CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 15-Jun-2021
Day Change Summary
Previous Current
14-Jun-2021 15-Jun-2021 Change Change % Previous Week
Open 0.8237 0.8200 -0.0037 -0.4% 0.8278
High 0.8238 0.8236 -0.0002 0.0% 0.8286
Low 0.8234 0.8200 -0.0034 -0.4% 0.8215
Close 0.8234 0.8204 -0.0030 -0.4% 0.8218
Range 0.0004 0.0036 0.0032 914.3% 0.0071
ATR 0.0039 0.0038 0.0000 -0.6% 0.0000
Volume 5 3 -2 -40.0% 80
Daily Pivots for day following 15-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.8320 0.8297 0.8224
R3 0.8284 0.8262 0.8214
R2 0.8249 0.8249 0.8211
R1 0.8226 0.8226 0.8207 0.8238
PP 0.8213 0.8213 0.8213 0.8219
S1 0.8191 0.8191 0.8201 0.8202
S2 0.8178 0.8178 0.8197
S3 0.8142 0.8155 0.8194
S4 0.8107 0.8120 0.8184
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 0.8200 0.0085 1.0% 0.0031 0.4% 5% False True 9
10 0.8311 0.8200 0.0111 1.3% 0.0033 0.4% 4% False True 9
20 0.8319 0.8200 0.0119 1.5% 0.0034 0.4% 3% False True 6
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8386
2.618 0.8328
1.618 0.8293
1.000 0.8271
0.618 0.8257
HIGH 0.8236
0.618 0.8222
0.500 0.8218
0.382 0.8214
LOW 0.8200
0.618 0.8178
1.000 0.8165
1.618 0.8143
2.618 0.8107
4.250 0.8049
Fisher Pivots for day following 15-Jun-2021
Pivot 1 day 3 day
R1 0.8218 0.8238
PP 0.8213 0.8227
S1 0.8209 0.8215

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

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