CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 30-Jun-2021
Day Change Summary
Previous Current
29-Jun-2021 30-Jun-2021 Change Change % Previous Week
Open 0.8080 0.8078 -0.0002 0.0% 0.8067
High 0.8108 0.8092 -0.0017 -0.2% 0.8159
Low 0.8069 0.8051 -0.0018 -0.2% 0.8012
Close 0.8070 0.8063 -0.0008 -0.1% 0.8125
Range 0.0039 0.0041 0.0002 3.8% 0.0148
ATR 0.0045 0.0045 0.0000 -0.8% 0.0000
Volume 88 24 -64 -72.7% 32
Daily Pivots for day following 30-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.8190 0.8167 0.8085
R3 0.8149 0.8126 0.8074
R2 0.8109 0.8109 0.8070
R1 0.8086 0.8086 0.8066 0.8077
PP 0.8068 0.8068 0.8068 0.8064
S1 0.8045 0.8045 0.8059 0.8037
S2 0.8028 0.8028 0.8055
S3 0.7987 0.8005 0.8051
S4 0.7947 0.7964 0.8040
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 0.8147 0.8051 0.0096 1.2% 0.0037 0.5% 12% False True 27
10 0.8159 0.8012 0.0148 1.8% 0.0047 0.6% 35% False False 19
20 0.8311 0.8012 0.0299 3.7% 0.0042 0.5% 17% False False 15
40 0.8319 0.8012 0.0308 3.8% 0.0037 0.5% 17% False False 19
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8264
2.618 0.8198
1.618 0.8157
1.000 0.8132
0.618 0.8117
HIGH 0.8092
0.618 0.8076
0.500 0.8071
0.382 0.8066
LOW 0.8051
0.618 0.8026
1.000 0.8011
1.618 0.7985
2.618 0.7945
4.250 0.7879
Fisher Pivots for day following 30-Jun-2021
Pivot 1 day 3 day
R1 0.8071 0.8094
PP 0.8068 0.8084
S1 0.8065 0.8073

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

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