CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 11-Nov-2021
Day Change Summary
Previous Current
10-Nov-2021 11-Nov-2021 Change Change % Previous Week
Open 0.8033 0.7951 -0.0083 -1.0% 0.8067
High 0.8055 0.7951 -0.0105 -1.3% 0.8084
Low 0.7992 0.7930 -0.0062 -0.8% 0.8006
Close 0.7992 0.7939 -0.0053 -0.7% 0.8017
Range 0.0064 0.0021 -0.0043 -67.7% 0.0078
ATR 0.0033 0.0035 0.0002 6.3% 0.0000
Volume 29 76 47 162.1% 186
Daily Pivots for day following 11-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.8001 0.7990 0.7950
R3 0.7981 0.7970 0.7944
R2 0.7960 0.7960 0.7942
R1 0.7949 0.7949 0.7940 0.7945
PP 0.7940 0.7940 0.7940 0.7937
S1 0.7929 0.7929 0.7937 0.7924
S2 0.7919 0.7919 0.7935
S3 0.7899 0.7908 0.7933
S4 0.7878 0.7888 0.7927
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 0.7930 0.0125 1.6% 0.0027 0.3% 7% False True 43
10 0.8084 0.7930 0.0154 1.9% 0.0025 0.3% 6% False True 37
20 0.8114 0.7930 0.0184 2.3% 0.0024 0.3% 5% False True 59
40 0.8114 0.7755 0.0359 4.5% 0.0033 0.4% 51% False False 36
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 0.0004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8038
2.618 0.8004
1.618 0.7984
1.000 0.7971
0.618 0.7963
HIGH 0.7951
0.618 0.7943
0.500 0.7940
0.382 0.7938
LOW 0.7930
0.618 0.7917
1.000 0.7910
1.618 0.7897
2.618 0.7876
4.250 0.7843
Fisher Pivots for day following 11-Nov-2021
Pivot 1 day 3 day
R1 0.7940 0.7993
PP 0.7940 0.7975
S1 0.7939 0.7957

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

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