CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 24-Nov-2021
Day Change Summary
Previous Current
23-Nov-2021 24-Nov-2021 Change Change % Previous Week
Open 0.7868 0.7882 0.0014 0.2% 0.7971
High 0.7888 0.7895 0.0007 0.1% 0.7991
Low 0.7850 0.7872 0.0023 0.3% 0.7891
Close 0.7879 0.7887 0.0008 0.1% 0.7892
Range 0.0039 0.0023 -0.0016 -40.3% 0.0100
ATR 0.0036 0.0035 -0.0001 -2.5% 0.0000
Volume 58 63 5 8.6% 562
Daily Pivots for day following 24-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.7954 0.7943 0.7899
R3 0.7931 0.7920 0.7893
R2 0.7908 0.7908 0.7891
R1 0.7897 0.7897 0.7889 0.7902
PP 0.7885 0.7885 0.7885 0.7887
S1 0.7874 0.7874 0.7884 0.7879
S2 0.7862 0.7862 0.7882
S3 0.7839 0.7851 0.7880
S4 0.7816 0.7828 0.7874
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 0.7938 0.7850 0.0089 1.1% 0.0034 0.4% 42% False False 74
10 0.7991 0.7850 0.0141 1.8% 0.0032 0.4% 26% False False 92
20 0.8096 0.7850 0.0246 3.1% 0.0028 0.4% 15% False False 62
40 0.8114 0.7836 0.0278 3.5% 0.0027 0.3% 18% False False 55
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0005
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7993
2.618 0.7955
1.618 0.7932
1.000 0.7918
0.618 0.7909
HIGH 0.7895
0.618 0.7886
0.500 0.7884
0.382 0.7881
LOW 0.7872
0.618 0.7858
1.000 0.7849
1.618 0.7835
2.618 0.7812
4.250 0.7774
Fisher Pivots for day following 24-Nov-2021
Pivot 1 day 3 day
R1 0.7886 0.7884
PP 0.7885 0.7881
S1 0.7884 0.7878

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

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