CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 16-Jun-2022
Day Change Summary
Previous Current
15-Jun-2022 16-Jun-2022 Change Change % Previous Week
Open 0.7731 0.7768 0.0038 0.5% 0.7953
High 0.7763 0.7768 0.0005 0.1% 0.7975
Low 0.7700 0.7717 0.0017 0.2% 0.7800
Close 0.7728 0.7737 0.0009 0.1% 0.7831
Range 0.0063 0.0051 -0.0012 -19.0% 0.0176
ATR 0.0052 0.0052 0.0000 -0.1% 0.0000
Volume 130 104 -26 -20.0% 1,384
Daily Pivots for day following 16-Jun-2022
Classic Woodie Camarilla DeMark
R4 0.7894 0.7866 0.7765
R3 0.7843 0.7815 0.7751
R2 0.7792 0.7792 0.7746
R1 0.7764 0.7764 0.7742 0.7753
PP 0.7741 0.7741 0.7741 0.7735
S1 0.7713 0.7713 0.7732 0.7702
S2 0.7690 0.7690 0.7728
S3 0.7639 0.7662 0.7723
S4 0.7588 0.7611 0.7709
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 0.7872 0.7700 0.0172 2.2% 0.0053 0.7% 22% False False 334
10 0.7975 0.7700 0.0275 3.6% 0.0048 0.6% 13% False False 319
20 0.7975 0.7700 0.0275 3.6% 0.0040 0.5% 13% False False 348
40 0.8005 0.7644 0.0362 4.7% 0.0046 0.6% 26% False False 250
60 0.8053 0.7644 0.0410 5.3% 0.0042 0.5% 23% False False 182
80 0.8053 0.7644 0.0410 5.3% 0.0043 0.6% 23% False False 177
100 0.8053 0.7644 0.0410 5.3% 0.0042 0.5% 23% False False 156
120 0.8053 0.7644 0.0410 5.3% 0.0040 0.5% 23% False False 135
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7985
2.618 0.7902
1.618 0.7851
1.000 0.7819
0.618 0.7800
HIGH 0.7768
0.618 0.7749
0.500 0.7743
0.382 0.7736
LOW 0.7717
0.618 0.7685
1.000 0.7666
1.618 0.7634
2.618 0.7583
4.250 0.7500
Fisher Pivots for day following 16-Jun-2022
Pivot 1 day 3 day
R1 0.7743 0.7736
PP 0.7741 0.7735
S1 0.7739 0.7734

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

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