CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 22-Nov-2021
Day Change Summary
Previous Current
19-Nov-2021 22-Nov-2021 Change Change % Previous Week
Open 0.7937 0.7907 -0.0030 -0.4% 0.7972
High 0.7948 0.7919 -0.0029 -0.4% 0.8000
Low 0.7899 0.7873 -0.0026 -0.3% 0.7899
Close 0.7900 0.7876 -0.0024 -0.3% 0.7900
Range 0.0049 0.0046 -0.0003 -5.2% 0.0101
ATR 0.0043 0.0043 0.0000 0.5% 0.0000
Volume 338 487 149 44.1% 2,119
Daily Pivots for day following 22-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.8027 0.7998 0.7901
R3 0.7981 0.7952 0.7889
R2 0.7935 0.7935 0.7884
R1 0.7906 0.7906 0.7880 0.7898
PP 0.7889 0.7889 0.7889 0.7885
S1 0.7860 0.7860 0.7872 0.7852
S2 0.7843 0.7843 0.7868
S3 0.7797 0.7814 0.7863
S4 0.7751 0.7768 0.7851
Weekly Pivots for week ending 19-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.8234 0.8168 0.7955
R3 0.8134 0.8067 0.7928
R2 0.8033 0.8033 0.7918
R1 0.7967 0.7967 0.7909 0.7950
PP 0.7933 0.7933 0.7933 0.7924
S1 0.7866 0.7866 0.7891 0.7849
S2 0.7832 0.7832 0.7882
S3 0.7732 0.7766 0.7872
S4 0.7631 0.7665 0.7845
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7998 0.7873 0.0125 1.6% 0.0043 0.5% 2% False True 432
10 0.8070 0.7873 0.0197 2.5% 0.0046 0.6% 2% False True 399
20 0.8127 0.7873 0.0254 3.2% 0.0042 0.5% 1% False True 285
40 0.8137 0.7829 0.0309 3.9% 0.0044 0.6% 15% False False 206
60 0.8137 0.7755 0.0383 4.9% 0.0048 0.6% 32% False False 164
80 0.8137 0.7724 0.0413 5.2% 0.0047 0.6% 37% False False 130
100 0.8137 0.7724 0.0413 5.2% 0.0048 0.6% 37% False False 106
120 0.8286 0.7724 0.0562 7.1% 0.0047 0.6% 27% False False 91
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8115
2.618 0.8039
1.618 0.7993
1.000 0.7965
0.618 0.7947
HIGH 0.7919
0.618 0.7901
0.500 0.7896
0.382 0.7891
LOW 0.7873
0.618 0.7845
1.000 0.7827
1.618 0.7799
2.618 0.7753
4.250 0.7678
Fisher Pivots for day following 22-Nov-2021
Pivot 1 day 3 day
R1 0.7896 0.7910
PP 0.7889 0.7899
S1 0.7883 0.7887

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

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