CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 17-Jun-2021
Day Change Summary
Previous Current
16-Jun-2021 17-Jun-2021 Change Change % Previous Week
Open 0.8205 0.8125 -0.0080 -1.0% 0.8278
High 0.8219 0.8125 -0.0094 -1.1% 0.8286
Low 0.8149 0.8083 -0.0066 -0.8% 0.8215
Close 0.8153 0.8096 -0.0057 -0.7% 0.8218
Range 0.0070 0.0042 -0.0028 -40.0% 0.0071
ATR 0.0041 0.0043 0.0002 5.2% 0.0000
Volume 25 27 2 8.0% 80
Daily Pivots for day following 17-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.8227 0.8204 0.8119
R3 0.8185 0.8162 0.8108
R2 0.8143 0.8143 0.8104
R1 0.8120 0.8120 0.8100 0.8111
PP 0.8101 0.8101 0.8101 0.8097
S1 0.8078 0.8078 0.8092 0.8069
S2 0.8059 0.8059 0.8088
S3 0.8017 0.8036 0.8084
S4 0.7975 0.7994 0.8073
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 0.8276 0.8083 0.0193 2.4% 0.0042 0.5% 7% False True 15
10 0.8286 0.8083 0.0203 2.5% 0.0035 0.4% 6% False True 14
20 0.8319 0.8083 0.0236 2.9% 0.0036 0.4% 6% False True 9
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8304
2.618 0.8235
1.618 0.8193
1.000 0.8167
0.618 0.8151
HIGH 0.8125
0.618 0.8109
0.500 0.8104
0.382 0.8099
LOW 0.8083
0.618 0.8057
1.000 0.8041
1.618 0.8015
2.618 0.7973
4.250 0.7905
Fisher Pivots for day following 17-Jun-2021
Pivot 1 day 3 day
R1 0.8104 0.8159
PP 0.8101 0.8138
S1 0.8099 0.8117

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

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