CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 02-Nov-2021
Day Change Summary
Previous Current
01-Nov-2021 02-Nov-2021 Change Change % Previous Week
Open 0.8067 0.8070 0.0003 0.0% 0.8075
High 0.8084 0.8070 -0.0014 -0.2% 0.8114
Low 0.8065 0.8049 -0.0016 -0.2% 0.8058
Close 0.8073 0.8049 -0.0024 -0.3% 0.8068
Range 0.0019 0.0021 0.0003 13.5% 0.0056
ATR 0.0034 0.0033 -0.0001 -2.1% 0.0000
Volume 20 64 44 220.0% 188
Daily Pivots for day following 02-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.8119 0.8105 0.8061
R3 0.8098 0.8084 0.8055
R2 0.8077 0.8077 0.8053
R1 0.8063 0.8063 0.8051 0.8060
PP 0.8056 0.8056 0.8056 0.8054
S1 0.8042 0.8042 0.8047 0.8039
S2 0.8035 0.8035 0.8045
S3 0.8014 0.8021 0.8043
S4 0.7993 0.8000 0.8037
Weekly Pivots for week ending 29-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.8248 0.8214 0.8099
R3 0.8192 0.8158 0.8083
R2 0.8136 0.8136 0.8078
R1 0.8102 0.8102 0.8073 0.8091
PP 0.8080 0.8080 0.8080 0.8074
S1 0.8046 0.8046 0.8063 0.8035
S2 0.8024 0.8024 0.8058
S3 0.7968 0.7990 0.8053
S4 0.7912 0.7934 0.8037
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8114 0.8049 0.0065 0.8% 0.0026 0.3% 0% False True 42
10 0.8114 0.8049 0.0065 0.8% 0.0025 0.3% 0% False True 34
20 0.8114 0.7938 0.0176 2.2% 0.0022 0.3% 63% False False 50
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0002
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8159
2.618 0.8125
1.618 0.8104
1.000 0.8091
0.618 0.8083
HIGH 0.8070
0.618 0.8062
0.500 0.8060
0.382 0.8057
LOW 0.8049
0.618 0.8036
1.000 0.8028
1.618 0.8015
2.618 0.7994
4.250 0.7960
Fisher Pivots for day following 02-Nov-2021
Pivot 1 day 3 day
R1 0.8060 0.8066
PP 0.8056 0.8061
S1 0.8053 0.8055

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

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