CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 04-Jun-2021
Day Change Summary
Previous Current
03-Jun-2021 04-Jun-2021 Change Change % Previous Week
Open 0.8259 0.8275 0.0016 0.2% 0.8290
High 0.8311 0.8281 -0.0030 -0.4% 0.8319
Low 0.8257 0.8243 -0.0014 -0.2% 0.8243
Close 0.8259 0.8281 0.0022 0.3% 0.8281
Range 0.0054 0.0039 -0.0016 -28.7% 0.0077
ATR 0.0043 0.0042 0.0000 -0.7% 0.0000
Volume 0 4 4 22
Daily Pivots for day following 04-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.8384 0.8371 0.8302
R3 0.8345 0.8332 0.8292
R2 0.8307 0.8307 0.8288
R1 0.8294 0.8294 0.8285 0.8300
PP 0.8268 0.8268 0.8268 0.8271
S1 0.8255 0.8255 0.8277 0.8262
S2 0.8230 0.8230 0.8274
S3 0.8191 0.8217 0.8270
S4 0.8153 0.8178 0.8260
Weekly Pivots for week ending 04-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.8510 0.8472 0.8323
R3 0.8434 0.8396 0.8302
R2 0.8357 0.8357 0.8295
R1 0.8319 0.8319 0.8288 0.8300
PP 0.8281 0.8281 0.8281 0.8271
S1 0.8243 0.8243 0.8274 0.8224
S2 0.8204 0.8204 0.8267
S3 0.8128 0.8166 0.8260
S4 0.8051 0.8090 0.8239
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8319 0.8243 0.0077 0.9% 0.0036 0.4% 50% False True 4
10 0.8319 0.8243 0.0077 0.9% 0.0036 0.4% 50% False True 4
20 0.8319 0.8199 0.0121 1.5% 0.0036 0.4% 68% False False 21
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8445
2.618 0.8382
1.618 0.8343
1.000 0.8320
0.618 0.8305
HIGH 0.8281
0.618 0.8266
0.500 0.8262
0.382 0.8257
LOW 0.8243
0.618 0.8219
1.000 0.8204
1.618 0.8180
2.618 0.8142
4.250 0.8079
Fisher Pivots for day following 04-Jun-2021
Pivot 1 day 3 day
R1 0.8275 0.8280
PP 0.8268 0.8278
S1 0.8262 0.8277

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

View Archives - Comment on this page... - Back to Index of Symbols