CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 27-Oct-2021
Day Change Summary
Previous Current
26-Oct-2021 27-Oct-2021 Change Change % Previous Week
Open 0.8076 0.8072 -0.0005 -0.1% 0.8080
High 0.8095 0.8127 0.0032 0.4% 0.8137
Low 0.8068 0.8046 -0.0022 -0.3% 0.8063
Close 0.8073 0.8099 0.0026 0.3% 0.8086
Range 0.0027 0.0081 0.0054 203.8% 0.0074
ATR 0.0045 0.0048 0.0003 5.6% 0.0000
Volume 86 252 166 193.0% 573
Daily Pivots for day following 27-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.8332 0.8296 0.8143
R3 0.8251 0.8215 0.8121
R2 0.8171 0.8171 0.8113
R1 0.8135 0.8135 0.8106 0.8153
PP 0.8090 0.8090 0.8090 0.8099
S1 0.8054 0.8054 0.8091 0.8072
S2 0.8010 0.8010 0.8084
S3 0.7929 0.7974 0.8076
S4 0.7849 0.7893 0.8054
Weekly Pivots for week ending 22-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.8317 0.8276 0.8127
R3 0.8243 0.8202 0.8106
R2 0.8169 0.8169 0.8100
R1 0.8128 0.8128 0.8093 0.8149
PP 0.8095 0.8095 0.8095 0.8106
S1 0.8054 0.8054 0.8079 0.8075
S2 0.8021 0.8021 0.8072
S3 0.7947 0.7980 0.8066
S4 0.7873 0.7906 0.8045
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8137 0.8046 0.0091 1.1% 0.0048 0.6% 58% False True 136
10 0.8137 0.8046 0.0091 1.1% 0.0042 0.5% 58% False True 131
20 0.8137 0.7835 0.0303 3.7% 0.0044 0.5% 87% False False 137
40 0.8137 0.7755 0.0383 4.7% 0.0052 0.6% 90% False False 105
60 0.8137 0.7724 0.0413 5.1% 0.0049 0.6% 91% False False 83
80 0.8137 0.7724 0.0413 5.1% 0.0049 0.6% 91% False False 65
100 0.8285 0.7724 0.0561 6.9% 0.0049 0.6% 67% False False 55
120 0.8319 0.7724 0.0595 7.3% 0.0046 0.6% 63% False False 49
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 0.8469
2.618 0.8337
1.618 0.8257
1.000 0.8207
0.618 0.8176
HIGH 0.8127
0.618 0.8096
0.500 0.8086
0.382 0.8077
LOW 0.8046
0.618 0.7996
1.000 0.7966
1.618 0.7916
2.618 0.7835
4.250 0.7704
Fisher Pivots for day following 27-Oct-2021
Pivot 1 day 3 day
R1 0.8094 0.8094
PP 0.8090 0.8090
S1 0.8086 0.8086

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

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