CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 12-Oct-2021
Day Change Summary
Previous Current
11-Oct-2021 12-Oct-2021 Change Change % Previous Week
Open 0.8030 0.8016 -0.0014 -0.2% 0.7950
High 0.8035 0.8030 -0.0005 -0.1% 0.8022
Low 0.8010 0.8010 0.0000 0.0% 0.7938
Close 0.8010 0.8020 0.0010 0.1% 0.8022
Range 0.0025 0.0020 -0.0005 -20.0% 0.0084
ATR 0.0051 0.0049 -0.0002 -4.3% 0.0000
Volume 14 28 14 100.0% 86
Daily Pivots for day following 12-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.8080 0.8070 0.8031
R3 0.8060 0.8050 0.8025
R2 0.8040 0.8040 0.8023
R1 0.8030 0.8030 0.8021 0.8035
PP 0.8020 0.8020 0.8020 0.8022
S1 0.8010 0.8010 0.8018 0.8015
S2 0.8000 0.8000 0.8016
S3 0.7980 0.7990 0.8014
S4 0.7960 0.7970 0.8009
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% 0.0022 0.3% 84% False False 13
10 0.8035 0.7827 0.0208 2.6% 0.0032 0.4% 93% False False 17
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 False
Stretch 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8115
2.618 0.8082
1.618 0.8062
1.000 0.8050
0.618 0.8042
HIGH 0.8030
0.618 0.8022
0.500 0.8020
0.382 0.8017
LOW 0.8010
0.618 0.7997
1.000 0.7990
1.618 0.7977
2.618 0.7957
4.250 0.7925
Fisher Pivots for day following 12-Oct-2021
Pivot 1 day 3 day
R1 0.8020 0.8013
PP 0.8020 0.8006
S1 0.8020 0.7999

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

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