70,036
40 0.8061 0.7752 0.0309 3.9% 0.0058 0.7% 63% False False 55,384
60 0.8061 0.7752 0.0309 3.9% 0.0054 0.7% 63% False False 37,135
80 0.8061 0.7752 0.0309 3.9% 0.0052 0.7% 63% False False 27,907
100 0.8061 0.7719 0.0342 4.3% 0.0050 0.6% 67% False False 22,399
120 0.8084 0.7719 0.0365 4.6% 0.0047 0.6% 63% False False 18,676
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8385
2.618 0.8247
1.618 0.8162
1.000 0.8109
0.618 0.8077
HIGH 0.8024
0.618 0.7992
0.500 0.7982
0.382 0.7971
LOW 0.7939
0.618 0.7886
1.000 0.7854
1.618 0.7801
2.618 0.7716
4.250 0.7578
Fisher Pivots for day following 21-Apr-2022
Pivot 1 day 3 day
R1 0.7982 0.7964
PP 0.7970 0.7958
S1 0.7959 0.7953

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

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