CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 16-Nov-2021
Day Change Summary
Previous Current
15-Nov-2021 16-Nov-2021 Change Change % Previous Week
Open 0.7971 0.7991 0.0020 0.3% 0.8018
High 0.7989 0.7991 0.0002 0.0% 0.8055
Low 0.7971 0.7951 -0.0020 -0.2% 0.7930
Close 0.7983 0.7953 -0.0030 -0.4% 0.7957
Range 0.0018 0.0040 0.0022 119.4% 0.0125
ATR 0.0034 0.0035 0.0000 1.1% 0.0000
Volume 163 143 -20 -12.3% 279
Daily Pivots for day following 16-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.8083 0.8058 0.7975
R3 0.8044 0.8018 0.7964
R2 0.8004 0.8004 0.7960
R1 0.7979 0.7979 0.7957 0.7972
PP 0.7965 0.7965 0.7965 0.7961
S1 0.7939 0.7939 0.7949 0.7932
S2 0.7925 0.7925 0.7946
S3 0.7886 0.7900 0.7942
S4 0.7846 0.7860 0.7931
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% 0.0034 0.4% 18% False False 104
10 0.8057 0.7930 0.0127 1.6% 0.0027 0.3% 18% False False 68
20 0.8114 0.7930 0.0184 2.3% 0.0026 0.3% 13% False False 51
40 0.8114 0.7796 0.0318 4.0% 0.0030 0.4% 50% False False 45
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8158
2.618 0.8094
1.618 0.8054
1.000 0.8030
0.618 0.8015
HIGH 0.7991
0.618 0.7975
0.500 0.7971
0.382 0.7966
LOW 0.7951
0.618 0.7927
1.000 0.7912
1.618 0.7887
2.618 0.7848
4.250 0.7783
Fisher Pivots for day following 16-Nov-2021
Pivot 1 day 3 day
R1 0.7971 0.7960
PP 0.7965 0.7958
S1 0.7959 0.7955

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

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