CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 18-Nov-2021
Day Change Summary
Previous Current
17-Nov-2021 18-Nov-2021 Change Change % Previous Week
Open 0.7956 0.7915 -0.0041 -0.5% 0.8018
High 0.7957 0.7928 -0.0029 -0.4% 0.8055
Low 0.7919 0.7903 -0.0016 -0.2% 0.7930
Close 0.7920 0.7928 0.0009 0.1% 0.7957
Range 0.0038 0.0025 -0.0013 -33.3% 0.0125
ATR 0.0035 0.0034 -0.0001 -2.0% 0.0000
Volume 59 108 49 83.1% 279
Daily Pivots for day following 18-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.7995 0.7986 0.7942
R3 0.7970 0.7961 0.7935
R2 0.7945 0.7945 0.7933
R1 0.7936 0.7936 0.7930 0.7941
PP 0.7920 0.7920 0.7920 0.7922
S1 0.7911 0.7911 0.7926 0.7916
S2 0.7895 0.7895 0.7923
S3 0.7870 0.7886 0.7921
S4 0.7845 0.7861 0.7914
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 0.7903 0.0088 1.1% 0.0030 0.4% 29% False True 116
10 0.8055 0.7903 0.0152 1.9% 0.0028 0.4% 16% False True 80
20 0.8114 0.7903 0.0211 2.7% 0.0026 0.3% 12% False True 57
40 0.8114 0.7827 0.0287 3.6% 0.0028 0.4% 35% False False 49
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 True
Bull Hook False
Stretch 0.0005
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8034
2.618 0.7993
1.618 0.7968
1.000 0.7953
0.618 0.7943
HIGH 0.7928
0.618 0.7918
0.500 0.7916
0.382 0.7913
LOW 0.7903
0.618 0.7888
1.000 0.7878
1.618 0.7863
2.618 0.7838
4.250 0.7797
Fisher Pivots for day following 18-Nov-2021
Pivot 1 day 3 day
R1 0.7924 0.7947
PP 0.7920 0.7941
S1 0.7916 0.7934

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

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