CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 09-Jun-2021
Day Change Summary
Previous Current
08-Jun-2021 09-Jun-2021 Change Change % Previous Week
Open 0.8270 0.8267 -0.0004 0.0% 0.8290
High 0.8279 0.8285 0.0006 0.1% 0.8319
Low 0.8256 0.8258 0.0002 0.0% 0.8243
Close 0.8260 0.8260 0.0001 0.0% 0.8281
Range 0.0023 0.0028 0.0005 19.6% 0.0077
ATR 0.0040 0.0039 -0.0001 -2.3% 0.0000
Volume 18 3 -15 -83.3% 22
Daily Pivots for day following 09-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.8350 0.8333 0.8275
R3 0.8323 0.8305 0.8268
R2 0.8295 0.8295 0.8265
R1 0.8278 0.8278 0.8263 0.8273
PP 0.8268 0.8268 0.8268 0.8265
S1 0.8250 0.8250 0.8257 0.8245
S2 0.8240 0.8240 0.8255
S3 0.8213 0.8223 0.8252
S4 0.8185 0.8195 0.8245
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 0.8311 0.8243 0.0068 0.8% 0.0034 0.4% 26% False False 9
10 0.8319 0.8243 0.0077 0.9% 0.0035 0.4% 23% False False 9
20 0.8319 0.8199 0.0121 1.5% 0.0037 0.4% 51% False False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8402
2.618 0.8357
1.618 0.8329
1.000 0.8313
0.618 0.8302
HIGH 0.8285
0.618 0.8274
0.500 0.8271
0.382 0.8268
LOW 0.8258
0.618 0.8241
1.000 0.8230
1.618 0.8213
2.618 0.8186
4.250 0.8141
Fisher Pivots for day following 09-Jun-2021
Pivot 1 day 3 day
R1 0.8271 0.8271
PP 0.8268 0.8267
S1 0.8264 0.8264

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

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