CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 12-Nov-2021
Day Change Summary
Previous Current
11-Nov-2021 12-Nov-2021 Change Change % Previous Week
Open 0.7951 0.7930 -0.0021 -0.3% 0.8018
High 0.7951 0.7960 0.0010 0.1% 0.8055
Low 0.7930 0.7930 0.0000 0.0% 0.7930
Close 0.7939 0.7957 0.0018 0.2% 0.7957
Range 0.0021 0.0030 0.0010 46.3% 0.0125
ATR 0.0035 0.0034 0.0000 -1.0% 0.0000
Volume 76 111 35 46.1% 279
Daily Pivots for day following 12-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.8039 0.8028 0.7973
R3 0.8009 0.7998 0.7965
R2 0.7979 0.7979 0.7962
R1 0.7968 0.7968 0.7959 0.7973
PP 0.7949 0.7949 0.7949 0.7952
S1 0.7938 0.7938 0.7954 0.7943
S2 0.7919 0.7919 0.7951
S3 0.7889 0.7908 0.7948
S4 0.7859 0.7878 0.7940
Weekly Pivots for week ending 12-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.8356 0.8281 0.8025
R3 0.8231 0.8156 0.7991
R2 0.8106 0.8106 0.7979
R1 0.8031 0.8031 0.7968 0.8006
PP 0.7981 0.7981 0.7981 0.7968
S1 0.7906 0.7906 0.7945 0.7881
S2 0.7856 0.7856 0.7934
S3 0.7731 0.7781 0.7922
S4 0.7606 0.7656 0.7888
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8055 0.7930 0.0125 1.6% 0.0029 0.4% 21% False True 55
10 0.8084 0.7930 0.0154 1.9% 0.0026 0.3% 17% False True 46
20 0.8114 0.7930 0.0184 2.3% 0.0025 0.3% 14% False True 39
40 0.8114 0.7755 0.0359 4.5% 0.0032 0.4% 56% False False 38
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8088
2.618 0.8039
1.618 0.8009
1.000 0.7990
0.618 0.7979
HIGH 0.7960
0.618 0.7949
0.500 0.7945
0.382 0.7941
LOW 0.7930
0.618 0.7911
1.000 0.7900
1.618 0.7881
2.618 0.7851
4.250 0.7803
Fisher Pivots for day following 12-Nov-2021
Pivot 1 day 3 day
R1 0.7953 0.7993
PP 0.7949 0.7981
S1 0.7945 0.7969

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

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