CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 15-Oct-2021
Day Change Summary
Previous Current
14-Oct-2021 15-Oct-2021 Change Change % Previous Week
Open 0.8056 0.8082 0.0027 0.3% 0.8030
High 0.8081 0.8087 0.0006 0.1% 0.8087
Low 0.8056 0.8071 0.0015 0.2% 0.8010
Close 0.8081 0.8071 -0.0010 -0.1% 0.8071
Range 0.0026 0.0017 -0.0009 -35.3% 0.0078
ATR 0.0046 0.0044 -0.0002 -4.6% 0.0000
Volume 24 508 484 2,016.7% 578
Daily Pivots for day following 15-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.8126 0.8115 0.8080
R3 0.8109 0.8098 0.8075
R2 0.8093 0.8093 0.8074
R1 0.8082 0.8082 0.8072 0.8079
PP 0.8076 0.8076 0.8076 0.8075
S1 0.8065 0.8065 0.8069 0.8062
S2 0.8060 0.8060 0.8067
S3 0.8043 0.8049 0.8066
S4 0.8027 0.8032 0.8061
Weekly Pivots for week ending 15-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.8288 0.8257 0.8113
R3 0.8211 0.8179 0.8092
R2 0.8133 0.8133 0.8085
R1 0.8102 0.8102 0.8078 0.8118
PP 0.8056 0.8056 0.8056 0.8064
S1 0.8024 0.8024 0.8063 0.8040
S2 0.7978 0.7978 0.8056
S3 0.7901 0.7947 0.8049
S4 0.7823 0.7869 0.8028
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8087 0.8010 0.0078 1.0% 0.0021 0.3% 79% True False 115
10 0.8087 0.7938 0.0149 1.8% 0.0018 0.2% 89% True False 66
20 0.8087 0.7755 0.0333 4.1% 0.0039 0.5% 95% True False 38
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8157
2.618 0.8130
1.618 0.8114
1.000 0.8104
0.618 0.8097
HIGH 0.8087
0.618 0.8081
0.500 0.8079
0.382 0.8077
LOW 0.8071
0.618 0.8060
1.000 0.8054
1.618 0.8044
2.618 0.8027
4.250 0.8000
Fisher Pivots for day following 15-Oct-2021
Pivot 1 day 3 day
R1 0.8079 0.8065
PP 0.8076 0.8060
S1 0.8073 0.8054

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

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