CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 26-Nov-2021
Day Change Summary
Previous Current
24-Nov-2021 26-Nov-2021 Change Change % Previous Week
Open 0.7882 0.7890 0.0008 0.1% 0.7900
High 0.7895 0.7904 0.0009 0.1% 0.7906
Low 0.7872 0.7811 -0.0062 -0.8% 0.7811
Close 0.7887 0.7824 -0.0063 -0.8% 0.7824
Range 0.0023 0.0094 0.0071 306.5% 0.0096
ATR 0.0035 0.0039 0.0004 12.1% 0.0000
Volume 63 43 -20 -31.7% 220
Daily Pivots for day following 26-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.8127 0.8069 0.7875
R3 0.8033 0.7975 0.7850
R2 0.7940 0.7940 0.7841
R1 0.7882 0.7882 0.7833 0.7864
PP 0.7846 0.7846 0.7846 0.7837
S1 0.7788 0.7788 0.7815 0.7771
S2 0.7753 0.7753 0.7807
S3 0.7659 0.7695 0.7798
S4 0.7566 0.7601 0.7773
Weekly Pivots for week ending 26-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.8133 0.8074 0.7877
R3 0.8038 0.7979 0.7850
R2 0.7942 0.7942 0.7842
R1 0.7883 0.7883 0.7833 0.7865
PP 0.7847 0.7847 0.7847 0.7838
S1 0.7788 0.7788 0.7815 0.7770
S2 0.7751 0.7751 0.7806
S3 0.7656 0.7692 0.7798
S4 0.7560 0.7597 0.7771
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7938 0.7811 0.0128 1.6% 0.0048 0.6% 11% False True 61
10 0.7991 0.7811 0.0180 2.3% 0.0039 0.5% 8% False True 89
20 0.8084 0.7811 0.0273 3.5% 0.0032 0.4% 5% False True 63
40 0.8114 0.7811 0.0303 3.9% 0.0027 0.3% 4% False True 56
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 0.0007
Widest range in 51 trading days
Fibonacci Retracements and Extensions
4.250 0.8301
2.618 0.8149
1.618 0.8055
1.000 0.7998
0.618 0.7962
HIGH 0.7904
0.618 0.7868
0.500 0.7857
0.382 0.7846
LOW 0.7811
0.618 0.7753
1.000 0.7717
1.618 0.7659
2.618 0.7566
4.250 0.7413
Fisher Pivots for day following 26-Nov-2021
Pivot 1 day 3 day
R1 0.7857 0.7857
PP 0.7846 0.7846
S1 0.7835 0.7835

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

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