CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 10-Nov-2021
Day Change Summary
Previous Current
09-Nov-2021 10-Nov-2021 Change Change % Previous Week
Open 0.8025 0.8033 0.0008 0.1% 0.8067
High 0.8031 0.8055 0.0024 0.3% 0.8084
Low 0.8010 0.7992 -0.0019 -0.2% 0.8006
Close 0.8031 0.7992 -0.0040 -0.5% 0.8017
Range 0.0021 0.0064 0.0043 202.4% 0.0078
ATR 0.0030 0.0033 0.0002 7.8% 0.0000
Volume 43 29 -14 -32.6% 186
Daily Pivots for day following 10-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.8203 0.8161 0.8026
R3 0.8140 0.8097 0.8009
R2 0.8076 0.8076 0.8003
R1 0.8034 0.8034 0.7997 0.8023
PP 0.8013 0.8013 0.8013 0.8007
S1 0.7970 0.7970 0.7986 0.7960
S2 0.7949 0.7949 0.7980
S3 0.7886 0.7907 0.7974
S4 0.7822 0.7843 0.7957
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 0.8055 0.7992 0.0064 0.8% 0.0027 0.3% 0% True True 31
10 0.8096 0.7992 0.0104 1.3% 0.0024 0.3% 0% False True 33
20 0.8114 0.7992 0.0122 1.5% 0.0024 0.3% 0% False True 56
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 0.8325
2.618 0.8221
1.618 0.8158
1.000 0.8119
0.618 0.8094
HIGH 0.8055
0.618 0.8031
0.500 0.8023
0.382 0.8016
LOW 0.7992
0.618 0.7952
1.000 0.7928
1.618 0.7889
2.618 0.7825
4.250 0.7722
Fisher Pivots for day following 10-Nov-2021
Pivot 1 day 3 day
R1 0.8023 0.8023
PP 0.8013 0.8013
S1 0.8002 0.8002

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

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