CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 26-May-2021
Day Change Summary
Previous Current
25-May-2021 26-May-2021 Change Change % Previous Week
Open 0.8292 0.8273 -0.0019 -0.2% 0.8292
High 0.8310 0.8301 -0.0009 -0.1% 0.8318
Low 0.8287 0.8251 -0.0036 -0.4% 0.8238
Close 0.8292 0.8254 -0.0038 -0.5% 0.8290
Range 0.0023 0.0051 0.0028 119.6% 0.0081
ATR 0.0042 0.0042 0.0001 1.5% 0.0000
Volume 0 26 26 6
Daily Pivots for day following 26-May-2021
Classic Woodie Camarilla DeMark
R4 0.8420 0.8388 0.8282
R3 0.8370 0.8337 0.8268
R2 0.8319 0.8319 0.8263
R1 0.8287 0.8287 0.8259 0.8278
PP 0.8269 0.8269 0.8269 0.8264
S1 0.8236 0.8236 0.8249 0.8227
S2 0.8218 0.8218 0.8245
S3 0.8168 0.8186 0.8240
S4 0.8117 0.8135 0.8226
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 0.8312 0.8240 0.0072 0.9% 0.0038 0.5% 20% False False 5
10 0.8318 0.8199 0.0120 1.4% 0.0038 0.5% 46% False False 12
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 0.8433
1.618 0.8383
1.000 0.8352
0.618 0.8332
HIGH 0.8301
0.618 0.8282
0.500 0.8276
0.382 0.8270
LOW 0.8251
0.618 0.8219
1.000 0.8200
1.618 0.8169
2.618 0.8118
4.250 0.8036
Fisher Pivots for day following 26-May-2021
Pivot 1 day 3 day
R1 0.8276 0.8280
PP 0.8269 0.8271
S1 0.8261 0.8263

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

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