CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 27-Apr-2022
Day Change Summary
Previous Current
26-Apr-2022 27-Apr-2022 Change Change % Previous Week
Open 0.7851 0.7796 -0.0055 -0.7% 0.7930
High 0.7881 0.7824 -0.0058 -0.7% 0.8024
Low 0.7793 0.7777 -0.0016 -0.2% 0.7855
Close 0.7811 0.7791 -0.0020 -0.3% 0.7858
Range 0.0089 0.0047 -0.0042 -47.5% 0.0170
ATR 0.0062 0.0061 -0.0001 -1.8% 0.0000
Volume 80,249 90,756 10,507 13.1% 351,650
Daily Pivots for day following 27-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.7937 0.7910 0.7816
R3 0.7890 0.7864 0.7803
R2 0.7844 0.7844 0.7799
R1 0.7817 0.7817 0.7795 0.7807
PP 0.7797 0.7797 0.7797 0.7792
S1 0.7771 0.7771 0.7786 0.7761
S2 0.7751 0.7751 0.7782
S3 0.7704 0.7724 0.7778
S4 0.7658 0.7678 0.7765
Weekly Pivots for week ending 22-Apr-2022
Classic Woodie Camarilla DeMark
R4 0.8421 0.8309 0.7951
R3 0.8251 0.8139 0.7905
R2 0.8082 0.8082 0.7889
R1 0.7970 0.7970 0.7874 0.7941
PP 0.7912 0.7912 0.7912 0.7898
S1 0.7800 0.7800 0.7842 0.7772
S2 0.7743 0.7743 0.7827
S3 0.7573 0.7631 0.7811
S4 0.7404 0.7461 0.7765
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8024 0.7777 0.0247 3.2% 0.0073 0.9% 5% False True 91,231
10 0.8024 0.7777 0.0247 3.2% 0.0069 0.9% 5% False True 78,516
20 0.8061 0.7777 0.0284 3.6% 0.0058 0.7% 5% False True 72,323
40 0.8061 0.7752 0.0309 4.0% 0.0057 0.7% 13% False False 64,524
60 0.8061 0.7752 0.0309 4.0% 0.0055 0.7% 13% False False 43,368
80 0.8061 0.7752 0.0309 4.0% 0.0054 0.7% 13% False False 32,601
100 0.8061 0.7719 0.0342 4.4% 0.0051 0.7% 21% False False 26,143
120 0.8061 0.7719 0.0342 4.4% 0.0048 0.6% 21% False False 21,807
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 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8021
2.618 0.7945
1.618 0.7899
1.000 0.7870
0.618 0.7852
HIGH 0.7824
0.618 0.7806
0.500 0.7800
0.382 0.7795
LOW 0.7777
0.618 0.7748
1.000 0.7731
1.618 0.7702
2.618 0.7655
4.250 0.7579
Fisher Pivots for day following 27-Apr-2022
Pivot 1 day 3 day
R1 0.7800 0.7829
PP 0.7797 0.7816
S1 0.7794 0.7803

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

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