CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 09-Nov-2021
Day Change Summary
Previous Current
08-Nov-2021 09-Nov-2021 Change Change % Previous Week
Open 0.8026 0.8035 0.0010 0.1% 0.8076
High 0.8040 0.8045 0.0006 0.1% 0.8092
Low 0.8023 0.8009 -0.0014 -0.2% 0.8014
Close 0.8035 0.8041 0.0006 0.1% 0.8026
Range 0.0017 0.0037 0.0020 114.7% 0.0079
ATR 0.0042 0.0041 0.0000 -0.9% 0.0000
Volume 175 263 88 50.3% 964
Daily Pivots for day following 09-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.8141 0.8127 0.8061
R3 0.8104 0.8091 0.8051
R2 0.8068 0.8068 0.8047
R1 0.8054 0.8054 0.8044 0.8061
PP 0.8031 0.8031 0.8031 0.8035
S1 0.8018 0.8018 0.8037 0.8025
S2 0.7995 0.7995 0.8034
S3 0.7958 0.7981 0.8030
S4 0.7922 0.7945 0.8020
Weekly Pivots for week ending 05-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.8279 0.8231 0.8069
R3 0.8201 0.8153 0.8048
R2 0.8122 0.8122 0.8040
R1 0.8074 0.8074 0.8033 0.8059
PP 0.8044 0.8044 0.8044 0.8036
S1 0.7996 0.7996 0.8019 0.7981
S2 0.7965 0.7965 0.8012
S3 0.7887 0.7917 0.8004
S4 0.7808 0.7839 0.7983
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8077 0.8009 0.0068 0.8% 0.0035 0.4% 47% False True 223
10 0.8127 0.8009 0.0118 1.5% 0.0039 0.5% 27% False True 189
20 0.8137 0.8009 0.0129 1.6% 0.0038 0.5% 25% False True 155
40 0.8137 0.7755 0.0383 4.8% 0.0048 0.6% 75% False False 133
60 0.8137 0.7724 0.0413 5.1% 0.0050 0.6% 77% False False 109
80 0.8137 0.7724 0.0413 5.1% 0.0047 0.6% 77% False False 84
100 0.8159 0.7724 0.0435 5.4% 0.0048 0.6% 73% False False 71
120 0.8319 0.7724 0.0595 7.4% 0.0046 0.6% 53% False False 60
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8200
2.618 0.8141
1.618 0.8104
1.000 0.8082
0.618 0.8068
HIGH 0.8045
0.618 0.8031
0.500 0.8027
0.382 0.8022
LOW 0.8009
0.618 0.7986
1.000 0.7972
1.618 0.7949
2.618 0.7913
4.250 0.7853
Fisher Pivots for day following 09-Nov-2021
Pivot 1 day 3 day
R1 0.8036 0.8036
PP 0.8031 0.8031
S1 0.8027 0.8027

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

View Archives - Comment on this page... - Back to Index of Symbols