CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 02-Jul-2021
Day Change Summary
Previous Current
01-Jul-2021 02-Jul-2021 Change Change % Previous Week
Open 0.8067 0.8065 -0.0003 0.0% 0.8115
High 0.8085 0.8122 0.0038 0.5% 0.8137
Low 0.8036 0.8034 -0.0002 0.0% 0.8034
Close 0.8036 0.8102 0.0066 0.8% 0.8102
Range 0.0049 0.0088 0.0040 81.4% 0.0103
ATR 0.0045 0.0048 0.0003 6.7% 0.0000
Volume 19 6 -13 -68.4% 153
Daily Pivots for day following 02-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.8350 0.8314 0.8150
R3 0.8262 0.8226 0.8126
R2 0.8174 0.8174 0.8118
R1 0.8138 0.8138 0.8110 0.8156
PP 0.8086 0.8086 0.8086 0.8095
S1 0.8050 0.8050 0.8093 0.8068
S2 0.7998 0.7998 0.8085
S3 0.7910 0.7962 0.8077
S4 0.7822 0.7874 0.8053
Weekly Pivots for week ending 02-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.8400 0.8354 0.8158
R3 0.8297 0.8251 0.8130
R2 0.8194 0.8194 0.8120
R1 0.8148 0.8148 0.8111 0.8119
PP 0.8091 0.8091 0.8091 0.8077
S1 0.8045 0.8045 0.8092 0.8016
S2 0.7988 0.7988 0.8083
S3 0.7885 0.7942 0.8073
S4 0.7782 0.7839 0.8045
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8137 0.8034 0.0103 1.3% 0.0050 0.6% 66% False True 30
10 0.8159 0.8012 0.0148 1.8% 0.0051 0.6% 61% False False 18
20 0.8286 0.8012 0.0275 3.4% 0.0044 0.5% 33% False False 16
40 0.8319 0.8012 0.0308 3.8% 0.0040 0.5% 29% False False 19
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 0.0015
Widest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 0.8496
2.618 0.8352
1.618 0.8264
1.000 0.8210
0.618 0.8176
HIGH 0.8122
0.618 0.8088
0.500 0.8078
0.382 0.8068
LOW 0.8034
0.618 0.7980
1.000 0.7946
1.618 0.7892
2.618 0.7804
4.250 0.7660
Fisher Pivots for day following 02-Jul-2021
Pivot 1 day 3 day
R1 0.8094 0.8094
PP 0.8086 0.8086
S1 0.8078 0.8078

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

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