CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 26-Jul-2021
Day Change Summary
Previous Current
23-Jul-2021 26-Jul-2021 Change Change % Previous Week
Open 0.7952 0.7975 0.0024 0.3% 0.7830
High 0.7952 0.7980 0.0029 0.4% 0.7982
Low 0.7934 0.7943 0.0009 0.1% 0.7809
Close 0.7952 0.7970 0.0018 0.2% 0.7952
Range 0.0018 0.0037 0.0020 111.4% 0.0173
ATR 0.0060 0.0058 -0.0002 -2.7% 0.0000
Volume 0 22 22 58
Daily Pivots for day following 26-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.8075 0.8059 0.7990
R3 0.8038 0.8022 0.7980
R2 0.8001 0.8001 0.7976
R1 0.7985 0.7985 0.7973 0.7975
PP 0.7964 0.7964 0.7964 0.7959
S1 0.7948 0.7948 0.7966 0.7938
S2 0.7927 0.7927 0.7963
S3 0.7890 0.7911 0.7959
S4 0.7853 0.7874 0.7949
Weekly Pivots for week ending 23-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.8432 0.8364 0.8046
R3 0.8259 0.8192 0.7999
R2 0.8087 0.8087 0.7983
R1 0.8019 0.8019 0.7967 0.8053
PP 0.7914 0.7914 0.7914 0.7931
S1 0.7847 0.7847 0.7936 0.7880
S2 0.7742 0.7742 0.7920
S3 0.7569 0.7674 0.7904
S4 0.7397 0.7502 0.7857
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7982 0.7823 0.0159 2.0% 0.0056 0.7% 92% False False 9
10 0.8039 0.7809 0.0230 2.9% 0.0053 0.7% 70% False False 18
20 0.8137 0.7809 0.0328 4.1% 0.0056 0.7% 49% False False 18
40 0.8319 0.7809 0.0510 6.4% 0.0048 0.6% 31% False False 14
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8137
2.618 0.8077
1.618 0.8040
1.000 0.8017
0.618 0.8003
HIGH 0.7980
0.618 0.7966
0.500 0.7962
0.382 0.7957
LOW 0.7943
0.618 0.7920
1.000 0.7906
1.618 0.7883
2.618 0.7846
4.250 0.7786
Fisher Pivots for day following 26-Jul-2021
Pivot 1 day 3 day
R1 0.7967 0.7965
PP 0.7964 0.7961
S1 0.7962 0.7957

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

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