CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 07-Jun-2021
Day Change Summary
Previous Current
04-Jun-2021 07-Jun-2021 Change Change % Previous Week
Open 0.8275 0.8278 0.0003 0.0% 0.8290
High 0.8281 0.8286 0.0005 0.1% 0.8319
Low 0.8243 0.8262 0.0019 0.2% 0.8243
Close 0.8281 0.8283 0.0002 0.0% 0.8281
Range 0.0039 0.0025 -0.0014 -36.4% 0.0077
ATR 0.0042 0.0041 -0.0001 -3.0% 0.0000
Volume 4 23 19 475.0% 22
Daily Pivots for day following 07-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.8350 0.8341 0.8296
R3 0.8326 0.8317 0.8290
R2 0.8301 0.8301 0.8287
R1 0.8292 0.8292 0.8285 0.8297
PP 0.8277 0.8277 0.8277 0.8279
S1 0.8268 0.8268 0.8281 0.8272
S2 0.8252 0.8252 0.8279
S3 0.8228 0.8243 0.8276
S4 0.8203 0.8219 0.8270
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% 0.0037 0.4% 53% False False 9
10 0.8319 0.8243 0.0077 0.9% 0.0034 0.4% 53% False False 7
20 0.8319 0.8199 0.0121 1.5% 0.0035 0.4% 70% False False 19
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0006
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8390
2.618 0.8350
1.618 0.8326
1.000 0.8311
0.618 0.8301
HIGH 0.8286
0.618 0.8277
0.500 0.8274
0.382 0.8271
LOW 0.8262
0.618 0.8246
1.000 0.8237
1.618 0.8222
2.618 0.8197
4.250 0.8157
Fisher Pivots for day following 07-Jun-2021
Pivot 1 day 3 day
R1 0.8280 0.8281
PP 0.8277 0.8279
S1 0.8274 0.8277

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

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