CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 07-Jul-2021
Day Change Summary
Previous Current
06-Jul-2021 07-Jul-2021 Change Change % Previous Week
Open 0.8025 0.8015 -0.0010 -0.1% 0.8115
High 0.8127 0.8048 -0.0079 -1.0% 0.8137
Low 0.8005 0.7989 -0.0016 -0.2% 0.8034
Close 0.8024 0.8015 -0.0010 -0.1% 0.8102
Range 0.0122 0.0059 -0.0063 -51.9% 0.0103
ATR 0.0054 0.0054 0.0000 0.7% 0.0000
Volume 5 0 -5 -100.0% 153
Daily Pivots for day following 07-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.8193 0.8162 0.8047
R3 0.8134 0.8104 0.8031
R2 0.8076 0.8076 0.8025
R1 0.8045 0.8045 0.8020 0.8044
PP 0.8017 0.8017 0.8017 0.8016
S1 0.7987 0.7987 0.8009 0.7985
S2 0.7959 0.7959 0.8004
S3 0.7900 0.7928 0.7998
S4 0.7842 0.7870 0.7982
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 0.7989 0.0138 1.7% 0.0071 0.9% 19% False True 10
10 0.8159 0.7989 0.0170 2.1% 0.0055 0.7% 15% False True 17
20 0.8285 0.7989 0.0296 3.7% 0.0050 0.6% 9% False True 14
40 0.8319 0.7989 0.0330 4.1% 0.0043 0.5% 8% False True 16
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 0.0016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8296
2.618 0.8201
1.618 0.8142
1.000 0.8106
0.618 0.8084
HIGH 0.8048
0.618 0.8025
0.500 0.8018
0.382 0.8011
LOW 0.7989
0.618 0.7953
1.000 0.7931
1.618 0.7894
2.618 0.7836
4.250 0.7740
Fisher Pivots for day following 07-Jul-2021
Pivot 1 day 3 day
R1 0.8018 0.8058
PP 0.8017 0.8043
S1 0.8016 0.8029

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

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