CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 14-Jun-2021
Day Change Summary
Previous Current
11-Jun-2021 14-Jun-2021 Change Change % Previous Week
Open 0.8276 0.8237 -0.0039 -0.5% 0.8278
High 0.8276 0.8238 -0.0039 -0.5% 0.8286
Low 0.8215 0.8234 0.0019 0.2% 0.8215
Close 0.8218 0.8234 0.0016 0.2% 0.8218
Range 0.0061 0.0004 -0.0058 -94.3% 0.0071
ATR 0.0040 0.0039 -0.0001 -3.7% 0.0000
Volume 16 5 -11 -68.8% 80
Daily Pivots for day following 14-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.8246 0.8243 0.8236
R3 0.8242 0.8240 0.8235
R2 0.8239 0.8239 0.8235
R1 0.8236 0.8236 0.8234 0.8236
PP 0.8235 0.8235 0.8235 0.8235
S1 0.8233 0.8233 0.8234 0.8232
S2 0.8232 0.8232 0.8233
S3 0.8228 0.8229 0.8233
S4 0.8225 0.8226 0.8232
Weekly Pivots for week ending 11-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.8453 0.8406 0.8257
R3 0.8382 0.8335 0.8238
R2 0.8311 0.8311 0.8231
R1 0.8264 0.8264 0.8225 0.8252
PP 0.8240 0.8240 0.8240 0.8234
S1 0.8193 0.8193 0.8211 0.8181
S2 0.8169 0.8169 0.8205
S3 0.8098 0.8122 0.8198
S4 0.8027 0.8051 0.8179
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8285 0.8215 0.0070 0.9% 0.0029 0.3% 27% False False 12
10 0.8319 0.8215 0.0104 1.3% 0.0033 0.4% 18% False False 10
20 0.8319 0.8215 0.0104 1.3% 0.0034 0.4% 18% False False 6
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 30 trading days
Fibonacci Retracements and Extensions
4.250 0.8252
2.618 0.8247
1.618 0.8243
1.000 0.8241
0.618 0.8240
HIGH 0.8238
0.618 0.8236
0.500 0.8236
0.382 0.8235
LOW 0.8234
0.618 0.8232
1.000 0.8231
1.618 0.8228
2.618 0.8225
4.250 0.8219
Fisher Pivots for day following 14-Jun-2021
Pivot 1 day 3 day
R1 0.8236 0.8246
PP 0.8235 0.8242
S1 0.8235 0.8238

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

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