CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 28-May-2021
Day Change Summary
Previous Current
27-May-2021 28-May-2021 Change Change % Previous Week
Open 0.8287 0.8272 -0.0015 -0.2% 0.8301
High 0.8287 0.8272 -0.0015 -0.2% 0.8310
Low 0.8244 0.8254 0.0011 0.1% 0.8244
Close 0.8287 0.8272 -0.0015 -0.2% 0.8272
Range 0.0043 0.0018 -0.0025 -58.1% 0.0066
ATR 0.0042 0.0042 -0.0001 -1.7% 0.0000
Volume
Daily Pivots for day following 28-May-2021
Classic Woodie Camarilla DeMark
R4 0.8320 0.8314 0.8282
R3 0.8302 0.8296 0.8277
R2 0.8284 0.8284 0.8275
R1 0.8278 0.8278 0.8274 0.8281
PP 0.8266 0.8266 0.8266 0.8268
S1 0.8260 0.8260 0.8270 0.8263
S2 0.8248 0.8248 0.8269
S3 0.8230 0.8242 0.8267
S4 0.8212 0.8224 0.8262
Weekly Pivots for week ending 28-May-2021
Classic Woodie Camarilla DeMark
R4 0.8473 0.8439 0.8308
R3 0.8407 0.8373 0.8290
R2 0.8341 0.8341 0.8284
R1 0.8307 0.8307 0.8278 0.8291
PP 0.8275 0.8275 0.8275 0.8267
S1 0.8241 0.8241 0.8266 0.8225
S2 0.8209 0.8209 0.8260
S3 0.8143 0.8175 0.8254
S4 0.8077 0.8109 0.8236
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8310 0.8244 0.0066 0.8% 0.0032 0.4% 43% False False 5
10 0.8318 0.8238 0.0081 1.0% 0.0035 0.4% 43% False False 3
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.8349
2.618 0.8319
1.618 0.8301
1.000 0.8290
0.618 0.8283
HIGH 0.8272
0.618 0.8265
0.500 0.8263
0.382 0.8261
LOW 0.8254
0.618 0.8243
1.000 0.8236
1.618 0.8225
2.618 0.8207
4.250 0.8178
Fisher Pivots for day following 28-May-2021
Pivot 1 day 3 day
R1 0.8269 0.8272
PP 0.8266 0.8272
S1 0.8263 0.8272

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

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