CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 06-Jul-2021
Day Change Summary
Previous Current
02-Jul-2021 06-Jul-2021 Change Change % Previous Week
Open 0.8065 0.8025 -0.0040 -0.5% 0.8115
High 0.8122 0.8127 0.0005 0.1% 0.8137
Low 0.8034 0.8005 -0.0029 -0.4% 0.8034
Close 0.8102 0.8024 -0.0078 -1.0% 0.8102
Range 0.0088 0.0122 0.0034 38.1% 0.0103
ATR 0.0048 0.0054 0.0005 10.8% 0.0000
Volume 6 5 -1 -16.7% 153
Daily Pivots for day following 06-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.8416 0.8342 0.8091
R3 0.8295 0.8220 0.8057
R2 0.8173 0.8173 0.8046
R1 0.8099 0.8099 0.8035 0.8075
PP 0.8052 0.8052 0.8052 0.8040
S1 0.7977 0.7977 0.8013 0.7954
S2 0.7930 0.7930 0.8002
S3 0.7809 0.7856 0.7991
S4 0.7687 0.7734 0.7957
Weekly Pivots for week ending 02-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.8400 0.8354 0.8158
R3 0.8297 0.8251 0.8130
R2 0.8194 0.8194 0.8120
R1 0.8148 0.8148 0.8111 0.8119
PP 0.8091 0.8091 0.8091 0.8077
S1 0.8045 0.8045 0.8092 0.8016
S2 0.7988 0.7988 0.8083
S3 0.7885 0.7942 0.8073
S4 0.7782 0.7839 0.8045
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8127 0.8005 0.0122 1.5% 0.0068 0.8% 16% True True 28
10 0.8159 0.8005 0.0154 1.9% 0.0055 0.7% 12% False True 17
20 0.8285 0.8005 0.0280 3.5% 0.0049 0.6% 7% False True 15
40 0.8319 0.8005 0.0314 3.9% 0.0042 0.5% 6% False True 17
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 0.8643
2.618 0.8445
1.618 0.8323
1.000 0.8248
0.618 0.8202
HIGH 0.8127
0.618 0.8080
0.500 0.8066
0.382 0.8051
LOW 0.8005
0.618 0.7930
1.000 0.7884
1.618 0.7808
2.618 0.7687
4.250 0.7489
Fisher Pivots for day following 06-Jul-2021
Pivot 1 day 3 day
R1 0.8066 0.8066
PP 0.8052 0.8052
S1 0.8038 0.8038

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

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