CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 17-Jun-2022
Day Change Summary
Previous Current
16-Jun-2022 17-Jun-2022 Change Change % Previous Week
Open 0.7768 0.7725 -0.0043 -0.6% 0.7768
High 0.7768 0.7731 -0.0037 -0.5% 0.7792
Low 0.7717 0.7650 -0.0067 -0.9% 0.7650
Close 0.7737 0.7681 -0.0057 -0.7% 0.7681
Range 0.0051 0.0081 0.0030 58.8% 0.0142
ATR 0.0052 0.0054 0.0003 4.8% 0.0000
Volume 104 266 162 155.8% 1,758
Daily Pivots for day following 17-Jun-2022
Classic Woodie Camarilla DeMark
R4 0.7930 0.7886 0.7725
R3 0.7849 0.7805 0.7703
R2 0.7768 0.7768 0.7695
R1 0.7724 0.7724 0.7688 0.7706
PP 0.7687 0.7687 0.7687 0.7678
S1 0.7643 0.7643 0.7673 0.7625
S2 0.7606 0.7606 0.7666
S3 0.7525 0.7562 0.7658
S4 0.7444 0.7481 0.7636
Weekly Pivots for week ending 17-Jun-2022
Classic Woodie Camarilla DeMark
R4 0.8134 0.8049 0.7759
R3 0.7992 0.7907 0.7720
R2 0.7850 0.7850 0.7707
R1 0.7765 0.7765 0.7694 0.7736
PP 0.7708 0.7708 0.7708 0.7693
S1 0.7623 0.7623 0.7667 0.7594
S2 0.7566 0.7566 0.7654
S3 0.7424 0.7481 0.7641
S4 0.7282 0.7339 0.7602
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7792 0.7650 0.0142 1.8% 0.0055 0.7% 21% False True 351
10 0.7975 0.7650 0.0325 4.2% 0.0053 0.7% 9% False True 314
20 0.7975 0.7650 0.0325 4.2% 0.0043 0.6% 9% False True 342
40 0.7975 0.7644 0.0332 4.3% 0.0046 0.6% 11% False False 254
60 0.8053 0.7644 0.0410 5.3% 0.0043 0.6% 9% False False 186
80 0.8053 0.7644 0.0410 5.3% 0.0044 0.6% 9% False False 178
100 0.8053 0.7644 0.0410 5.3% 0.0043 0.6% 9% False False 158
120 0.8053 0.7644 0.0410 5.3% 0.0040 0.5% 9% False False 137
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8075
2.618 0.7943
1.618 0.7862
1.000 0.7812
0.618 0.7781
HIGH 0.7731
0.618 0.7700
0.500 0.7691
0.382 0.7681
LOW 0.7650
0.618 0.7600
1.000 0.7569
1.618 0.7519
2.618 0.7438
4.250 0.7306
Fisher Pivots for day following 17-Jun-2022
Pivot 1 day 3 day
R1 0.7691 0.7709
PP 0.7687 0.7700
S1 0.7684 0.7690

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

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