CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 01-Jul-2021
Day Change Summary
Previous Current
30-Jun-2021 01-Jul-2021 Change Change % Previous Week
Open 0.8078 0.8067 -0.0011 -0.1% 0.8067
High 0.8092 0.8085 -0.0007 -0.1% 0.8159
Low 0.8051 0.8036 -0.0015 -0.2% 0.8012
Close 0.8063 0.8036 -0.0027 -0.3% 0.8125
Range 0.0041 0.0049 0.0008 19.8% 0.0148
ATR 0.0045 0.0045 0.0000 0.6% 0.0000
Volume 24 19 -5 -20.8% 32
Daily Pivots for day following 01-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.8198 0.8165 0.8063
R3 0.8149 0.8117 0.8049
R2 0.8101 0.8101 0.8045
R1 0.8068 0.8068 0.8040 0.8060
PP 0.8052 0.8052 0.8052 0.8048
S1 0.8020 0.8020 0.8032 0.8012
S2 0.8004 0.8004 0.8027
S3 0.7955 0.7971 0.8023
S4 0.7907 0.7923 0.8009
Weekly Pivots for week ending 25-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.8541 0.8481 0.8206
R3 0.8394 0.8333 0.8166
R2 0.8246 0.8246 0.8152
R1 0.8186 0.8186 0.8139 0.8216
PP 0.8099 0.8099 0.8099 0.8114
S1 0.8038 0.8038 0.8111 0.8068
S2 0.7951 0.7951 0.8098
S3 0.7804 0.7891 0.8084
S4 0.7656 0.7743 0.8044
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8147 0.8036 0.0111 1.4% 0.0040 0.5% 0% False True 29
10 0.8159 0.8012 0.0148 1.8% 0.0047 0.6% 17% False False 18
20 0.8286 0.8012 0.0275 3.4% 0.0041 0.5% 9% False False 16
40 0.8319 0.8012 0.0308 3.8% 0.0038 0.5% 8% False False 19
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 0.0012
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8291
2.618 0.8211
1.618 0.8163
1.000 0.8133
0.618 0.8114
HIGH 0.8085
0.618 0.8066
0.500 0.8060
0.382 0.8055
LOW 0.8036
0.618 0.8006
1.000 0.7988
1.618 0.7958
2.618 0.7909
4.250 0.7830
Fisher Pivots for day following 01-Jul-2021
Pivot 1 day 3 day
R1 0.8060 0.8072
PP 0.8052 0.8060
S1 0.8044 0.8048

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

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