CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 01-Dec-2021
Day Change Summary
Previous Current
30-Nov-2021 01-Dec-2021 Change Change % Previous Week
Open 0.7810 0.7835 0.0025 0.3% 0.7900
High 0.7820 0.7859 0.0039 0.5% 0.7906
Low 0.7795 0.7802 0.0007 0.1% 0.7811
Close 0.7819 0.7802 -0.0017 -0.2% 0.7824
Range 0.0025 0.0057 0.0032 128.0% 0.0096
ATR 0.0038 0.0039 0.0001 3.5% 0.0000
Volume 143 233 90 62.9% 220
Daily Pivots for day following 01-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.7992 0.7954 0.7833
R3 0.7935 0.7897 0.7818
R2 0.7878 0.7878 0.7812
R1 0.7840 0.7840 0.7807 0.7831
PP 0.7821 0.7821 0.7821 0.7816
S1 0.7783 0.7783 0.7797 0.7774
S2 0.7764 0.7764 0.7792
S3 0.7707 0.7726 0.7786
S4 0.7650 0.7669 0.7771
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 0.7904 0.7795 0.0109 1.4% 0.0047 0.6% 6% False False 130
10 0.7957 0.7795 0.0162 2.1% 0.0042 0.5% 4% False False 102
20 0.8057 0.7795 0.0262 3.4% 0.0035 0.4% 3% False False 85
40 0.8114 0.7795 0.0319 4.1% 0.0028 0.4% 2% False False 68
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 0.0010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8101
2.618 0.8008
1.618 0.7951
1.000 0.7916
0.618 0.7894
HIGH 0.7859
0.618 0.7837
0.500 0.7831
0.382 0.7824
LOW 0.7802
0.618 0.7767
1.000 0.7745
1.618 0.7710
2.618 0.7653
4.250 0.7560
Fisher Pivots for day following 01-Dec-2021
Pivot 1 day 3 day
R1 0.7831 0.7827
PP 0.7821 0.7819
S1 0.7812 0.7810

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

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