CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 25-Jun-2021
Day Change Summary
Previous Current
24-Jun-2021 25-Jun-2021 Change Change % Previous Week
Open 0.8118 0.8146 0.0028 0.3% 0.8067
High 0.8140 0.8147 0.0007 0.1% 0.8159
Low 0.8106 0.8114 0.0008 0.1% 0.8012
Close 0.8117 0.8125 0.0009 0.1% 0.8125
Range 0.0034 0.0034 -0.0001 -1.5% 0.0148
ATR 0.0048 0.0047 -0.0001 -2.1% 0.0000
Volume 8 1 -7 -87.5% 32
Daily Pivots for day following 25-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.8229 0.8211 0.8143
R3 0.8196 0.8177 0.8134
R2 0.8162 0.8162 0.8131
R1 0.8144 0.8144 0.8128 0.8136
PP 0.8129 0.8129 0.8129 0.8125
S1 0.8110 0.8110 0.8122 0.8103
S2 0.8095 0.8095 0.8119
S3 0.8062 0.8077 0.8116
S4 0.8028 0.8043 0.8107
Weekly Pivots for week ending 25-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.8541 0.8481 0.8206
R3 0.8394 0.8333 0.8166
R2 0.8246 0.8246 0.8152
R1 0.8186 0.8186 0.8139 0.8216
PP 0.8099 0.8099 0.8099 0.8114
S1 0.8038 0.8038 0.8111 0.8068
S2 0.7951 0.7951 0.8098
S3 0.7804 0.7891 0.8084
S4 0.7656 0.7743 0.8044
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8159 0.8012 0.0148 1.8% 0.0051 0.6% 77% False False 6
10 0.8238 0.8012 0.0226 2.8% 0.0046 0.6% 50% False False 10
20 0.8319 0.8012 0.0308 3.8% 0.0040 0.5% 37% False False 10
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 0.0008
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.8289
2.618 0.8235
1.618 0.8201
1.000 0.8181
0.618 0.8168
HIGH 0.8147
0.618 0.8134
0.500 0.8130
0.382 0.8126
LOW 0.8114
0.618 0.8093
1.000 0.8080
1.618 0.8059
2.618 0.8026
4.250 0.7971
Fisher Pivots for day following 25-Jun-2021
Pivot 1 day 3 day
R1 0.8130 0.8133
PP 0.8129 0.8130
S1 0.8127 0.8128

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

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