CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 10-Aug-2021
Day Change Summary
Previous Current
09-Aug-2021 10-Aug-2021 Change Change % Previous Week
Open 0.7950 0.7977 0.0027 0.3% 0.8027
High 0.7977 0.7983 0.0007 0.1% 0.8028
Low 0.7945 0.7944 -0.0001 0.0% 0.7950
Close 0.7952 0.7982 0.0030 0.4% 0.7961
Range 0.0032 0.0039 0.0008 23.8% 0.0079
ATR 0.0050 0.0049 -0.0001 -1.6% 0.0000
Volume 12 16 4 33.3% 56
Daily Pivots for day following 10-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.8087 0.8073 0.8003
R3 0.8048 0.8034 0.7992
R2 0.8009 0.8009 0.7989
R1 0.7995 0.7995 0.7985 0.8002
PP 0.7970 0.7970 0.7970 0.7973
S1 0.7956 0.7956 0.7978 0.7963
S2 0.7931 0.7931 0.7974
S3 0.7892 0.7917 0.7971
S4 0.7853 0.7878 0.7960
Weekly Pivots for week ending 06-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.8215 0.8167 0.8004
R3 0.8137 0.8088 0.7983
R2 0.8058 0.8058 0.7975
R1 0.8010 0.8010 0.7968 0.7995
PP 0.7980 0.7980 0.7980 0.7972
S1 0.7931 0.7931 0.7954 0.7916
S2 0.7901 0.7901 0.7947
S3 0.7823 0.7853 0.7939
S4 0.7744 0.7774 0.7918
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8013 0.7944 0.0069 0.9% 0.0032 0.4% 55% False True 7
10 0.8048 0.7937 0.0111 1.4% 0.0034 0.4% 40% False False 9
20 0.8048 0.7809 0.0239 3.0% 0.0043 0.5% 72% False False 13
40 0.8236 0.7809 0.0427 5.3% 0.0049 0.6% 40% False False 14
60 0.8319 0.7809 0.0510 6.4% 0.0044 0.5% 34% False False 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8149
2.618 0.8085
1.618 0.8046
1.000 0.8022
0.618 0.8007
HIGH 0.7983
0.618 0.7968
0.500 0.7964
0.382 0.7959
LOW 0.7944
0.618 0.7920
1.000 0.7905
1.618 0.7881
2.618 0.7842
4.250 0.7778
Fisher Pivots for day following 10-Aug-2021
Pivot 1 day 3 day
R1 0.7976 0.7979
PP 0.7970 0.7976
S1 0.7964 0.7973

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

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