CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 01-Oct-2021
Day Change Summary
Previous Current
30-Sep-2021 01-Oct-2021 Change Change % Previous Week
Open 0.7866 0.7904 0.0038 0.5% 0.7904
High 0.7911 0.7913 0.0003 0.0% 0.7935
Low 0.7836 0.7848 0.0012 0.1% 0.7827
Close 0.7896 0.7910 0.0014 0.2% 0.7910
Range 0.0075 0.0066 -0.0009 -12.1% 0.0109
ATR
Volume 24 12 -12 -50.0% 57
Daily Pivots for day following 01-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.8087 0.8064 0.7946
R3 0.8021 0.7998 0.7928
R2 0.7956 0.7956 0.7922
R1 0.7933 0.7933 0.7916 0.7944
PP 0.7890 0.7890 0.7890 0.7896
S1 0.7867 0.7867 0.7904 0.7879
S2 0.7825 0.7825 0.7898
S3 0.7759 0.7802 0.7892
S4 0.7694 0.7736 0.7874
Weekly Pivots for week ending 01-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.8216 0.8172 0.7970
R3 0.8108 0.8063 0.7940
R2 0.7999 0.7999 0.7930
R1 0.7955 0.7955 0.7920 0.7977
PP 0.7891 0.7891 0.7891 0.7902
S1 0.7846 0.7846 0.7900 0.7868
S2 0.7782 0.7782 0.7890
S3 0.7674 0.7738 0.7880
S4 0.7565 0.7629 0.7850
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% 0.0057 0.7% 77% False False 11
10 0.7935 0.7755 0.0181 2.3% 0.0060 0.8% 86% False False 9
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8191
2.618 0.8084
1.618 0.8019
1.000 0.7979
0.618 0.7953
HIGH 0.7913
0.618 0.7888
0.500 0.7880
0.382 0.7873
LOW 0.7848
0.618 0.7807
1.000 0.7782
1.618 0.7742
2.618 0.7676
4.250 0.7569
Fisher Pivots for day following 01-Oct-2021
Pivot 1 day 3 day
R1 0.7900 0.7897
PP 0.7890 0.7883
S1 0.7880 0.7870

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

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