CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 05-Nov-2021
Day Change Summary
Previous Current
04-Nov-2021 05-Nov-2021 Change Change % Previous Week
Open 0.8035 0.8018 -0.0017 -0.2% 0.8067
High 0.8035 0.8025 -0.0010 -0.1% 0.8084
Low 0.8012 0.8006 -0.0006 -0.1% 0.8006
Close 0.8015 0.8017 0.0003 0.0% 0.8017
Range 0.0023 0.0019 -0.0004 -17.4% 0.0078
ATR 0.0034 0.0033 -0.0001 -3.1% 0.0000
Volume 18 49 31 172.2% 186
Daily Pivots for day following 05-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.8073 0.8064 0.8027
R3 0.8054 0.8045 0.8022
R2 0.8035 0.8035 0.8020
R1 0.8026 0.8026 0.8019 0.8021
PP 0.8016 0.8016 0.8016 0.8014
S1 0.8007 0.8007 0.8015 0.8002
S2 0.7997 0.7997 0.8014
S3 0.7978 0.7988 0.8012
S4 0.7959 0.7969 0.8007
Weekly Pivots for week ending 05-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.8268 0.8220 0.8060
R3 0.8191 0.8143 0.8038
R2 0.8113 0.8113 0.8031
R1 0.8065 0.8065 0.8024 0.8050
PP 0.8036 0.8036 0.8036 0.8028
S1 0.7988 0.7988 0.8010 0.7973
S2 0.7958 0.7958 0.8003
S3 0.7881 0.7910 0.7996
S4 0.7803 0.7833 0.7974
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8084 0.8006 0.0078 1.0% 0.0022 0.3% 14% False True 37
10 0.8114 0.8006 0.0108 1.3% 0.0024 0.3% 10% False True 37
20 0.8114 0.8006 0.0108 1.3% 0.0022 0.3% 10% False True 54
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 0.0003
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8106
2.618 0.8075
1.618 0.8056
1.000 0.8044
0.618 0.8037
HIGH 0.8025
0.618 0.8018
0.500 0.8016
0.382 0.8013
LOW 0.8006
0.618 0.7994
1.000 0.7987
1.618 0.7975
2.618 0.7956
4.250 0.7925
Fisher Pivots for day following 05-Nov-2021
Pivot 1 day 3 day
R1 0.8017 0.8032
PP 0.8016 0.8027
S1 0.8016 0.8022

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

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