CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 30-Nov-2021
Day Change Summary
Previous Current
29-Nov-2021 30-Nov-2021 Change Change % Previous Week
Open 0.7854 0.7810 -0.0044 -0.6% 0.7900
High 0.7854 0.7820 -0.0034 -0.4% 0.7906
Low 0.7818 0.7795 -0.0023 -0.3% 0.7811
Close 0.7827 0.7819 -0.0008 -0.1% 0.7824
Range 0.0036 0.0025 -0.0011 -30.6% 0.0096
ATR 0.0039 0.0038 -0.0001 -1.3% 0.0000
Volume 172 143 -29 -16.9% 220
Daily Pivots for day following 30-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.7886 0.7877 0.7832
R3 0.7861 0.7852 0.7825
R2 0.7836 0.7836 0.7823
R1 0.7827 0.7827 0.7821 0.7832
PP 0.7811 0.7811 0.7811 0.7813
S1 0.7802 0.7802 0.7816 0.7807
S2 0.7786 0.7786 0.7814
S3 0.7761 0.7777 0.7812
S4 0.7736 0.7752 0.7805
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 0.7904 0.7795 0.0109 1.4% 0.0043 0.6% 22% False True 95
10 0.7991 0.7795 0.0196 2.5% 0.0040 0.5% 12% False True 93
20 0.8070 0.7795 0.0275 3.5% 0.0033 0.4% 9% False True 77
40 0.8114 0.7795 0.0319 4.1% 0.0027 0.3% 7% False True 62
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 0.0008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7926
2.618 0.7885
1.618 0.7860
1.000 0.7845
0.618 0.7835
HIGH 0.7820
0.618 0.7810
0.500 0.7808
0.382 0.7805
LOW 0.7795
0.618 0.7780
1.000 0.7770
1.618 0.7755
2.618 0.7730
4.250 0.7689
Fisher Pivots for day following 30-Nov-2021
Pivot 1 day 3 day
R1 0.7815 0.7850
PP 0.7811 0.7839
S1 0.7808 0.7829

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

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