CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 27-Oct-2021
Day Change Summary
Previous Current
26-Oct-2021 27-Oct-2021 Change Change % Previous Week
Open 0.8089 0.8065 -0.0024 -0.3% 0.8065
High 0.8089 0.8114 0.0025 0.3% 0.8113
Low 0.8063 0.8058 -0.0006 -0.1% 0.8062
Close 0.8068 0.8088 0.0021 0.3% 0.8079
Range 0.0026 0.0056 0.0031 119.6% 0.0051
ATR 0.0036 0.0037 0.0001 4.0% 0.0000
Volume 24 75 51 212.5% 134
Daily Pivots for day following 27-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.8254 0.8227 0.8119
R3 0.8198 0.8171 0.8103
R2 0.8142 0.8142 0.8098
R1 0.8115 0.8115 0.8093 0.8129
PP 0.8086 0.8086 0.8086 0.8093
S1 0.8059 0.8059 0.8083 0.8073
S2 0.8030 0.8030 0.8078
S3 0.7974 0.8003 0.8073
S4 0.7918 0.7947 0.8057
Weekly Pivots for week ending 22-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.8236 0.8208 0.8107
R3 0.8186 0.8158 0.8093
R2 0.8135 0.8135 0.8088
R1 0.8107 0.8107 0.8084 0.8121
PP 0.8085 0.8085 0.8085 0.8092
S1 0.8057 0.8057 0.8074 0.8071
S2 0.8034 0.8034 0.8070
S3 0.7984 0.8006 0.8065
S4 0.7933 0.7956 0.8051
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8114 0.8058 0.0056 0.7% 0.0030 0.4% 54% True True 34
10 0.8114 0.8056 0.0058 0.7% 0.0024 0.3% 56% True False 79
20 0.8114 0.7836 0.0278 3.4% 0.0026 0.3% 91% True False 48
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.8352
2.618 0.8260
1.618 0.8204
1.000 0.8170
0.618 0.8148
HIGH 0.8114
0.618 0.8092
0.500 0.8086
0.382 0.8079
LOW 0.8058
0.618 0.8023
1.000 0.8002
1.618 0.7967
2.618 0.7911
4.250 0.7820
Fisher Pivots for day following 27-Oct-2021
Pivot 1 day 3 day
R1 0.8087 0.8087
PP 0.8086 0.8086
S1 0.8086 0.8086

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

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