CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 10-Jun-2021
Day Change Summary
Previous Current
09-Jun-2021 10-Jun-2021 Change Change % Previous Week
Open 0.8267 0.8250 -0.0017 -0.2% 0.8290
High 0.8285 0.8278 -0.0008 -0.1% 0.8319
Low 0.8258 0.8250 -0.0008 -0.1% 0.8243
Close 0.8260 0.8272 0.0012 0.1% 0.8281
Range 0.0028 0.0028 0.0001 1.8% 0.0077
ATR 0.0039 0.0038 -0.0001 -2.0% 0.0000
Volume 3 20 17 566.7% 22
Daily Pivots for day following 10-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.8350 0.8339 0.8287
R3 0.8322 0.8311 0.8279
R2 0.8294 0.8294 0.8277
R1 0.8283 0.8283 0.8274 0.8289
PP 0.8266 0.8266 0.8266 0.8269
S1 0.8255 0.8255 0.8269 0.8261
S2 0.8238 0.8238 0.8266
S3 0.8210 0.8227 0.8264
S4 0.8182 0.8199 0.8256
Weekly Pivots for week ending 04-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.8510 0.8472 0.8323
R3 0.8434 0.8396 0.8302
R2 0.8357 0.8357 0.8295
R1 0.8319 0.8319 0.8288 0.8300
PP 0.8281 0.8281 0.8281 0.8271
S1 0.8243 0.8243 0.8274 0.8224
S2 0.8204 0.8204 0.8267
S3 0.8128 0.8166 0.8260
S4 0.8051 0.8090 0.8239
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8286 0.8243 0.0044 0.5% 0.0028 0.3% 67% False False 13
10 0.8319 0.8243 0.0077 0.9% 0.0032 0.4% 38% False False 8
20 0.8319 0.8199 0.0121 1.5% 0.0035 0.4% 61% False False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8397
2.618 0.8351
1.618 0.8323
1.000 0.8306
0.618 0.8295
HIGH 0.8278
0.618 0.8267
0.500 0.8264
0.382 0.8260
LOW 0.8250
0.618 0.8232
1.000 0.8222
1.618 0.8204
2.618 0.8176
4.250 0.8131
Fisher Pivots for day following 10-Jun-2021
Pivot 1 day 3 day
R1 0.8269 0.8270
PP 0.8266 0.8269
S1 0.8264 0.8267

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

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