CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 07-Oct-2021
Day Change Summary
Previous Current
06-Oct-2021 07-Oct-2021 Change Change % Previous Week
Open 0.7938 0.7968 0.0030 0.4% 0.7904
High 0.7938 0.7968 0.0030 0.4% 0.7935
Low 0.7938 0.7962 0.0024 0.3% 0.7827
Close 0.7938 0.7962 0.0024 0.3% 0.7910
Range 0.0000 0.0006 0.0006 0.0109
ATR 0.0054 0.0052 -0.0002 -3.2% 0.0000
Volume 0 2 2 57
Daily Pivots for day following 07-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.7982 0.7978 0.7965
R3 0.7976 0.7972 0.7963
R2 0.7970 0.7970 0.7963
R1 0.7966 0.7966 0.7962 0.7965
PP 0.7964 0.7964 0.7964 0.7963
S1 0.7960 0.7960 0.7961 0.7959
S2 0.7958 0.7958 0.7960
S3 0.7952 0.7954 0.7960
S4 0.7946 0.7948 0.7958
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 0.7968 0.7848 0.0120 1.5% 0.0017 0.2% 95% True False 14
10 0.7968 0.7827 0.0141 1.8% 0.0035 0.4% 96% True False 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7993
2.618 0.7983
1.618 0.7977
1.000 0.7974
0.618 0.7971
HIGH 0.7968
0.618 0.7965
0.500 0.7965
0.382 0.7964
LOW 0.7962
0.618 0.7958
1.000 0.7956
1.618 0.7952
2.618 0.7946
4.250 0.7936
Fisher Pivots for day following 07-Oct-2021
Pivot 1 day 3 day
R1 0.7965 0.7959
PP 0.7964 0.7956
S1 0.7963 0.7953

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

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