CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 04-Nov-2021
Day Change Summary
Previous Current
03-Nov-2021 04-Nov-2021 Change Change % Previous Week
Open 0.8031 0.8035 0.0004 0.0% 0.8075
High 0.8057 0.8035 -0.0022 -0.3% 0.8114
Low 0.8027 0.8012 -0.0015 -0.2% 0.8058
Close 0.8057 0.8015 -0.0043 -0.5% 0.8068
Range 0.0030 0.0023 -0.0007 -23.3% 0.0056
ATR 0.0033 0.0034 0.0001 2.6% 0.0000
Volume 35 18 -17 -48.6% 188
Daily Pivots for day following 04-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.8090 0.8075 0.8027
R3 0.8067 0.8052 0.8021
R2 0.8044 0.8044 0.8019
R1 0.8029 0.8029 0.8017 0.8025
PP 0.8021 0.8021 0.8021 0.8018
S1 0.8006 0.8006 0.8012 0.8002
S2 0.7998 0.7998 0.8010
S3 0.7975 0.7983 0.8008
S4 0.7952 0.7960 0.8002
Weekly Pivots for week ending 29-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.8248 0.8214 0.8099
R3 0.8192 0.8158 0.8083
R2 0.8136 0.8136 0.8078
R1 0.8102 0.8102 0.8073 0.8091
PP 0.8080 0.8080 0.8080 0.8074
S1 0.8046 0.8046 0.8063 0.8035
S2 0.8024 0.8024 0.8058
S3 0.7968 0.7990 0.8053
S4 0.7912 0.7934 0.8037
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8084 0.8012 0.0072 0.9% 0.0022 0.3% 3% False True 30
10 0.8114 0.8012 0.0102 1.3% 0.0024 0.3% 2% False True 35
20 0.8114 0.7964 0.0150 1.9% 0.0024 0.3% 34% False False 53
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 False
Stretch 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8133
2.618 0.8095
1.618 0.8072
1.000 0.8058
0.618 0.8049
HIGH 0.8035
0.618 0.8026
0.500 0.8024
0.382 0.8021
LOW 0.8012
0.618 0.7998
1.000 0.7989
1.618 0.7975
2.618 0.7952
4.250 0.7914
Fisher Pivots for day following 04-Nov-2021
Pivot 1 day 3 day
R1 0.8024 0.8041
PP 0.8021 0.8032
S1 0.8018 0.8023

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

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