CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 15-Nov-2021
Day Change Summary
Previous Current
12-Nov-2021 15-Nov-2021 Change Change % Previous Week
Open 0.7930 0.7971 0.0041 0.5% 0.8018
High 0.7960 0.7989 0.0029 0.4% 0.8055
Low 0.7930 0.7971 0.0041 0.5% 0.7930
Close 0.7957 0.7983 0.0026 0.3% 0.7957
Range 0.0030 0.0018 -0.0012 -40.0% 0.0125
ATR 0.0034 0.0034 0.0000 -0.5% 0.0000
Volume 111 163 52 46.8% 279
Daily Pivots for day following 15-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.8035 0.8027 0.7992
R3 0.8017 0.8009 0.7987
R2 0.7999 0.7999 0.7986
R1 0.7991 0.7991 0.7984 0.7995
PP 0.7981 0.7981 0.7981 0.7983
S1 0.7973 0.7973 0.7981 0.7977
S2 0.7963 0.7963 0.7979
S3 0.7945 0.7955 0.7978
S4 0.7927 0.7937 0.7973
Weekly Pivots for week ending 12-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.8356 0.8281 0.8025
R3 0.8231 0.8156 0.7991
R2 0.8106 0.8106 0.7979
R1 0.8031 0.8031 0.7968 0.8006
PP 0.7981 0.7981 0.7981 0.7968
S1 0.7906 0.7906 0.7945 0.7881
S2 0.7856 0.7856 0.7934
S3 0.7731 0.7781 0.7922
S4 0.7606 0.7656 0.7888
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% 0.0031 0.4% 42% False False 84
10 0.8070 0.7930 0.0140 1.8% 0.0026 0.3% 38% False False 60
20 0.8114 0.7930 0.0184 2.3% 0.0025 0.3% 29% False False 45
40 0.8114 0.7786 0.0328 4.1% 0.0031 0.4% 60% False False 42
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8065
2.618 0.8036
1.618 0.8018
1.000 0.8007
0.618 0.8000
HIGH 0.7989
0.618 0.7982
0.500 0.7980
0.382 0.7977
LOW 0.7971
0.618 0.7959
1.000 0.7953
1.618 0.7941
2.618 0.7923
4.250 0.7894
Fisher Pivots for day following 15-Nov-2021
Pivot 1 day 3 day
R1 0.7982 0.7975
PP 0.7981 0.7967
S1 0.7980 0.7959

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

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