CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 21-May-2021
Day Change Summary
Previous Current
20-May-2021 21-May-2021 Change Change % Previous Week
Open 0.8293 0.8290 -0.0003 0.0% 0.8292
High 0.8293 0.8312 0.0019 0.2% 0.8318
Low 0.8240 0.8273 0.0033 0.4% 0.8238
Close 0.8293 0.8290 -0.0003 0.0% 0.8290
Range 0.0053 0.0039 -0.0014 -26.7% 0.0081
ATR 0.0045 0.0045 0.0000 -1.1% 0.0000
Volume
Daily Pivots for day following 21-May-2021
Classic Woodie Camarilla DeMark
R4 0.8407 0.8387 0.8311
R3 0.8368 0.8348 0.8300
R2 0.8330 0.8330 0.8297
R1 0.8310 0.8310 0.8293 0.8309
PP 0.8291 0.8291 0.8291 0.8291
S1 0.8271 0.8271 0.8286 0.8270
S2 0.8253 0.8253 0.8282
S3 0.8214 0.8233 0.8279
S4 0.8176 0.8194 0.8268
Weekly Pivots for week ending 21-May-2021
Classic Woodie Camarilla DeMark
R4 0.8523 0.8487 0.8334
R3 0.8443 0.8406 0.8312
R2 0.8362 0.8362 0.8304
R1 0.8326 0.8326 0.8297 0.8304
PP 0.8282 0.8282 0.8282 0.8271
S1 0.8245 0.8245 0.8282 0.8223
S2 0.8201 0.8201 0.8275
S3 0.8121 0.8165 0.8267
S4 0.8040 0.8084 0.8245
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8318 0.8238 0.0081 1.0% 0.0039 0.5% 65% False False 1
10 0.8318 0.8199 0.0120 1.4% 0.0036 0.4% 76% False False 32
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 0.8475
2.618 0.8412
1.618 0.8374
1.000 0.8350
0.618 0.8335
HIGH 0.8312
0.618 0.8297
0.500 0.8292
0.382 0.8288
LOW 0.8273
0.618 0.8249
1.000 0.8235
1.618 0.8211
2.618 0.8172
4.250 0.8109
Fisher Pivots for day following 21-May-2021
Pivot 1 day 3 day
R1 0.8292 0.8285
PP 0.8291 0.8280
S1 0.8290 0.8275

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

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