CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 15-Jul-2021
Day Change Summary
Previous Current
14-Jul-2021 15-Jul-2021 Change Change % Previous Week
Open 0.8003 0.7977 -0.0026 -0.3% 0.8025
High 0.8039 0.7997 -0.0042 -0.5% 0.8127
Low 0.7985 0.7929 -0.0056 -0.7% 0.7944
Close 0.7994 0.7931 -0.0063 -0.8% 0.8029
Range 0.0055 0.0068 0.0014 24.8% 0.0183
ATR 0.0055 0.0056 0.0001 1.7% 0.0000
Volume 39 40 1 2.6% 29
Daily Pivots for day following 15-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.8156 0.8112 0.7968
R3 0.8088 0.8044 0.7950
R2 0.8020 0.8020 0.7943
R1 0.7976 0.7976 0.7937 0.7964
PP 0.7952 0.7952 0.7952 0.7947
S1 0.7908 0.7908 0.7925 0.7896
S2 0.7884 0.7884 0.7919
S3 0.7816 0.7840 0.7912
S4 0.7748 0.7772 0.7894
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 0.7929 0.0110 1.4% 0.0057 0.7% 2% False True 17
10 0.8127 0.7929 0.0198 2.5% 0.0064 0.8% 1% False True 14
20 0.8159 0.7929 0.0230 2.9% 0.0055 0.7% 1% False True 16
40 0.8319 0.7929 0.0390 4.9% 0.0045 0.6% 1% False True 12
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 0.0016
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8286
2.618 0.8175
1.618 0.8107
1.000 0.8065
0.618 0.8039
HIGH 0.7997
0.618 0.7971
0.500 0.7963
0.382 0.7955
LOW 0.7929
0.618 0.7887
1.000 0.7861
1.618 0.7819
2.618 0.7751
4.250 0.7640
Fisher Pivots for day following 15-Jul-2021
Pivot 1 day 3 day
R1 0.7963 0.7984
PP 0.7952 0.7966
S1 0.7942 0.7949

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

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