CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 19-Aug-2021
Day Change Summary
Previous Current
18-Aug-2021 19-Aug-2021 Change Change % Previous Week
Open 0.7926 0.7875 -0.0051 -0.6% 0.7950
High 0.7935 0.7875 -0.0061 -0.8% 0.8004
Low 0.7901 0.7796 -0.0105 -1.3% 0.7944
Close 0.7915 0.7799 -0.0116 -1.5% 0.7988
Range 0.0035 0.0079 0.0045 129.0% 0.0060
ATR 0.0043 0.0049 0.0005 12.6% 0.0000
Volume 10 92 82 820.0% 76
Daily Pivots for day following 19-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.8060 0.8009 0.7842
R3 0.7981 0.7930 0.7821
R2 0.7902 0.7902 0.7813
R1 0.7851 0.7851 0.7806 0.7837
PP 0.7823 0.7823 0.7823 0.7816
S1 0.7772 0.7772 0.7792 0.7758
S2 0.7744 0.7744 0.7785
S3 0.7665 0.7693 0.7777
S4 0.7586 0.7614 0.7756
Weekly Pivots for week ending 13-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.8159 0.8133 0.8021
R3 0.8099 0.8073 0.8004
R2 0.8039 0.8039 0.7999
R1 0.8013 0.8013 0.7993 0.8026
PP 0.7979 0.7979 0.7979 0.7985
S1 0.7953 0.7953 0.7982 0.7966
S2 0.7919 0.7919 0.7977
S3 0.7859 0.7893 0.7971
S4 0.7799 0.7833 0.7955
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7996 0.7796 0.0200 2.6% 0.0037 0.5% 2% False True 24
10 0.8004 0.7796 0.0209 2.7% 0.0036 0.5% 2% False True 19
20 0.8048 0.7796 0.0252 3.2% 0.0033 0.4% 1% False True 14
40 0.8147 0.7796 0.0352 4.5% 0.0045 0.6% 1% False True 15
60 0.8319 0.7796 0.0524 6.7% 0.0044 0.6% 1% False True 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 0.0004
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 0.8210
2.618 0.8081
1.618 0.8002
1.000 0.7954
0.618 0.7923
HIGH 0.7875
0.618 0.7844
0.500 0.7835
0.382 0.7826
LOW 0.7796
0.618 0.7747
1.000 0.7717
1.618 0.7668
2.618 0.7589
4.250 0.7460
Fisher Pivots for day following 19-Aug-2021
Pivot 1 day 3 day
R1 0.7835 0.7865
PP 0.7823 0.7843
S1 0.7811 0.7821

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

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