CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 14-Oct-2021
Day Change Summary
Previous Current
13-Oct-2021 14-Oct-2021 Change Change % Previous Week
Open 0.8022 0.8056 0.0034 0.4% 0.7950
High 0.8037 0.8081 0.0044 0.5% 0.8022
Low 0.8022 0.8056 0.0034 0.4% 0.7938
Close 0.8037 0.8081 0.0044 0.5% 0.8022
Range 0.0016 0.0026 0.0010 64.5% 0.0084
ATR 0.0046 0.0046 0.0000 -0.4% 0.0000
Volume 4 24 20 500.0% 86
Daily Pivots for day following 14-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.8149 0.8140 0.8095
R3 0.8123 0.8115 0.8088
R2 0.8098 0.8098 0.8085
R1 0.8089 0.8089 0.8083 0.8094
PP 0.8072 0.8072 0.8072 0.8075
S1 0.8064 0.8064 0.8078 0.8068
S2 0.8047 0.8047 0.8076
S3 0.8021 0.8038 0.8073
S4 0.7996 0.8013 0.8066
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 0.8081 0.7964 0.0118 1.5% 0.0029 0.4% 100% True False 19
10 0.8081 0.7848 0.0234 2.9% 0.0023 0.3% 100% True False 16
20 0.8081 0.7755 0.0327 4.0% 0.0042 0.5% 100% True False 13
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0002
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8189
2.618 0.8148
1.618 0.8122
1.000 0.8107
0.618 0.8097
HIGH 0.8081
0.618 0.8071
0.500 0.8068
0.382 0.8065
LOW 0.8056
0.618 0.8040
1.000 0.8030
1.618 0.8014
2.618 0.7989
4.250 0.7947
Fisher Pivots for day following 14-Oct-2021
Pivot 1 day 3 day
R1 0.8076 0.8069
PP 0.8072 0.8057
S1 0.8068 0.8045

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

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