CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 27-Jun-2022
Day Change Summary
Previous Current
24-Jun-2022 27-Jun-2022 Change Change % Previous Week
Open 0.7700 0.7752 0.0052 0.7% 0.7689
High 0.7760 0.7772 0.0012 0.2% 0.7760
Low 0.7697 0.7747 0.0050 0.6% 0.7685
Close 0.7742 0.7769 0.0027 0.3% 0.7742
Range 0.0063 0.0025 -0.0038 -60.3% 0.0075
ATR 0.0054 0.0052 -0.0002 -3.3% 0.0000
Volume 126 54 -72 -57.1% 1,335
Daily Pivots for day following 27-Jun-2022
Classic Woodie Camarilla DeMark
R4 0.7837 0.7828 0.7782
R3 0.7812 0.7803 0.7775
R2 0.7787 0.7787 0.7773
R1 0.7778 0.7778 0.7771 0.7783
PP 0.7762 0.7762 0.7762 0.7765
S1 0.7753 0.7753 0.7766 0.7758
S2 0.7737 0.7737 0.7764
S3 0.7712 0.7728 0.7762
S4 0.7687 0.7703 0.7755
Weekly Pivots for week ending 24-Jun-2022
Classic Woodie Camarilla DeMark
R4 0.7952 0.7922 0.7783
R3 0.7878 0.7847 0.7762
R2 0.7803 0.7803 0.7756
R1 0.7773 0.7773 0.7749 0.7788
PP 0.7729 0.7729 0.7729 0.7737
S1 0.7698 0.7698 0.7735 0.7714
S2 0.7654 0.7654 0.7728
S3 0.7580 0.7624 0.7722
S4 0.7505 0.7549 0.7701
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7772 0.7685 0.0087 1.1% 0.0044 0.6% 97% True False 277
10 0.7792 0.7650 0.0142 1.8% 0.0050 0.6% 83% False False 314
20 0.7975 0.7650 0.0325 4.2% 0.0046 0.6% 36% False False 366
40 0.7975 0.7644 0.0332 4.3% 0.0045 0.6% 38% False False 266
60 0.8053 0.7644 0.0410 5.3% 0.0043 0.6% 31% False False 207
80 0.8053 0.7644 0.0410 5.3% 0.0043 0.6% 31% False False 186
100 0.8053 0.7644 0.0410 5.3% 0.0042 0.5% 31% False False 168
120 0.8053 0.7644 0.0410 5.3% 0.0041 0.5% 31% False False 148
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 12 trading days
Fibonacci Retracements and Extensions
4.250 0.7878
2.618 0.7837
1.618 0.7812
1.000 0.7797
0.618 0.7787
HIGH 0.7772
0.618 0.7762
0.500 0.7759
0.382 0.7756
LOW 0.7747
0.618 0.7731
1.000 0.7722
1.618 0.7706
2.618 0.7681
4.250 0.7640
Fisher Pivots for day following 27-Jun-2022
Pivot 1 day 3 day
R1 0.7765 0.7756
PP 0.7762 0.7744
S1 0.7759 0.7731

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

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