CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 01-Nov-2021
Day Change Summary
Previous Current
29-Oct-2021 01-Nov-2021 Change Change % Previous Week
Open 0.8097 0.8076 -0.0022 -0.3% 0.8081
High 0.8109 0.8092 -0.0017 -0.2% 0.8127
Low 0.8062 0.8069 0.0007 0.1% 0.8046
Close 0.8079 0.8083 0.0004 0.0% 0.8079
Range 0.0047 0.0024 -0.0024 -50.0% 0.0081
ATR 0.0047 0.0045 -0.0002 -3.5% 0.0000
Volume 138 132 -6 -4.3% 681
Daily Pivots for day following 01-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.8152 0.8141 0.8095
R3 0.8128 0.8117 0.8089
R2 0.8105 0.8105 0.8087
R1 0.8094 0.8094 0.8085 0.8099
PP 0.8081 0.8081 0.8081 0.8084
S1 0.8070 0.8070 0.8080 0.8076
S2 0.8058 0.8058 0.8078
S3 0.8034 0.8047 0.8076
S4 0.8011 0.8023 0.8070
Weekly Pivots for week ending 29-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.8325 0.8282 0.8123
R3 0.8245 0.8202 0.8101
R2 0.8164 0.8164 0.8093
R1 0.8121 0.8121 0.8086 0.8103
PP 0.8084 0.8084 0.8084 0.8074
S1 0.8041 0.8041 0.8071 0.8022
S2 0.8003 0.8003 0.8064
S3 0.7923 0.7960 0.8056
S4 0.7842 0.7880 0.8034
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8127 0.8046 0.0081 1.0% 0.0042 0.5% 45% False False 141
10 0.8137 0.8046 0.0091 1.1% 0.0041 0.5% 40% False False 124
20 0.8137 0.7910 0.0228 2.8% 0.0039 0.5% 76% False False 127
40 0.8137 0.7755 0.0383 4.7% 0.0052 0.6% 86% False False 113
60 0.8137 0.7724 0.0413 5.1% 0.0049 0.6% 87% False False 89
80 0.8137 0.7724 0.0413 5.1% 0.0048 0.6% 87% False False 70
100 0.8276 0.7724 0.0552 6.8% 0.0049 0.6% 65% False False 59
120 0.8319 0.7724 0.0595 7.4% 0.0047 0.6% 60% False False 51
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 0.8192
2.618 0.8154
1.618 0.8130
1.000 0.8116
0.618 0.8107
HIGH 0.8092
0.618 0.8083
0.500 0.8080
0.382 0.8077
LOW 0.8069
0.618 0.8054
1.000 0.8045
1.618 0.8030
2.618 0.8007
4.250 0.7969
Fisher Pivots for day following 01-Nov-2021
Pivot 1 day 3 day
R1 0.8082 0.8086
PP 0.8081 0.8085
S1 0.8080 0.8084

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

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