CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 19-Nov-2021
Day Change Summary
Previous Current
18-Nov-2021 19-Nov-2021 Change Change % Previous Week
Open 0.7915 0.7934 0.0019 0.2% 0.7971
High 0.7928 0.7938 0.0010 0.1% 0.7991
Low 0.7903 0.7891 -0.0012 -0.2% 0.7891
Close 0.7928 0.7892 -0.0036 -0.5% 0.7892
Range 0.0025 0.0047 0.0022 88.0% 0.0100
ATR 0.0034 0.0035 0.0001 2.7% 0.0000
Volume 108 89 -19 -17.6% 562
Daily Pivots for day following 19-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.8048 0.8017 0.7918
R3 0.8001 0.7970 0.7905
R2 0.7954 0.7954 0.7901
R1 0.7923 0.7923 0.7896 0.7915
PP 0.7907 0.7907 0.7907 0.7903
S1 0.7876 0.7876 0.7888 0.7868
S2 0.7860 0.7860 0.7883
S3 0.7813 0.7829 0.7879
S4 0.7766 0.7782 0.7866
Weekly Pivots for week ending 19-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.8223 0.8157 0.7947
R3 0.8124 0.8058 0.7919
R2 0.8024 0.8024 0.7910
R1 0.7958 0.7958 0.7901 0.7941
PP 0.7925 0.7925 0.7925 0.7916
S1 0.7859 0.7859 0.7883 0.7842
S2 0.7825 0.7825 0.7874
S3 0.7726 0.7759 0.7865
S4 0.7626 0.7660 0.7837
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7991 0.7891 0.0100 1.3% 0.0033 0.4% 1% False True 112
10 0.8055 0.7891 0.0164 2.1% 0.0031 0.4% 1% False True 84
20 0.8114 0.7891 0.0223 2.8% 0.0028 0.4% 0% False True 60
40 0.8114 0.7827 0.0287 3.6% 0.0028 0.4% 23% False False 51
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 0.0005
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8138
2.618 0.8061
1.618 0.8014
1.000 0.7985
0.618 0.7967
HIGH 0.7938
0.618 0.7920
0.500 0.7915
0.382 0.7909
LOW 0.7891
0.618 0.7862
1.000 0.7844
1.618 0.7815
2.618 0.7768
4.250 0.7691
Fisher Pivots for day following 19-Nov-2021
Pivot 1 day 3 day
R1 0.7915 0.7924
PP 0.7907 0.7913
S1 0.7900 0.7903

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

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