CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 14-Jul-2021
Day Change Summary
Previous Current
13-Jul-2021 14-Jul-2021 Change Change % Previous Week
Open 0.7987 0.8003 0.0016 0.2% 0.8025
High 0.8033 0.8039 0.0006 0.1% 0.8127
Low 0.7977 0.7985 0.0008 0.1% 0.7944
Close 0.7989 0.7994 0.0005 0.1% 0.8029
Range 0.0057 0.0055 -0.0002 -3.5% 0.0183
ATR 0.0055 0.0055 0.0000 -0.1% 0.0000
Volume 6 39 33 550.0% 29
Daily Pivots for day following 14-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.8169 0.8136 0.8023
R3 0.8115 0.8081 0.8008
R2 0.8060 0.8060 0.8003
R1 0.8027 0.8027 0.7998 0.8016
PP 0.8006 0.8006 0.8006 0.8000
S1 0.7972 0.7972 0.7989 0.7962
S2 0.7951 0.7951 0.7984
S3 0.7897 0.7918 0.7979
S4 0.7842 0.7863 0.7964
Weekly Pivots for week ending 09-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.8582 0.8489 0.8130
R3 0.8399 0.8306 0.8079
R2 0.8216 0.8216 0.8063
R1 0.8123 0.8123 0.8046 0.8169
PP 0.8033 0.8033 0.8033 0.8056
S1 0.7940 0.7940 0.8012 0.7986
S2 0.7850 0.7850 0.7995
S3 0.7667 0.7757 0.7979
S4 0.7484 0.7574 0.7928
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8039 0.7944 0.0096 1.2% 0.0052 0.6% 52% True False 14
10 0.8127 0.7944 0.0183 2.3% 0.0061 0.8% 27% False False 12
20 0.8219 0.7944 0.0276 3.4% 0.0056 0.7% 18% False False 16
40 0.8319 0.7944 0.0376 4.7% 0.0045 0.6% 13% False False 11
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 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8271
2.618 0.8182
1.618 0.8127
1.000 0.8094
0.618 0.8073
HIGH 0.8039
0.618 0.8018
0.500 0.8012
0.382 0.8005
LOW 0.7985
0.618 0.7951
1.000 0.7930
1.618 0.7896
2.618 0.7842
4.250 0.7753
Fisher Pivots for day following 14-Jul-2021
Pivot 1 day 3 day
R1 0.8012 0.8008
PP 0.8006 0.8003
S1 0.8000 0.7998

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

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