CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 20-Oct-2021
Day Change Summary
Previous Current
19-Oct-2021 20-Oct-2021 Change Change % Previous Week
Open 0.8086 0.8087 0.0001 0.0% 0.8030
High 0.8091 0.8113 0.0022 0.3% 0.8087
Low 0.8084 0.8087 0.0003 0.0% 0.8010
Close 0.8084 0.8113 0.0029 0.4% 0.8071
Range 0.0007 0.0026 0.0019 271.4% 0.0078
ATR 0.0040 0.0040 -0.0001 -2.1% 0.0000
Volume 24 34 10 41.7% 578
Daily Pivots for day following 20-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.8182 0.8173 0.8127
R3 0.8156 0.8147 0.8120
R2 0.8130 0.8130 0.8117
R1 0.8121 0.8121 0.8115 0.8126
PP 0.8104 0.8104 0.8104 0.8106
S1 0.8095 0.8095 0.8110 0.8100
S2 0.8078 0.8078 0.8108
S3 0.8052 0.8069 0.8105
S4 0.8026 0.8043 0.8098
Weekly Pivots for week ending 15-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.8288 0.8257 0.8113
R3 0.8211 0.8179 0.8092
R2 0.8133 0.8133 0.8085
R1 0.8102 0.8102 0.8078 0.8118
PP 0.8056 0.8056 0.8056 0.8064
S1 0.8024 0.8024 0.8063 0.8040
S2 0.7978 0.7978 0.8056
S3 0.7901 0.7947 0.8049
S4 0.7823 0.7869 0.8028
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8113 0.8056 0.0057 0.7% 0.0019 0.2% 100% True False 125
10 0.8113 0.7962 0.0151 1.9% 0.0022 0.3% 100% True False 69
20 0.8113 0.7818 0.0295 3.6% 0.0032 0.4% 100% True False 41
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8223
2.618 0.8181
1.618 0.8155
1.000 0.8139
0.618 0.8129
HIGH 0.8113
0.618 0.8103
0.500 0.8100
0.382 0.8096
LOW 0.8087
0.618 0.8070
1.000 0.8061
1.618 0.8044
2.618 0.8018
4.250 0.7976
Fisher Pivots for day following 20-Oct-2021
Pivot 1 day 3 day
R1 0.8108 0.8104
PP 0.8104 0.8096
S1 0.8100 0.8087

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

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