CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 11-Oct-2021
Day Change Summary
Previous Current
08-Oct-2021 11-Oct-2021 Change Change % Previous Week
Open 0.7964 0.8030 0.0066 0.8% 0.7950
High 0.8022 0.8035 0.0013 0.2% 0.8022
Low 0.7964 0.8010 0.0046 0.6% 0.7938
Close 0.8022 0.8010 -0.0012 -0.1% 0.8022
Range 0.0058 0.0025 -0.0033 -56.9% 0.0084
ATR 0.0053 0.0051 -0.0002 -3.8% 0.0000
Volume 25 14 -11 -44.0% 86
Daily Pivots for day following 11-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.8093 0.8076 0.8023
R3 0.8068 0.8051 0.8016
R2 0.8043 0.8043 0.8014
R1 0.8026 0.8026 0.8012 0.8022
PP 0.8018 0.8018 0.8018 0.8016
S1 0.8001 0.8001 0.8007 0.7997
S2 0.7993 0.7993 0.8005
S3 0.7968 0.7976 0.8003
S4 0.7943 0.7951 0.7996
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 0.8035 0.7938 0.0097 1.2% 0.0019 0.2% 74% True False 8
10 0.8035 0.7827 0.0208 2.6% 0.0036 0.5% 88% True False 15
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 True
Stretch 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8141
2.618 0.8100
1.618 0.8075
1.000 0.8060
0.618 0.8050
HIGH 0.8035
0.618 0.8025
0.500 0.8022
0.382 0.8019
LOW 0.8010
0.618 0.7994
1.000 0.7985
1.618 0.7969
2.618 0.7944
4.250 0.7903
Fisher Pivots for day following 11-Oct-2021
Pivot 1 day 3 day
R1 0.8022 0.8006
PP 0.8018 0.8002
S1 0.8014 0.7998

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

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