CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 16-Jun-2021
Day Change Summary
Previous Current
15-Jun-2021 16-Jun-2021 Change Change % Previous Week
Open 0.8200 0.8205 0.0005 0.1% 0.8278
High 0.8236 0.8219 -0.0017 -0.2% 0.8286
Low 0.8200 0.8149 -0.0051 -0.6% 0.8215
Close 0.8204 0.8153 -0.0051 -0.6% 0.8218
Range 0.0036 0.0070 0.0035 97.2% 0.0071
ATR 0.0038 0.0041 0.0002 5.9% 0.0000
Volume 3 25 22 733.3% 80
Daily Pivots for day following 16-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.8384 0.8338 0.8192
R3 0.8314 0.8268 0.8172
R2 0.8244 0.8244 0.8166
R1 0.8198 0.8198 0.8159 0.8186
PP 0.8174 0.8174 0.8174 0.8168
S1 0.8128 0.8128 0.8147 0.8116
S2 0.8104 0.8104 0.8140
S3 0.8034 0.8058 0.8134
S4 0.7964 0.7988 0.8115
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 0.8278 0.8149 0.0129 1.6% 0.0040 0.5% 3% False True 13
10 0.8311 0.8149 0.0162 2.0% 0.0037 0.4% 2% False True 11
20 0.8319 0.8149 0.0170 2.1% 0.0035 0.4% 2% False True 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 32 trading days
Fibonacci Retracements and Extensions
4.250 0.8517
2.618 0.8402
1.618 0.8332
1.000 0.8289
0.618 0.8262
HIGH 0.8219
0.618 0.8192
0.500 0.8184
0.382 0.8176
LOW 0.8149
0.618 0.8106
1.000 0.8079
1.618 0.8036
2.618 0.7966
4.250 0.7852
Fisher Pivots for day following 16-Jun-2021
Pivot 1 day 3 day
R1 0.8184 0.8193
PP 0.8174 0.8180
S1 0.8163 0.8166

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

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