CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 07-Jun-2022
Day Change Summary
Previous Current
06-Jun-2022 07-Jun-2022 Change Change % Previous Week
Open 0.7953 0.7923 -0.0030 -0.4% 0.7874
High 0.7964 0.7971 0.0007 0.1% 0.7956
Low 0.7939 0.7920 -0.0020 -0.2% 0.7874
Close 0.7942 0.7971 0.0029 0.4% 0.7936
Range 0.0025 0.0051 0.0026 104.0% 0.0082
ATR 0.0045 0.0046 0.0000 0.9% 0.0000
Volume 188 312 124 66.0% 2,633
Daily Pivots for day following 07-Jun-2022
Classic Woodie Camarilla DeMark
R4 0.8107 0.8090 0.7999
R3 0.8056 0.8039 0.7985
R2 0.8005 0.8005 0.7980
R1 0.7988 0.7988 0.7975 0.7996
PP 0.7954 0.7954 0.7954 0.7958
S1 0.7937 0.7937 0.7966 0.7945
S2 0.7903 0.7903 0.7961
S3 0.7852 0.7886 0.7956
S4 0.7801 0.7835 0.7942
Weekly Pivots for week ending 03-Jun-2022
Classic Woodie Camarilla DeMark
R4 0.8166 0.8133 0.7981
R3 0.8085 0.8051 0.7958
R2 0.8003 0.8003 0.7951
R1 0.7970 0.7970 0.7943 0.7987
PP 0.7922 0.7922 0.7922 0.7930
S1 0.7888 0.7888 0.7929 0.7905
S2 0.7840 0.7840 0.7921
S3 0.7759 0.7807 0.7914
S4 0.7677 0.7725 0.7891
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7971 0.7897 0.0074 0.9% 0.0035 0.4% 100% True False 577
10 0.7971 0.7760 0.0211 2.6% 0.0033 0.4% 100% True False 416
20 0.7971 0.7644 0.0327 4.1% 0.0037 0.5% 100% True False 272
40 0.8007 0.7644 0.0364 4.6% 0.0042 0.5% 90% False False 202
60 0.8053 0.7644 0.0410 5.1% 0.0040 0.5% 80% False False 146
80 0.8053 0.7644 0.0410 5.1% 0.0041 0.5% 80% False False 152
100 0.8053 0.7644 0.0410 5.1% 0.0040 0.5% 80% False False 135
120 0.8053 0.7644 0.0410 5.1% 0.0038 0.5% 80% False False 117
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8187
2.618 0.8104
1.618 0.8053
1.000 0.8022
0.618 0.8002
HIGH 0.7971
0.618 0.7951
0.500 0.7945
0.382 0.7939
LOW 0.7920
0.618 0.7888
1.000 0.7869
1.618 0.7837
2.618 0.7786
4.250 0.7703
Fisher Pivots for day following 07-Jun-2022
Pivot 1 day 3 day
R1 0.7962 0.7962
PP 0.7954 0.7954
S1 0.7945 0.7945

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

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