CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 08-Oct-2021
Day Change Summary
Previous Current
07-Oct-2021 08-Oct-2021 Change Change % Previous Week
Open 0.7968 0.7964 -0.0004 -0.1% 0.7950
High 0.7968 0.8022 0.0054 0.7% 0.8022
Low 0.7962 0.7964 0.0002 0.0% 0.7938
Close 0.7962 0.8022 0.0060 0.8% 0.8022
Range 0.0006 0.0058 0.0052 866.7% 0.0084
ATR 0.0052 0.0053 0.0001 1.1% 0.0000
Volume 2 25 23 1,150.0% 86
Daily Pivots for day following 08-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.8176 0.8157 0.8053
R3 0.8118 0.8099 0.8037
R2 0.8060 0.8060 0.8032
R1 0.8041 0.8041 0.8027 0.8051
PP 0.8002 0.8002 0.8002 0.8007
S1 0.7983 0.7983 0.8016 0.7993
S2 0.7944 0.7944 0.8011
S3 0.7886 0.7925 0.8006
S4 0.7828 0.7867 0.7990
Weekly Pivots for week ending 08-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.8244 0.8216 0.8067
R3 0.8161 0.8133 0.8044
R2 0.8077 0.8077 0.8037
R1 0.8049 0.8049 0.8029 0.8063
PP 0.7994 0.7994 0.7994 0.8001
S1 0.7966 0.7966 0.8014 0.7980
S2 0.7910 0.7910 0.8006
S3 0.7827 0.7882 0.7999
S4 0.7743 0.7799 0.7976
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8022 0.7938 0.0084 1.0% 0.0015 0.2% 100% True False 17
10 0.8022 0.7827 0.0195 2.4% 0.0036 0.5% 100% True False 14
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 0.0007
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8268
2.618 0.8173
1.618 0.8115
1.000 0.8080
0.618 0.8057
HIGH 0.8022
0.618 0.7999
0.500 0.7993
0.382 0.7986
LOW 0.7964
0.618 0.7928
1.000 0.7906
1.618 0.7870
2.618 0.7812
4.250 0.7717
Fisher Pivots for day following 08-Oct-2021
Pivot 1 day 3 day
R1 0.8012 0.8008
PP 0.8002 0.7994
S1 0.7993 0.7980

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

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