CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 19-May-2021
Day Change Summary
Previous Current
18-May-2021 19-May-2021 Change Change % Previous Week
Open 0.8294 0.8264 -0.0030 -0.4% 0.8269
High 0.8318 0.8264 -0.0054 -0.6% 0.8297
Low 0.8285 0.8238 -0.0047 -0.6% 0.8199
Close 0.8294 0.8242 -0.0052 -0.6% 0.8258
Range 0.0034 0.0027 -0.0007 -20.9% 0.0098
ATR
Volume 2 1 -1 -50.0% 320
Daily Pivots for day following 19-May-2021
Classic Woodie Camarilla DeMark
R4 0.8327 0.8311 0.8256
R3 0.8301 0.8284 0.8249
R2 0.8274 0.8274 0.8246
R1 0.8258 0.8258 0.8244 0.8253
PP 0.8248 0.8248 0.8248 0.8245
S1 0.8231 0.8231 0.8239 0.8226
S2 0.8221 0.8221 0.8237
S3 0.8195 0.8205 0.8234
S4 0.8168 0.8178 0.8227
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 0.8318 0.8199 0.0120 1.4% 0.0039 0.5% 36% False False 20
10 0.8318 0.8199 0.0120 1.4% 0.0033 0.4% 36% False False 40
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8377
2.618 0.8333
1.618 0.8307
1.000 0.8291
0.618 0.8280
HIGH 0.8264
0.618 0.8254
0.500 0.8251
0.382 0.8248
LOW 0.8238
0.618 0.8221
1.000 0.8211
1.618 0.8195
2.618 0.8168
4.250 0.8125
Fisher Pivots for day following 19-May-2021
Pivot 1 day 3 day
R1 0.8251 0.8278
PP 0.8248 0.8266
S1 0.8245 0.8254

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

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