CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 21-Jun-2022
Day Change Summary
Previous Current
17-Jun-2022 21-Jun-2022 Change Change % Previous Week
Open 0.7725 0.7676 -0.0049 -0.6% 0.7819
High 0.7730 0.7750 0.0020 0.3% 0.7819
Low 0.7646 0.7670 0.0024 0.3% 0.7646
Close 0.7678 0.7739 0.0061 0.8% 0.7678
Range 0.0084 0.0080 -0.0004 -4.8% 0.0173
ATR 0.0063 0.0064 0.0001 1.9% 0.0000
Volume 109,108 101,247 -7,861 -7.2% 605,040
Daily Pivots for day following 21-Jun-2022
Classic Woodie Camarilla DeMark
R4 0.7959 0.7929 0.7783
R3 0.7879 0.7849 0.7761
R2 0.7799 0.7799 0.7753
R1 0.7769 0.7769 0.7746 0.7784
PP 0.7719 0.7719 0.7719 0.7727
S1 0.7689 0.7689 0.7731 0.7704
S2 0.7639 0.7639 0.7724
S3 0.7559 0.7609 0.7717
S4 0.7479 0.7529 0.7695
Weekly Pivots for week ending 17-Jun-2022
Classic Woodie Camarilla DeMark
R4 0.8233 0.8128 0.7773
R3 0.8060 0.7955 0.7725
R2 0.7887 0.7887 0.7709
R1 0.7782 0.7782 0.7693 0.7748
PP 0.7714 0.7714 0.7714 0.7697
S1 0.7609 0.7609 0.7662 0.7575
S2 0.7541 0.7541 0.7646
S3 0.7368 0.7436 0.7630
S4 0.7195 0.7263 0.7582
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7776 0.7646 0.0130 1.7% 0.0075 1.0% 71% False False 114,551
10 0.7984 0.7646 0.0338 4.4% 0.0071 0.9% 27% False False 101,015
20 0.7984 0.7646 0.0338 4.4% 0.0059 0.8% 27% False False 53,695
40 0.7984 0.7646 0.0338 4.4% 0.0057 0.7% 28% False False 27,094
60 0.8055 0.7646 0.0410 5.3% 0.0052 0.7% 23% False False 18,090
80 0.8055 0.7646 0.0410 5.3% 0.0050 0.6% 23% False False 13,603
100 0.8055 0.7646 0.0410 5.3% 0.0046 0.6% 23% False False 10,890
120 0.8055 0.7646 0.0410 5.3% 0.0042 0.5% 23% False False 9,078
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8090
2.618 0.7959
1.618 0.7879
1.000 0.7830
0.618 0.7799
HIGH 0.7750
0.618 0.7719
0.500 0.7710
0.382 0.7700
LOW 0.7670
0.618 0.7620
1.000 0.7590
1.618 0.7540
2.618 0.7460
4.250 0.7330
Fisher Pivots for day following 21-Jun-2022
Pivot 1 day 3 day
R1 0.7729 0.7729
PP 0.7719 0.7720
S1 0.7710 0.7711

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

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