CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 17-May-2021
Day Change Summary
Previous Current
14-May-2021 17-May-2021 Change Change % Previous Week
Open 0.8255 0.8292 0.0037 0.4% 0.8269
High 0.8273 0.8292 0.0019 0.2% 0.8297
Low 0.8217 0.8249 0.0032 0.4% 0.8199
Close 0.8258 0.8292 0.0034 0.4% 0.8258
Range 0.0056 0.0043 -0.0013 -23.2% 0.0098
ATR
Volume 55 3 -52 -94.5% 320
Daily Pivots for day following 17-May-2021
Classic Woodie Camarilla DeMark
R4 0.8406 0.8392 0.8315
R3 0.8363 0.8349 0.8303
R2 0.8320 0.8320 0.8299
R1 0.8306 0.8306 0.8295 0.8313
PP 0.8277 0.8277 0.8277 0.8281
S1 0.8263 0.8263 0.8288 0.8270
S2 0.8234 0.8234 0.8284
S3 0.8191 0.8220 0.8280
S4 0.8148 0.8177 0.8268
Weekly Pivots for week ending 14-May-2021
Classic Woodie Camarilla DeMark
R4 0.8545 0.8499 0.8311
R3 0.8447 0.8401 0.8284
R2 0.8349 0.8349 0.8275
R1 0.8303 0.8303 0.8266 0.8277
PP 0.8251 0.8251 0.8251 0.8238
S1 0.8205 0.8205 0.8249 0.8179
S2 0.8153 0.8153 0.8240
S3 0.8055 0.8107 0.8231
S4 0.7957 0.8009 0.8204
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8297 0.8199 0.0098 1.2% 0.0041 0.5% 95% False False 51
10 0.8297 0.8104 0.0193 2.3% 0.0031 0.4% 97% False False 45
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8474
2.618 0.8404
1.618 0.8361
1.000 0.8335
0.618 0.8318
HIGH 0.8292
0.618 0.8275
0.500 0.8270
0.382 0.8265
LOW 0.8249
0.618 0.8222
1.000 0.8206
1.618 0.8179
2.618 0.8136
4.250 0.8066
Fisher Pivots for day following 17-May-2021
Pivot 1 day 3 day
R1 0.8284 0.8276
PP 0.8277 0.8261
S1 0.8270 0.8245

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

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