CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 20-May-2021
Day Change Summary
Previous Current
19-May-2021 20-May-2021 Change Change % Previous Week
Open 0.8264 0.8293 0.0029 0.3% 0.8269
High 0.8264 0.8293 0.0029 0.3% 0.8297
Low 0.8238 0.8240 0.0003 0.0% 0.8199
Close 0.8242 0.8293 0.0051 0.6% 0.8258
Range 0.0027 0.0053 0.0026 98.1% 0.0098
ATR 0.0000 0.0045 0.0045 0.0000
Volume 1 0 -1 -100.0% 320
Daily Pivots for day following 20-May-2021
Classic Woodie Camarilla DeMark
R4 0.8433 0.8415 0.8321
R3 0.8380 0.8363 0.8307
R2 0.8328 0.8328 0.8302
R1 0.8310 0.8310 0.8297 0.8319
PP 0.8275 0.8275 0.8275 0.8279
S1 0.8258 0.8258 0.8288 0.8266
S2 0.8223 0.8223 0.8283
S3 0.8170 0.8205 0.8278
S4 0.8118 0.8153 0.8264
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 0.8217 0.0101 1.2% 0.0042 0.5% 75% False False 12
10 0.8318 0.8199 0.0120 1.4% 0.0036 0.4% 79% False False 38
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8516
2.618 0.8430
1.618 0.8377
1.000 0.8345
0.618 0.8325
HIGH 0.8293
0.618 0.8272
0.500 0.8266
0.382 0.8260
LOW 0.8240
0.618 0.8208
1.000 0.8188
1.618 0.8155
2.618 0.8103
4.250 0.8017
Fisher Pivots for day following 20-May-2021
Pivot 1 day 3 day
R1 0.8284 0.8288
PP 0.8275 0.8283
S1 0.8266 0.8278

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

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