CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 08-Nov-2021
Day Change Summary
Previous Current
05-Nov-2021 08-Nov-2021 Change Change % Previous Week
Open 0.8018 0.8018 0.0000 0.0% 0.8067
High 0.8025 0.8026 0.0001 0.0% 0.8084
Low 0.8006 0.8016 0.0010 0.1% 0.8006
Close 0.8017 0.8025 0.0008 0.1% 0.8017
Range 0.0019 0.0010 -0.0009 -47.4% 0.0078
ATR 0.0033 0.0031 -0.0002 -5.0% 0.0000
Volume 49 20 -29 -59.2% 186
Daily Pivots for day following 08-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.8052 0.8049 0.8031
R3 0.8042 0.8039 0.8028
R2 0.8032 0.8032 0.8027
R1 0.8029 0.8029 0.8026 0.8031
PP 0.8022 0.8022 0.8022 0.8023
S1 0.8019 0.8019 0.8024 0.8021
S2 0.8012 0.8012 0.8023
S3 0.8002 0.8009 0.8022
S4 0.7992 0.7999 0.8020
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 0.8070 0.8006 0.0064 0.8% 0.0021 0.3% 30% False False 37
10 0.8114 0.8006 0.0108 1.3% 0.0024 0.3% 18% False False 36
20 0.8114 0.8006 0.0108 1.3% 0.0022 0.3% 18% False False 54
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.8069
2.618 0.8052
1.618 0.8042
1.000 0.8036
0.618 0.8032
HIGH 0.8026
0.618 0.8022
0.500 0.8021
0.382 0.8020
LOW 0.8016
0.618 0.8010
1.000 0.8006
1.618 0.8000
2.618 0.7990
4.250 0.7974
Fisher Pivots for day following 08-Nov-2021
Pivot 1 day 3 day
R1 0.8024 0.8024
PP 0.8022 0.8022
S1 0.8021 0.8021

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

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