CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 22-Oct-2021
Day Change Summary
Previous Current
21-Oct-2021 22-Oct-2021 Change Change % Previous Week
Open 0.8104 0.8074 -0.0030 -0.4% 0.8065
High 0.8104 0.8090 -0.0014 -0.2% 0.8113
Low 0.8070 0.8072 0.0002 0.0% 0.8062
Close 0.8070 0.8079 0.0009 0.1% 0.8079
Range 0.0034 0.0018 -0.0016 -47.1% 0.0051
ATR 0.0040 0.0038 -0.0001 -3.6% 0.0000
Volume 12 28 16 133.3% 134
Daily Pivots for day following 22-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.8134 0.8125 0.8089
R3 0.8116 0.8107 0.8084
R2 0.8098 0.8098 0.8082
R1 0.8089 0.8089 0.8081 0.8094
PP 0.8080 0.8080 0.8080 0.8083
S1 0.8071 0.8071 0.8077 0.8076
S2 0.8062 0.8062 0.8076
S3 0.8044 0.8053 0.8074
S4 0.8026 0.8035 0.8069
Weekly Pivots for week ending 22-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.8236 0.8208 0.8107
R3 0.8186 0.8158 0.8093
R2 0.8135 0.8135 0.8088
R1 0.8107 0.8107 0.8084 0.8121
PP 0.8085 0.8085 0.8085 0.8092
S1 0.8057 0.8057 0.8074 0.8071
S2 0.8034 0.8034 0.8070
S3 0.7984 0.8006 0.8065
S4 0.7933 0.7956 0.8051
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8113 0.8062 0.0051 0.6% 0.0021 0.3% 34% False False 26
10 0.8113 0.8010 0.0103 1.3% 0.0021 0.3% 67% False False 71
20 0.8113 0.7827 0.0286 3.5% 0.0028 0.4% 88% False False 42
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8167
2.618 0.8137
1.618 0.8119
1.000 0.8108
0.618 0.8101
HIGH 0.8090
0.618 0.8083
0.500 0.8081
0.382 0.8079
LOW 0.8072
0.618 0.8061
1.000 0.8054
1.618 0.8043
2.618 0.8025
4.250 0.7996
Fisher Pivots for day following 22-Oct-2021
Pivot 1 day 3 day
R1 0.8081 0.8091
PP 0.8080 0.8087
S1 0.8080 0.8083

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

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