CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 06-Oct-2021
Day Change Summary
Previous Current
05-Oct-2021 06-Oct-2021 Change Change % Previous Week
Open 0.7949 0.7938 -0.0011 -0.1% 0.7904
High 0.7950 0.7938 -0.0012 -0.2% 0.7935
Low 0.7947 0.7938 -0.0009 -0.1% 0.7827
Close 0.7947 0.7938 -0.0009 -0.1% 0.7910
Range 0.0004 0.0000 -0.0004 -100.0% 0.0109
ATR 0.0058 0.0054 -0.0004 -6.1% 0.0000
Volume 3 0 -3 -100.0% 57
Daily Pivots for day following 06-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.7938 0.7938 0.7938
R3 0.7938 0.7938 0.7938
R2 0.7938 0.7938 0.7938
R1 0.7938 0.7938 0.7938 0.7938
PP 0.7938 0.7938 0.7938 0.7938
S1 0.7938 0.7938 0.7938 0.7938
S2 0.7938 0.7938 0.7938
S3 0.7938 0.7938 0.7938
S4 0.7938 0.7938 0.7938
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 0.7836 0.0116 1.5% 0.0030 0.4% 88% False False 19
10 0.7952 0.7818 0.0134 1.7% 0.0043 0.5% 90% False False 12
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 15 trading days
Fibonacci Retracements and Extensions
4.250 0.7938
2.618 0.7938
1.618 0.7938
1.000 0.7938
0.618 0.7938
HIGH 0.7938
0.618 0.7938
0.500 0.7938
0.382 0.7938
LOW 0.7938
0.618 0.7938
1.000 0.7938
1.618 0.7938
2.618 0.7938
4.250 0.7938
Fisher Pivots for day following 06-Oct-2021
Pivot 1 day 3 day
R1 0.7938 0.7945
PP 0.7938 0.7943
S1 0.7938 0.7940

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

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