CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 23-Aug-2021
Day Change Summary
Previous Current
20-Aug-2021 23-Aug-2021 Change Change % Previous Week
Open 0.7793 0.7819 0.0026 0.3% 0.7987
High 0.7802 0.7908 0.0107 1.4% 0.7990
Low 0.7724 0.7816 0.0092 1.2% 0.7724
Close 0.7784 0.7908 0.0124 1.6% 0.7784
Range 0.0078 0.0092 0.0015 18.7% 0.0266
ATR 0.0051 0.0056 0.0005 10.3% 0.0000
Volume 209 63 -146 -69.9% 320
Daily Pivots for day following 23-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.8153 0.8122 0.7958
R3 0.8061 0.8030 0.7933
R2 0.7969 0.7969 0.7924
R1 0.7938 0.7938 0.7916 0.7954
PP 0.7877 0.7877 0.7877 0.7885
S1 0.7846 0.7846 0.7899 0.7862
S2 0.7785 0.7785 0.7891
S3 0.7693 0.7754 0.7882
S4 0.7601 0.7662 0.7857
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 0.7935 0.7724 0.0211 2.7% 0.0059 0.8% 87% False False 75
10 0.8004 0.7724 0.0280 3.5% 0.0045 0.6% 66% False False 44
20 0.8048 0.7724 0.0324 4.1% 0.0039 0.5% 57% False False 26
40 0.8137 0.7724 0.0413 5.2% 0.0047 0.6% 44% False False 22
60 0.8319 0.7724 0.0595 7.5% 0.0045 0.6% 31% False False 18
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 23 trading days
Fibonacci Retracements and Extensions
4.250 0.8299
2.618 0.8149
1.618 0.8057
1.000 0.8000
0.618 0.7965
HIGH 0.7908
0.618 0.7873
0.500 0.7862
0.382 0.7851
LOW 0.7816
0.618 0.7759
1.000 0.7724
1.618 0.7667
2.618 0.7575
4.250 0.7425
Fisher Pivots for day following 23-Aug-2021
Pivot 1 day 3 day
R1 0.7892 0.7877
PP 0.7877 0.7847
S1 0.7862 0.7816

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

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