CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 21-Jul-2021
Day Change Summary
Previous Current
20-Jul-2021 21-Jul-2021 Change Change % Previous Week
Open 0.7847 0.7943 0.0096 1.2% 0.8025
High 0.7888 0.7982 0.0094 1.2% 0.8039
Low 0.7823 0.7858 0.0035 0.4% 0.7927
Close 0.7878 0.7961 0.0084 1.1% 0.7932
Range 0.0065 0.0124 0.0059 91.5% 0.0113
ATR 0.0060 0.0064 0.0005 7.7% 0.0000
Volume 5 17 12 240.0% 103
Daily Pivots for day following 21-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.8304 0.8256 0.8029
R3 0.8181 0.8133 0.7995
R2 0.8057 0.8057 0.7984
R1 0.8009 0.8009 0.7972 0.8033
PP 0.7934 0.7934 0.7934 0.7946
S1 0.7886 0.7886 0.7950 0.7910
S2 0.7810 0.7810 0.7938
S3 0.7687 0.7762 0.7927
S4 0.7563 0.7639 0.7893
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 0.7997 0.7809 0.0188 2.4% 0.0066 0.8% 81% False False 22
10 0.8039 0.7809 0.0230 2.9% 0.0059 0.7% 66% False False 18
20 0.8159 0.7809 0.0350 4.4% 0.0057 0.7% 43% False False 17
40 0.8319 0.7809 0.0510 6.4% 0.0048 0.6% 30% False False 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 56 trading days
Fibonacci Retracements and Extensions
4.250 0.8506
2.618 0.8305
1.618 0.8181
1.000 0.8105
0.618 0.8058
HIGH 0.7982
0.618 0.7934
0.500 0.7920
0.382 0.7905
LOW 0.7858
0.618 0.7782
1.000 0.7735
1.618 0.7658
2.618 0.7535
4.250 0.7333
Fisher Pivots for day following 21-Jul-2021
Pivot 1 day 3 day
R1 0.7947 0.7939
PP 0.7934 0.7917
S1 0.7920 0.7895

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

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