CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 30-Sep-2021
Day Change Summary
Previous Current
29-Sep-2021 30-Sep-2021 Change Change % Previous Week
Open 0.7845 0.7866 0.0022 0.3% 0.7807
High 0.7888 0.7911 0.0023 0.3% 0.7906
Low 0.7827 0.7836 0.0010 0.1% 0.7755
Close 0.7841 0.7896 0.0055 0.7% 0.7894
Range 0.0061 0.0075 0.0014 22.1% 0.0152
ATR
Volume 6 24 18 300.0% 42
Daily Pivots for day following 30-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.8104 0.8075 0.7937
R3 0.8030 0.8000 0.7916
R2 0.7955 0.7955 0.7910
R1 0.7926 0.7926 0.7903 0.7941
PP 0.7881 0.7881 0.7881 0.7888
S1 0.7851 0.7851 0.7889 0.7866
S2 0.7806 0.7806 0.7882
S3 0.7732 0.7777 0.7876
S4 0.7657 0.7702 0.7855
Weekly Pivots for week ending 24-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.8306 0.8252 0.7977
R3 0.8155 0.8100 0.7936
R2 0.8003 0.8003 0.7922
R1 0.7949 0.7949 0.7908 0.7976
PP 0.7852 0.7852 0.7852 0.7865
S1 0.7797 0.7797 0.7880 0.7824
S2 0.7700 0.7700 0.7866
S3 0.7549 0.7646 0.7852
S4 0.7397 0.7494 0.7811
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7935 0.7827 0.0109 1.4% 0.0053 0.7% 64% False False 10
10 0.7935 0.7755 0.0181 2.3% 0.0061 0.8% 78% False False 9
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 0.0015
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8227
2.618 0.8106
1.618 0.8031
1.000 0.7985
0.618 0.7957
HIGH 0.7911
0.618 0.7882
0.500 0.7873
0.382 0.7864
LOW 0.7836
0.618 0.7790
1.000 0.7762
1.618 0.7715
2.618 0.7641
4.250 0.7519
Fisher Pivots for day following 30-Sep-2021
Pivot 1 day 3 day
R1 0.7888 0.7891
PP 0.7881 0.7886
S1 0.7873 0.7881

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

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