CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 02-Dec-2021
Day Change Summary
Previous Current
01-Dec-2021 02-Dec-2021 Change Change % Previous Week
Open 0.7835 0.7806 -0.0029 -0.4% 0.7900
High 0.7859 0.7807 -0.0053 -0.7% 0.7906
Low 0.7802 0.7790 -0.0012 -0.2% 0.7811
Close 0.7802 0.7801 -0.0001 0.0% 0.7824
Range 0.0057 0.0017 -0.0041 -71.1% 0.0096
ATR 0.0039 0.0038 -0.0002 -4.2% 0.0000
Volume 233 833 600 257.5% 220
Daily Pivots for day following 02-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.7849 0.7841 0.7810
R3 0.7832 0.7825 0.7806
R2 0.7816 0.7816 0.7804
R1 0.7808 0.7808 0.7803 0.7804
PP 0.7799 0.7799 0.7799 0.7797
S1 0.7792 0.7792 0.7799 0.7787
S2 0.7783 0.7783 0.7798
S3 0.7766 0.7775 0.7796
S4 0.7750 0.7759 0.7792
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 0.7790 0.0114 1.5% 0.0046 0.6% 10% False True 284
10 0.7938 0.7790 0.0148 1.9% 0.0040 0.5% 7% False True 179
20 0.8055 0.7790 0.0265 3.4% 0.0034 0.4% 4% False True 125
40 0.8114 0.7790 0.0324 4.1% 0.0029 0.4% 3% False True 88
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0010
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 0.7877
2.618 0.7850
1.618 0.7833
1.000 0.7823
0.618 0.7817
HIGH 0.7807
0.618 0.7800
0.500 0.7798
0.382 0.7796
LOW 0.7790
0.618 0.7780
1.000 0.7774
1.618 0.7763
2.618 0.7747
4.250 0.7720
Fisher Pivots for day following 02-Dec-2021
Pivot 1 day 3 day
R1 0.7800 0.7825
PP 0.7799 0.7817
S1 0.7798 0.7809

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

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