CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 25-Oct-2021
Day Change Summary
Previous Current
22-Oct-2021 25-Oct-2021 Change Change % Previous Week
Open 0.8074 0.8075 0.0001 0.0% 0.8065
High 0.8090 0.8080 -0.0011 -0.1% 0.8113
Low 0.8072 0.8065 -0.0008 -0.1% 0.8062
Close 0.8079 0.8068 -0.0011 -0.1% 0.8079
Range 0.0018 0.0015 -0.0003 -16.7% 0.0051
ATR 0.0038 0.0037 -0.0002 -4.4% 0.0000
Volume 28 34 6 21.4% 134
Daily Pivots for day following 25-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.8116 0.8107 0.8076
R3 0.8101 0.8092 0.8072
R2 0.8086 0.8086 0.8071
R1 0.8077 0.8077 0.8069 0.8074
PP 0.8071 0.8071 0.8071 0.8069
S1 0.8062 0.8062 0.8067 0.8059
S2 0.8056 0.8056 0.8065
S3 0.8041 0.8047 0.8064
S4 0.8026 0.8032 0.8060
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 0.8065 0.0048 0.6% 0.0020 0.2% 7% False True 26
10 0.8113 0.8010 0.0103 1.3% 0.0020 0.2% 57% False False 73
20 0.8113 0.7827 0.0286 3.5% 0.0028 0.3% 84% False False 44
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 0.0002
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8143
2.618 0.8119
1.618 0.8104
1.000 0.8095
0.618 0.8089
HIGH 0.8080
0.618 0.8074
0.500 0.8072
0.382 0.8070
LOW 0.8065
0.618 0.8055
1.000 0.8050
1.618 0.8040
2.618 0.8025
4.250 0.8001
Fisher Pivots for day following 25-Oct-2021
Pivot 1 day 3 day
R1 0.8072 0.8084
PP 0.8071 0.8079
S1 0.8069 0.8073

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

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