CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 19-Oct-2021
Day Change Summary
Previous Current
18-Oct-2021 19-Oct-2021 Change Change % Previous Week
Open 0.8065 0.8086 0.0021 0.3% 0.8030
High 0.8080 0.8091 0.0011 0.1% 0.8087
Low 0.8062 0.8084 0.0022 0.3% 0.8010
Close 0.8074 0.8084 0.0011 0.1% 0.8071
Range 0.0018 0.0007 -0.0011 -61.1% 0.0078
ATR 0.0042 0.0040 -0.0002 -4.2% 0.0000
Volume 36 24 -12 -33.3% 578
Daily Pivots for day following 19-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.8107 0.8103 0.8088
R3 0.8100 0.8096 0.8086
R2 0.8093 0.8093 0.8085
R1 0.8089 0.8089 0.8085 0.8088
PP 0.8086 0.8086 0.8086 0.8086
S1 0.8082 0.8082 0.8083 0.8081
S2 0.8079 0.8079 0.8083
S3 0.8072 0.8075 0.8082
S4 0.8065 0.8068 0.8080
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 0.8091 0.8022 0.0070 0.9% 0.0017 0.2% 90% True False 119
10 0.8091 0.7938 0.0153 1.9% 0.0019 0.2% 95% True False 66
20 0.8091 0.7796 0.0296 3.7% 0.0035 0.4% 98% True False 40
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0002
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8121
2.618 0.8109
1.618 0.8102
1.000 0.8098
0.618 0.8095
HIGH 0.8091
0.618 0.8088
0.500 0.8088
0.382 0.8087
LOW 0.8084
0.618 0.8080
1.000 0.8077
1.618 0.8073
2.618 0.8066
4.250 0.8054
Fisher Pivots for day following 19-Oct-2021
Pivot 1 day 3 day
R1 0.8088 0.8082
PP 0.8086 0.8079
S1 0.8085 0.8077

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

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