CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 22-Nov-2021
Day Change Summary
Previous Current
19-Nov-2021 22-Nov-2021 Change Change % Previous Week
Open 0.7934 0.7900 -0.0034 -0.4% 0.7971
High 0.7938 0.7906 -0.0032 -0.4% 0.7991
Low 0.7891 0.7868 -0.0023 -0.3% 0.7891
Close 0.7892 0.7868 -0.0024 -0.3% 0.7892
Range 0.0047 0.0038 -0.0009 -19.1% 0.0100
ATR 0.0035 0.0035 0.0000 0.6% 0.0000
Volume 89 56 -33 -37.1% 562
Daily Pivots for day following 22-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.7995 0.7969 0.7889
R3 0.7957 0.7931 0.7878
R2 0.7919 0.7919 0.7875
R1 0.7893 0.7893 0.7871 0.7887
PP 0.7881 0.7881 0.7881 0.7878
S1 0.7855 0.7855 0.7865 0.7849
S2 0.7843 0.7843 0.7861
S3 0.7805 0.7817 0.7858
S4 0.7767 0.7779 0.7847
Weekly Pivots for week ending 19-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.8223 0.8157 0.7947
R3 0.8124 0.8058 0.7919
R2 0.8024 0.8024 0.7910
R1 0.7958 0.7958 0.7901 0.7941
PP 0.7925 0.7925 0.7925 0.7916
S1 0.7859 0.7859 0.7883 0.7842
S2 0.7825 0.7825 0.7874
S3 0.7726 0.7759 0.7865
S4 0.7626 0.7660 0.7837
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7991 0.7868 0.0123 1.6% 0.0037 0.5% 0% False True 91
10 0.8055 0.7868 0.0187 2.4% 0.0034 0.4% 0% False True 87
20 0.8114 0.7868 0.0246 3.1% 0.0029 0.4% 0% False True 61
40 0.8114 0.7827 0.0287 3.6% 0.0028 0.4% 14% False False 52
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8068
2.618 0.8005
1.618 0.7967
1.000 0.7944
0.618 0.7929
HIGH 0.7906
0.618 0.7891
0.500 0.7887
0.382 0.7883
LOW 0.7868
0.618 0.7845
1.000 0.7830
1.618 0.7807
2.618 0.7769
4.250 0.7707
Fisher Pivots for day following 22-Nov-2021
Pivot 1 day 3 day
R1 0.7887 0.7903
PP 0.7881 0.7891
S1 0.7874 0.7880

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

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