CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 01-Jul-2022
Day Change Summary
Previous Current
30-Jun-2022 01-Jul-2022 Change Change % Previous Week
Open 0.7741 0.7740 -0.0001 0.0% 0.7752
High 0.7779 0.7773 -0.0006 -0.1% 0.7802
Low 0.7740 0.7714 -0.0027 -0.3% 0.7714
Close 0.7772 0.7763 -0.0010 -0.1% 0.7763
Range 0.0039 0.0059 0.0021 53.2% 0.0088
ATR 0.0049 0.0049 0.0001 1.5% 0.0000
Volume 355 86 -269 -75.8% 609
Daily Pivots for day following 01-Jul-2022
Classic Woodie Camarilla DeMark
R4 0.7927 0.7904 0.7795
R3 0.7868 0.7845 0.7779
R2 0.7809 0.7809 0.7773
R1 0.7786 0.7786 0.7768 0.7797
PP 0.7750 0.7750 0.7750 0.7755
S1 0.7727 0.7727 0.7757 0.7738
S2 0.7691 0.7691 0.7752
S3 0.7632 0.7668 0.7746
S4 0.7573 0.7609 0.7730
Weekly Pivots for week ending 01-Jul-2022
Classic Woodie Camarilla DeMark
R4 0.8023 0.7981 0.7811
R3 0.7935 0.7893 0.7787
R2 0.7847 0.7847 0.7779
R1 0.7805 0.7805 0.7771 0.7826
PP 0.7759 0.7759 0.7759 0.7770
S1 0.7717 0.7717 0.7754 0.7738
S2 0.7671 0.7671 0.7746
S3 0.7583 0.7629 0.7738
S4 0.7495 0.7541 0.7714
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7802 0.7714 0.0088 1.1% 0.0037 0.5% 56% False True 121
10 0.7802 0.7650 0.0152 2.0% 0.0046 0.6% 74% False False 221
20 0.7975 0.7650 0.0325 4.2% 0.0047 0.6% 35% False False 270
40 0.7975 0.7644 0.0332 4.3% 0.0044 0.6% 36% False False 264
60 0.8007 0.7644 0.0364 4.7% 0.0044 0.6% 33% False False 213
80 0.8053 0.7644 0.0410 5.3% 0.0042 0.5% 29% False False 176
100 0.8053 0.7644 0.0410 5.3% 0.0042 0.5% 29% False False 171
120 0.8053 0.7644 0.0410 5.3% 0.0041 0.5% 29% False False 151
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 0.0009
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8023
2.618 0.7927
1.618 0.7868
1.000 0.7832
0.618 0.7809
HIGH 0.7773
0.618 0.7750
0.500 0.7743
0.382 0.7736
LOW 0.7714
0.618 0.7677
1.000 0.7655
1.618 0.7618
2.618 0.7559
4.250 0.7463
Fisher Pivots for day following 01-Jul-2022
Pivot 1 day 3 day
R1 0.7756 0.7757
PP 0.7750 0.7752
S1 0.7743 0.7746

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

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