CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 20-Jul-2021
Day Change Summary
Previous Current
19-Jul-2021 20-Jul-2021 Change Change % Previous Week
Open 0.7830 0.7847 0.0017 0.2% 0.8025
High 0.7850 0.7888 0.0038 0.5% 0.8039
Low 0.7809 0.7823 0.0014 0.2% 0.7927
Close 0.7837 0.7878 0.0041 0.5% 0.7932
Range 0.0041 0.0065 0.0024 57.3% 0.0113
ATR 0.0059 0.0060 0.0000 0.6% 0.0000
Volume 35 5 -30 -85.7% 103
Daily Pivots for day following 20-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.8056 0.8031 0.7913
R3 0.7992 0.7967 0.7895
R2 0.7927 0.7927 0.7889
R1 0.7902 0.7902 0.7883 0.7915
PP 0.7863 0.7863 0.7863 0.7869
S1 0.7838 0.7838 0.7872 0.7850
S2 0.7798 0.7798 0.7866
S3 0.7734 0.7773 0.7860
S4 0.7669 0.7709 0.7842
Weekly Pivots for week ending 16-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.8303 0.8230 0.7994
R3 0.8191 0.8118 0.7963
R2 0.8078 0.8078 0.7953
R1 0.8005 0.8005 0.7942 0.7986
PP 0.7966 0.7966 0.7966 0.7956
S1 0.7893 0.7893 0.7922 0.7873
S2 0.7853 0.7853 0.7911
S3 0.7741 0.7780 0.7901
S4 0.7628 0.7668 0.7870
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8039 0.7809 0.0230 2.9% 0.0052 0.7% 30% False False 27
10 0.8048 0.7809 0.0239 3.0% 0.0052 0.7% 29% False False 16
20 0.8159 0.7809 0.0350 4.4% 0.0054 0.7% 20% False False 17
40 0.8319 0.7809 0.0510 6.5% 0.0046 0.6% 13% False False 13
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 0.0014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8162
2.618 0.8056
1.618 0.7992
1.000 0.7952
0.618 0.7927
HIGH 0.7888
0.618 0.7863
0.500 0.7855
0.382 0.7848
LOW 0.7823
0.618 0.7783
1.000 0.7759
1.618 0.7719
2.618 0.7654
4.250 0.7549
Fisher Pivots for day following 20-Jul-2021
Pivot 1 day 3 day
R1 0.7870 0.7885
PP 0.7863 0.7882
S1 0.7855 0.7880

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

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