CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 03-Jun-2021
Day Change Summary
Previous Current
02-Jun-2021 03-Jun-2021 Change Change % Previous Week
Open 0.8296 0.8259 -0.0037 -0.4% 0.8301
High 0.8310 0.8311 0.0001 0.0% 0.8310
Low 0.8271 0.8257 -0.0014 -0.2% 0.8244
Close 0.8308 0.8259 -0.0049 -0.6% 0.8272
Range 0.0039 0.0054 0.0015 38.5% 0.0066
ATR 0.0042 0.0043 0.0001 2.1% 0.0000
Volume 7 0 -7 -100.0% 26
Daily Pivots for day following 03-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.8437 0.8402 0.8289
R3 0.8383 0.8348 0.8274
R2 0.8329 0.8329 0.8269
R1 0.8294 0.8294 0.8264 0.8286
PP 0.8275 0.8275 0.8275 0.8271
S1 0.8240 0.8240 0.8254 0.8232
S2 0.8221 0.8221 0.8249
S3 0.8167 0.8186 0.8244
S4 0.8113 0.8132 0.8229
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 0.8319 0.8244 0.0076 0.9% 0.0037 0.4% 21% False False 3
10 0.8319 0.8240 0.0079 1.0% 0.0037 0.4% 24% False False 4
20 0.8319 0.8199 0.0121 1.5% 0.0035 0.4% 50% False False 22
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.8540
2.618 0.8452
1.618 0.8398
1.000 0.8365
0.618 0.8344
HIGH 0.8311
0.618 0.8290
0.500 0.8284
0.382 0.8277
LOW 0.8257
0.618 0.8223
1.000 0.8203
1.618 0.8169
2.618 0.8115
4.250 0.8027
Fisher Pivots for day following 03-Jun-2021
Pivot 1 day 3 day
R1 0.8284 0.8288
PP 0.8275 0.8278
S1 0.8267 0.8269

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

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