CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 17-Nov-2021
Day Change Summary
Previous Current
16-Nov-2021 17-Nov-2021 Change Change % Previous Week
Open 0.7991 0.7956 -0.0035 -0.4% 0.8018
High 0.7991 0.7957 -0.0034 -0.4% 0.8055
Low 0.7951 0.7919 -0.0032 -0.4% 0.7930
Close 0.7953 0.7920 -0.0034 -0.4% 0.7957
Range 0.0040 0.0038 -0.0002 -5.1% 0.0125
ATR 0.0035 0.0035 0.0000 0.6% 0.0000
Volume 143 59 -84 -58.7% 279
Daily Pivots for day following 17-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.8044 0.8019 0.7940
R3 0.8007 0.7982 0.7930
R2 0.7969 0.7969 0.7926
R1 0.7944 0.7944 0.7923 0.7938
PP 0.7932 0.7932 0.7932 0.7929
S1 0.7907 0.7907 0.7916 0.7901
S2 0.7894 0.7894 0.7913
S3 0.7857 0.7869 0.7909
S4 0.7819 0.7832 0.7899
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 0.7991 0.7919 0.0072 0.9% 0.0029 0.4% 1% False True 110
10 0.8055 0.7919 0.0136 1.7% 0.0028 0.4% 0% False True 71
20 0.8114 0.7919 0.0195 2.5% 0.0027 0.3% 0% False True 52
40 0.8114 0.7818 0.0296 3.7% 0.0030 0.4% 34% False False 47
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8116
2.618 0.8055
1.618 0.8017
1.000 0.7994
0.618 0.7980
HIGH 0.7957
0.618 0.7942
0.500 0.7938
0.382 0.7933
LOW 0.7919
0.618 0.7896
1.000 0.7882
1.618 0.7858
2.618 0.7821
4.250 0.7760
Fisher Pivots for day following 17-Nov-2021
Pivot 1 day 3 day
R1 0.7938 0.7955
PP 0.7932 0.7943
S1 0.7926 0.7931

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

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