CME Canadian Dollar Future December 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 0.7689 -0.0036 -0.5% 0.7768
High 0.7731 0.7748 0.0017 0.2% 0.7792
Low 0.7650 0.7685 0.0035 0.5% 0.7650
Close 0.7681 0.7741 0.0060 0.8% 0.7681
Range 0.0081 0.0063 -0.0018 -22.2% 0.0142
ATR 0.0054 0.0055 0.0001 1.7% 0.0000
Volume 266 388 122 45.9% 1,758
Daily Pivots for day following 21-Jun-2022
Classic Woodie Camarilla DeMark
R4 0.7914 0.7890 0.7775
R3 0.7851 0.7827 0.7758
R2 0.7788 0.7788 0.7752
R1 0.7764 0.7764 0.7746 0.7776
PP 0.7725 0.7725 0.7725 0.7730
S1 0.7701 0.7701 0.7735 0.7713
S2 0.7662 0.7662 0.7729
S3 0.7599 0.7638 0.7723
S4 0.7536 0.7575 0.7706
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 0.7768 0.7650 0.0118 1.5% 0.0060 0.8% 77% False False 209
10 0.7975 0.7650 0.0325 4.2% 0.0057 0.7% 28% False False 334
20 0.7975 0.7650 0.0325 4.2% 0.0043 0.6% 28% False False 359
40 0.7975 0.7644 0.0332 4.3% 0.0045 0.6% 29% False False 260
60 0.8053 0.7644 0.0410 5.3% 0.0043 0.6% 24% False False 192
80 0.8053 0.7644 0.0410 5.3% 0.0044 0.6% 24% False False 178
100 0.8053 0.7644 0.0410 5.3% 0.0043 0.5% 24% False False 162
120 0.8053 0.7644 0.0410 5.3% 0.0041 0.5% 24% False False 140
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 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8016
2.618 0.7913
1.618 0.7850
1.000 0.7811
0.618 0.7787
HIGH 0.7748
0.618 0.7724
0.500 0.7717
0.382 0.7709
LOW 0.7685
0.618 0.7646
1.000 0.7622
1.618 0.7583
2.618 0.7520
4.250 0.7417
Fisher Pivots for day following 21-Jun-2022
Pivot 1 day 3 day
R1 0.7733 0.7730
PP 0.7725 0.7720
S1 0.7717 0.7709

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

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