CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 20-Aug-2021
Day Change Summary
Previous Current
19-Aug-2021 20-Aug-2021 Change Change % Previous Week
Open 0.7875 0.7793 -0.0082 -1.0% 0.7987
High 0.7875 0.7802 -0.0073 -0.9% 0.7990
Low 0.7796 0.7724 -0.0072 -0.9% 0.7724
Close 0.7799 0.7784 -0.0015 -0.2% 0.7784
Range 0.0079 0.0078 -0.0002 -1.9% 0.0266
ATR 0.0049 0.0051 0.0002 4.2% 0.0000
Volume 92 209 117 127.2% 320
Daily Pivots for day following 20-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.8002 0.7971 0.7827
R3 0.7925 0.7893 0.7805
R2 0.7847 0.7847 0.7798
R1 0.7816 0.7816 0.7791 0.7793
PP 0.7770 0.7770 0.7770 0.7758
S1 0.7738 0.7738 0.7777 0.7715
S2 0.7692 0.7692 0.7770
S3 0.7615 0.7661 0.7763
S4 0.7537 0.7583 0.7741
Weekly Pivots for week ending 20-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.8629 0.8472 0.7930
R3 0.8364 0.8207 0.7857
R2 0.8098 0.8098 0.7833
R1 0.7941 0.7941 0.7808 0.7887
PP 0.7833 0.7833 0.7833 0.7805
S1 0.7676 0.7676 0.7760 0.7621
S2 0.7567 0.7567 0.7735
S3 0.7302 0.7410 0.7711
S4 0.7036 0.7145 0.7638
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7990 0.7724 0.0266 3.4% 0.0049 0.6% 23% False True 64
10 0.8004 0.7724 0.0280 3.6% 0.0038 0.5% 21% False True 39
20 0.8048 0.7724 0.0324 4.2% 0.0036 0.5% 19% False True 24
40 0.8147 0.7724 0.0423 5.4% 0.0046 0.6% 14% False True 20
60 0.8319 0.7724 0.0595 7.6% 0.0044 0.6% 10% False True 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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8131
2.618 0.8004
1.618 0.7927
1.000 0.7879
0.618 0.7849
HIGH 0.7802
0.618 0.7772
0.500 0.7763
0.382 0.7754
LOW 0.7724
0.618 0.7676
1.000 0.7647
1.618 0.7599
2.618 0.7521
4.250 0.7395
Fisher Pivots for day following 20-Aug-2021
Pivot 1 day 3 day
R1 0.7777 0.7830
PP 0.7770 0.7814
S1 0.7763 0.7799

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

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