CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 28-Jul-2021
Day Change Summary
Previous Current
27-Jul-2021 28-Jul-2021 Change Change % Previous Week
Open 0.7949 0.7940 -0.0009 -0.1% 0.7830
High 0.7974 0.7989 0.0015 0.2% 0.7982
Low 0.7940 0.7937 -0.0003 0.0% 0.7809
Close 0.7942 0.7981 0.0039 0.5% 0.7952
Range 0.0035 0.0052 0.0018 50.7% 0.0173
ATR 0.0057 0.0056 0.0000 -0.6% 0.0000
Volume 6 8 2 33.3% 58
Daily Pivots for day following 28-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.8125 0.8105 0.8009
R3 0.8073 0.8053 0.7995
R2 0.8021 0.8021 0.7990
R1 0.8001 0.8001 0.7985 0.8011
PP 0.7969 0.7969 0.7969 0.7974
S1 0.7949 0.7949 0.7976 0.7959
S2 0.7917 0.7917 0.7971
S3 0.7865 0.7897 0.7966
S4 0.7813 0.7845 0.7952
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 0.7989 0.7934 0.0055 0.7% 0.0036 0.4% 85% True False 7
10 0.7997 0.7809 0.0188 2.4% 0.0051 0.6% 91% False False 15
20 0.8127 0.7809 0.0318 4.0% 0.0056 0.7% 54% False False 13
40 0.8311 0.7809 0.0502 6.3% 0.0049 0.6% 34% False False 14
60 0.8319 0.7809 0.0510 6.4% 0.0043 0.5% 34% False False 17
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8210
2.618 0.8125
1.618 0.8073
1.000 0.8041
0.618 0.8021
HIGH 0.7989
0.618 0.7969
0.500 0.7963
0.382 0.7957
LOW 0.7937
0.618 0.7905
1.000 0.7885
1.618 0.7853
2.618 0.7801
4.250 0.7716
Fisher Pivots for day following 28-Jul-2021
Pivot 1 day 3 day
R1 0.7975 0.7975
PP 0.7969 0.7969
S1 0.7963 0.7963

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

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