CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 10-Jun-2022
Day Change Summary
Previous Current
09-Jun-2022 10-Jun-2022 Change Change % Previous Week
Open 0.7953 0.7868 -0.0086 -1.1% 0.7953
High 0.7954 0.7872 -0.0082 -1.0% 0.7975
Low 0.7864 0.7800 -0.0064 -0.8% 0.7800
Close 0.7875 0.7831 -0.0044 -0.6% 0.7831
Range 0.0090 0.0072 -0.0018 -20.0% 0.0176
ATR 0.0047 0.0049 0.0002 4.2% 0.0000
Volume 615 179 -436 -70.9% 1,384
Daily Pivots for day following 10-Jun-2022
Classic Woodie Camarilla DeMark
R4 0.8050 0.8013 0.7871
R3 0.7978 0.7941 0.7851
R2 0.7906 0.7906 0.7844
R1 0.7869 0.7869 0.7838 0.7851
PP 0.7834 0.7834 0.7834 0.7825
S1 0.7797 0.7797 0.7824 0.7779
S2 0.7762 0.7762 0.7818
S3 0.7690 0.7725 0.7811
S4 0.7618 0.7653 0.7791
Weekly Pivots for week ending 10-Jun-2022
Classic Woodie Camarilla DeMark
R4 0.8395 0.8289 0.7928
R3 0.8220 0.8113 0.7879
R2 0.8044 0.8044 0.7863
R1 0.7938 0.7938 0.7847 0.7903
PP 0.7869 0.7869 0.7869 0.7851
S1 0.7762 0.7762 0.7815 0.7728
S2 0.7693 0.7693 0.7799
S3 0.7518 0.7587 0.7783
S4 0.7342 0.7411 0.7734
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7975 0.7800 0.0176 2.2% 0.0052 0.7% 18% False True 276
10 0.7975 0.7800 0.0176 2.2% 0.0043 0.5% 18% False True 418
20 0.7975 0.7683 0.0293 3.7% 0.0041 0.5% 51% False False 298
40 0.8007 0.7644 0.0364 4.6% 0.0044 0.6% 52% False False 217
60 0.8053 0.7644 0.0410 5.2% 0.0041 0.5% 46% False False 159
80 0.8053 0.7644 0.0410 5.2% 0.0042 0.5% 46% False False 161
100 0.8053 0.7644 0.0410 5.2% 0.0042 0.5% 46% False False 143
120 0.8053 0.7644 0.0410 5.2% 0.0039 0.5% 46% False False 124
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8178
2.618 0.8060
1.618 0.7988
1.000 0.7944
0.618 0.7916
HIGH 0.7872
0.618 0.7844
0.500 0.7836
0.382 0.7827
LOW 0.7800
0.618 0.7755
1.000 0.7728
1.618 0.7683
2.618 0.7611
4.250 0.7494
Fisher Pivots for day following 10-Jun-2022
Pivot 1 day 3 day
R1 0.7836 0.7887
PP 0.7834 0.7869
S1 0.7833 0.7850

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

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