CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 09-Nov-2021
Day Change Summary
Previous Current
08-Nov-2021 09-Nov-2021 Change Change % Previous Week
Open 0.8018 0.8025 0.0007 0.1% 0.8067
High 0.8026 0.8031 0.0005 0.1% 0.8084
Low 0.8016 0.8010 -0.0006 -0.1% 0.8006
Close 0.8025 0.8031 0.0006 0.1% 0.8017
Range 0.0010 0.0021 0.0011 110.0% 0.0078
ATR 0.0031 0.0030 -0.0001 -2.3% 0.0000
Volume 20 43 23 115.0% 186
Daily Pivots for day following 09-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.8087 0.8080 0.8043
R3 0.8066 0.8059 0.8037
R2 0.8045 0.8045 0.8035
R1 0.8038 0.8038 0.8033 0.8042
PP 0.8024 0.8024 0.8024 0.8026
S1 0.8017 0.8017 0.8029 0.8021
S2 0.8003 0.8003 0.8027
S3 0.7982 0.7996 0.8025
S4 0.7961 0.7975 0.8019
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 0.8057 0.8006 0.0051 0.6% 0.0021 0.3% 49% False False 33
10 0.8114 0.8006 0.0108 1.3% 0.0023 0.3% 23% False False 37
20 0.8114 0.8006 0.0108 1.3% 0.0022 0.3% 23% False False 55
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8120
2.618 0.8086
1.618 0.8065
1.000 0.8052
0.618 0.8044
HIGH 0.8031
0.618 0.8023
0.500 0.8021
0.382 0.8018
LOW 0.8010
0.618 0.7997
1.000 0.7989
1.618 0.7976
2.618 0.7955
4.250 0.7921
Fisher Pivots for day following 09-Nov-2021
Pivot 1 day 3 day
R1 0.8028 0.8027
PP 0.8024 0.8023
S1 0.8021 0.8019

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

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