CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 28-Jun-2021
Day Change Summary
Previous Current
25-Jun-2021 28-Jun-2021 Change Change % Previous Week
Open 0.8146 0.8115 -0.0031 -0.4% 0.8067
High 0.8147 0.8137 -0.0010 -0.1% 0.8159
Low 0.8114 0.8101 -0.0013 -0.2% 0.8012
Close 0.8125 0.8103 -0.0023 -0.3% 0.8125
Range 0.0034 0.0036 0.0003 7.5% 0.0148
ATR 0.0047 0.0046 -0.0001 -1.6% 0.0000
Volume 1 16 15 1,500.0% 32
Daily Pivots for day following 28-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.8222 0.8198 0.8122
R3 0.8186 0.8162 0.8112
R2 0.8150 0.8150 0.8109
R1 0.8126 0.8126 0.8106 0.8120
PP 0.8114 0.8114 0.8114 0.8110
S1 0.8090 0.8090 0.8099 0.8084
S2 0.8078 0.8078 0.8096
S3 0.8042 0.8054 0.8093
S4 0.8006 0.8018 0.8083
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 0.8065 0.0095 1.2% 0.0042 0.5% 40% False False 6
10 0.8236 0.8012 0.0224 2.8% 0.0049 0.6% 41% False False 11
20 0.8319 0.8012 0.0308 3.8% 0.0041 0.5% 30% False False 10
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 0.0009
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8290
2.618 0.8231
1.618 0.8195
1.000 0.8173
0.618 0.8159
HIGH 0.8137
0.618 0.8123
0.500 0.8119
0.382 0.8115
LOW 0.8101
0.618 0.8079
1.000 0.8065
1.618 0.8043
2.618 0.8007
4.250 0.7948
Fisher Pivots for day following 28-Jun-2021
Pivot 1 day 3 day
R1 0.8119 0.8124
PP 0.8114 0.8117
S1 0.8108 0.8110

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

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