CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 02-Aug-2021
Day Change Summary
Previous Current
30-Jul-2021 02-Aug-2021 Change Change % Previous Week
Open 0.8013 0.8027 0.0014 0.2% 0.7975
High 0.8048 0.8028 -0.0020 -0.2% 0.8048
Low 0.8007 0.7991 -0.0016 -0.2% 0.7937
Close 0.8013 0.7994 -0.0020 -0.2% 0.8013
Range 0.0041 0.0038 -0.0004 -8.5% 0.0111
ATR 0.0056 0.0054 -0.0001 -2.3% 0.0000
Volume 0 41 41 37
Daily Pivots for day following 02-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.8117 0.8093 0.8014
R3 0.8079 0.8055 0.8004
R2 0.8042 0.8042 0.8000
R1 0.8018 0.8018 0.7997 0.8011
PP 0.8004 0.8004 0.8004 0.8001
S1 0.7980 0.7980 0.7990 0.7973
S2 0.7967 0.7967 0.7987
S3 0.7929 0.7943 0.7983
S4 0.7892 0.7905 0.7973
Weekly Pivots for week ending 30-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.8331 0.8282 0.8074
R3 0.8220 0.8172 0.8043
R2 0.8110 0.8110 0.8033
R1 0.8061 0.8061 0.8023 0.8086
PP 0.7999 0.7999 0.7999 0.8011
S1 0.7951 0.7951 0.8003 0.7975
S2 0.7889 0.7889 0.7993
S3 0.7778 0.7840 0.7983
S4 0.7668 0.7730 0.7952
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8048 0.7937 0.0111 1.4% 0.0034 0.4% 51% False False 11
10 0.8048 0.7823 0.0225 2.8% 0.0045 0.6% 76% False False 10
20 0.8127 0.7809 0.0318 4.0% 0.0051 0.6% 58% False False 13
40 0.8286 0.7809 0.0477 6.0% 0.0048 0.6% 39% False False 15
60 0.8319 0.7809 0.0510 6.4% 0.0044 0.5% 36% False False 17
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8187
2.618 0.8126
1.618 0.8089
1.000 0.8066
0.618 0.8051
HIGH 0.8028
0.618 0.8014
0.500 0.8009
0.382 0.8005
LOW 0.7991
0.618 0.7967
1.000 0.7953
1.618 0.7930
2.618 0.7892
4.250 0.7831
Fisher Pivots for day following 02-Aug-2021
Pivot 1 day 3 day
R1 0.8009 0.8019
PP 0.8004 0.8011
S1 0.7999 0.8002

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

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