CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 05-Oct-2021
Day Change Summary
Previous Current
04-Oct-2021 05-Oct-2021 Change Change % Previous Week
Open 0.7950 0.7949 -0.0002 0.0% 0.7904
High 0.7952 0.7950 -0.0002 0.0% 0.7935
Low 0.7945 0.7947 0.0002 0.0% 0.7827
Close 0.7945 0.7947 0.0002 0.0% 0.7910
Range 0.0008 0.0004 -0.0004 -53.3% 0.0109
ATR 0.0000 0.0058 0.0058 0.0000
Volume 56 3 -53 -94.6% 57
Daily Pivots for day following 05-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.7958 0.7956 0.7948
R3 0.7955 0.7952 0.7947
R2 0.7951 0.7951 0.7947
R1 0.7949 0.7949 0.7947 0.7948
PP 0.7948 0.7948 0.7948 0.7947
S1 0.7945 0.7945 0.7946 0.7945
S2 0.7944 0.7944 0.7946
S3 0.7941 0.7942 0.7946
S4 0.7937 0.7938 0.7945
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 0.7952 0.7827 0.0126 1.6% 0.0042 0.5% 96% False False 20
10 0.7952 0.7796 0.0157 2.0% 0.0050 0.6% 96% False False 14
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.7965
2.618 0.7959
1.618 0.7956
1.000 0.7954
0.618 0.7952
HIGH 0.7950
0.618 0.7949
0.500 0.7948
0.382 0.7948
LOW 0.7947
0.618 0.7944
1.000 0.7943
1.618 0.7941
2.618 0.7937
4.250 0.7932
Fisher Pivots for day following 05-Oct-2021
Pivot 1 day 3 day
R1 0.7948 0.7931
PP 0.7948 0.7915
S1 0.7947 0.7900

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

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