CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 13-Oct-2021
Day Change Summary
Previous Current
12-Oct-2021 13-Oct-2021 Change Change % Previous Week
Open 0.8016 0.8022 0.0006 0.1% 0.7950
High 0.8030 0.8037 0.0008 0.1% 0.8022
Low 0.8010 0.8022 0.0012 0.1% 0.7938
Close 0.8020 0.8037 0.0018 0.2% 0.8022
Range 0.0020 0.0016 -0.0005 -22.5% 0.0084
ATR 0.0049 0.0046 -0.0002 -4.6% 0.0000
Volume 28 4 -24 -85.7% 86
Daily Pivots for day following 13-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.8078 0.8073 0.8046
R3 0.8063 0.8058 0.8041
R2 0.8047 0.8047 0.8040
R1 0.8042 0.8042 0.8038 0.8045
PP 0.8032 0.8032 0.8032 0.8033
S1 0.8027 0.8027 0.8036 0.8029
S2 0.8016 0.8016 0.8034
S3 0.8001 0.8011 0.8033
S4 0.7985 0.7996 0.8028
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 0.8037 0.7962 0.0076 0.9% 0.0025 0.3% 100% True False 14
10 0.8037 0.7836 0.0201 2.5% 0.0028 0.3% 100% True False 16
Crabel Price Patterns
NR True
NR4 True
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 0.0005
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8103
2.618 0.8078
1.618 0.8062
1.000 0.8053
0.618 0.8047
HIGH 0.8037
0.618 0.8031
0.500 0.8029
0.382 0.8027
LOW 0.8022
0.618 0.8012
1.000 0.8006
1.618 0.7996
2.618 0.7981
4.250 0.7956
Fisher Pivots for day following 13-Oct-2021
Pivot 1 day 3 day
R1 0.8034 0.8032
PP 0.8032 0.8028
S1 0.8029 0.8023

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

View Archives - Comment on this page... - Back to Index of Symbols