CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 29-Nov-2021
Day Change Summary
Previous Current
26-Nov-2021 29-Nov-2021 Change Change % Previous Week
Open 0.7890 0.7854 -0.0036 -0.4% 0.7900
High 0.7904 0.7854 -0.0050 -0.6% 0.7906
Low 0.7811 0.7818 0.0008 0.1% 0.7811
Close 0.7824 0.7827 0.0003 0.0% 0.7824
Range 0.0094 0.0036 -0.0058 -61.5% 0.0096
ATR 0.0039 0.0039 0.0000 -0.5% 0.0000
Volume 43 172 129 300.0% 220
Daily Pivots for day following 29-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.7941 0.7920 0.7846
R3 0.7905 0.7884 0.7836
R2 0.7869 0.7869 0.7833
R1 0.7848 0.7848 0.7830 0.7840
PP 0.7833 0.7833 0.7833 0.7829
S1 0.7812 0.7812 0.7823 0.7804
S2 0.7797 0.7797 0.7820
S3 0.7761 0.7776 0.7817
S4 0.7725 0.7740 0.7807
Weekly Pivots for week ending 26-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.8133 0.8074 0.7877
R3 0.8038 0.7979 0.7850
R2 0.7942 0.7942 0.7842
R1 0.7883 0.7883 0.7833 0.7865
PP 0.7847 0.7847 0.7847 0.7838
S1 0.7788 0.7788 0.7815 0.7770
S2 0.7751 0.7751 0.7806
S3 0.7656 0.7692 0.7798
S4 0.7560 0.7597 0.7771
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7906 0.7811 0.0096 1.2% 0.0046 0.6% 17% False False 78
10 0.7991 0.7811 0.0180 2.3% 0.0040 0.5% 9% False False 95
20 0.8084 0.7811 0.0273 3.5% 0.0033 0.4% 6% False False 70
40 0.8114 0.7811 0.0303 3.9% 0.0027 0.3% 5% False False 60
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8007
2.618 0.7948
1.618 0.7912
1.000 0.7890
0.618 0.7876
HIGH 0.7854
0.618 0.7840
0.500 0.7836
0.382 0.7832
LOW 0.7818
0.618 0.7796
1.000 0.7782
1.618 0.7760
2.618 0.7724
4.250 0.7665
Fisher Pivots for day following 29-Nov-2021
Pivot 1 day 3 day
R1 0.7836 0.7857
PP 0.7833 0.7847
S1 0.7830 0.7837

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

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