CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 22-Jun-2021
Day Change Summary
Previous Current
21-Jun-2021 22-Jun-2021 Change Change % Previous Week
Open 0.8067 0.8118 0.0051 0.6% 0.8237
High 0.8093 0.8126 0.0033 0.4% 0.8238
Low 0.8012 0.8065 0.0053 0.7% 0.8016
Close 0.8093 0.8118 0.0025 0.3% 0.8049
Range 0.0081 0.0061 -0.0020 -24.7% 0.0222
ATR 0.0048 0.0049 0.0001 1.9% 0.0000
Volume 16 0 -16 -100.0% 69
Daily Pivots for day following 22-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.8286 0.8263 0.8151
R3 0.8225 0.8202 0.8134
R2 0.8164 0.8164 0.8129
R1 0.8141 0.8141 0.8123 0.8148
PP 0.8103 0.8103 0.8103 0.8106
S1 0.8080 0.8080 0.8112 0.8087
S2 0.8042 0.8042 0.8106
S3 0.7981 0.8019 0.8101
S4 0.7920 0.7958 0.8084
Weekly Pivots for week ending 18-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.8767 0.8630 0.8171
R3 0.8545 0.8408 0.8110
R2 0.8323 0.8323 0.8090
R1 0.8186 0.8186 0.8069 0.8143
PP 0.8101 0.8101 0.8101 0.8079
S1 0.7964 0.7964 0.8029 0.7921
S2 0.7879 0.7879 0.8008
S3 0.7657 0.7742 0.7988
S4 0.7435 0.7520 0.7927
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8219 0.8012 0.0208 2.6% 0.0062 0.8% 51% False False 15
10 0.8285 0.8012 0.0274 3.4% 0.0046 0.6% 39% False False 12
20 0.8319 0.8012 0.0308 3.8% 0.0040 0.5% 34% False False 10
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 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8385
2.618 0.8285
1.618 0.8224
1.000 0.8187
0.618 0.8163
HIGH 0.8126
0.618 0.8102
0.500 0.8095
0.382 0.8088
LOW 0.8065
0.618 0.8027
1.000 0.8004
1.618 0.7966
2.618 0.7905
4.250 0.7805
Fisher Pivots for day following 22-Jun-2021
Pivot 1 day 3 day
R1 0.8110 0.8101
PP 0.8103 0.8085
S1 0.8095 0.8069

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

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