CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 24-Jun-2021
Day Change Summary
Previous Current
23-Jun-2021 24-Jun-2021 Change Change % Previous Week
Open 0.8130 0.8118 -0.0012 -0.1% 0.8237
High 0.8159 0.8140 -0.0019 -0.2% 0.8238
Low 0.8114 0.8106 -0.0008 -0.1% 0.8016
Close 0.8128 0.8117 -0.0011 -0.1% 0.8049
Range 0.0046 0.0034 -0.0012 -25.3% 0.0222
ATR 0.0049 0.0048 -0.0001 -2.2% 0.0000
Volume 7 8 1 14.3% 69
Daily Pivots for day following 24-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.8223 0.8204 0.8135
R3 0.8189 0.8170 0.8126
R2 0.8155 0.8155 0.8123
R1 0.8136 0.8136 0.8120 0.8128
PP 0.8121 0.8121 0.8121 0.8117
S1 0.8102 0.8102 0.8113 0.8094
S2 0.8087 0.8087 0.8110
S3 0.8053 0.8068 0.8107
S4 0.8019 0.8034 0.8098
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 0.8159 0.8012 0.0148 1.8% 0.0055 0.7% 71% False False 8
10 0.8276 0.8012 0.0265 3.3% 0.0049 0.6% 40% False False 11
20 0.8319 0.8012 0.0308 3.8% 0.0041 0.5% 34% False False 10
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0008
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8285
2.618 0.8229
1.618 0.8195
1.000 0.8174
0.618 0.8161
HIGH 0.8140
0.618 0.8127
0.500 0.8123
0.382 0.8119
LOW 0.8106
0.618 0.8085
1.000 0.8072
1.618 0.8051
2.618 0.8017
4.250 0.7962
Fisher Pivots for day following 24-Jun-2021
Pivot 1 day 3 day
R1 0.8123 0.8115
PP 0.8121 0.8113
S1 0.8119 0.8112

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

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