CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 08-Jul-2021
Day Change Summary
Previous Current
07-Jul-2021 08-Jul-2021 Change Change % Previous Week
Open 0.8015 0.7950 -0.0065 -0.8% 0.8115
High 0.8048 0.7983 -0.0065 -0.8% 0.8137
Low 0.7989 0.7944 -0.0046 -0.6% 0.8034
Close 0.8015 0.7979 -0.0036 -0.4% 0.8102
Range 0.0059 0.0040 -0.0019 -32.5% 0.0103
ATR 0.0054 0.0055 0.0001 2.3% 0.0000
Volume 0 23 23 153
Daily Pivots for day following 08-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.8087 0.8073 0.8001
R3 0.8048 0.8033 0.7990
R2 0.8008 0.8008 0.7986
R1 0.7994 0.7994 0.7983 0.8001
PP 0.7969 0.7969 0.7969 0.7972
S1 0.7954 0.7954 0.7975 0.7961
S2 0.7929 0.7929 0.7972
S3 0.7890 0.7915 0.7968
S4 0.7850 0.7875 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 0.7944 0.0183 2.3% 0.0071 0.9% 19% False True 10
10 0.8147 0.7944 0.0204 2.6% 0.0054 0.7% 17% False True 19
20 0.8278 0.7944 0.0334 4.2% 0.0051 0.6% 11% False True 15
40 0.8319 0.7944 0.0376 4.7% 0.0044 0.5% 9% False True 13
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0015
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8151
2.618 0.8086
1.618 0.8047
1.000 0.8023
0.618 0.8007
HIGH 0.7983
0.618 0.7968
0.500 0.7963
0.382 0.7959
LOW 0.7944
0.618 0.7919
1.000 0.7904
1.618 0.7880
2.618 0.7840
4.250 0.7776
Fisher Pivots for day following 08-Jul-2021
Pivot 1 day 3 day
R1 0.7974 0.8035
PP 0.7969 0.8016
S1 0.7963 0.7998

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

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