CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 21-Jun-2021
Day Change Summary
Previous Current
18-Jun-2021 21-Jun-2021 Change Change % Previous Week
Open 0.8070 0.8067 -0.0003 0.0% 0.8237
High 0.8070 0.8093 0.0023 0.3% 0.8238
Low 0.8016 0.8012 -0.0004 0.0% 0.8016
Close 0.8049 0.8093 0.0044 0.5% 0.8049
Range 0.0055 0.0081 0.0027 48.6% 0.0222
ATR 0.0045 0.0048 0.0003 5.6% 0.0000
Volume 9 16 7 77.8% 69
Daily Pivots for day following 21-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.8309 0.8282 0.8137
R3 0.8228 0.8201 0.8115
R2 0.8147 0.8147 0.8107
R1 0.8120 0.8120 0.8100 0.8133
PP 0.8066 0.8066 0.8066 0.8072
S1 0.8039 0.8039 0.8085 0.8052
S2 0.7985 0.7985 0.8078
S3 0.7904 0.7958 0.8070
S4 0.7823 0.7877 0.8048
Weekly Pivots for week ending 18-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.8767 0.8630 0.8171
R3 0.8545 0.8408 0.8110
R2 0.8323 0.8323 0.8090
R1 0.8186 0.8186 0.8069 0.8143
PP 0.8101 0.8101 0.8101 0.8079
S1 0.7964 0.7964 0.8029 0.7921
S2 0.7879 0.7879 0.8008
S3 0.7657 0.7742 0.7988
S4 0.7435 0.7520 0.7927
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8236 0.8012 0.0224 2.8% 0.0057 0.7% 36% False True 16
10 0.8285 0.8012 0.0274 3.4% 0.0043 0.5% 30% False True 14
20 0.8319 0.8012 0.0308 3.8% 0.0038 0.5% 26% False True 10
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 0.0006
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 0.8437
2.618 0.8305
1.618 0.8224
1.000 0.8174
0.618 0.8143
HIGH 0.8093
0.618 0.8062
0.500 0.8052
0.382 0.8042
LOW 0.8012
0.618 0.7961
1.000 0.7931
1.618 0.7880
2.618 0.7799
4.250 0.7667
Fisher Pivots for day following 21-Jun-2021
Pivot 1 day 3 day
R1 0.8079 0.8084
PP 0.8066 0.8076
S1 0.8052 0.8068

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

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