CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 16-Jul-2021
Day Change Summary
Previous Current
15-Jul-2021 16-Jul-2021 Change Change % Previous Week
Open 0.7977 0.7932 -0.0046 -0.6% 0.8025
High 0.7997 0.7960 -0.0037 -0.5% 0.8039
Low 0.7929 0.7927 -0.0003 0.0% 0.7927
Close 0.7931 0.7932 0.0001 0.0% 0.7932
Range 0.0068 0.0034 -0.0035 -50.7% 0.0113
ATR 0.0056 0.0054 -0.0002 -2.9% 0.0000
Volume 40 16 -24 -60.0% 103
Daily Pivots for day following 16-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.8040 0.8020 0.7950
R3 0.8007 0.7986 0.7941
R2 0.7973 0.7973 0.7938
R1 0.7953 0.7953 0.7935 0.7963
PP 0.7940 0.7940 0.7940 0.7945
S1 0.7919 0.7919 0.7929 0.7929
S2 0.7906 0.7906 0.7926
S3 0.7873 0.7886 0.7923
S4 0.7839 0.7852 0.7914
Weekly Pivots for week ending 16-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.8303 0.8230 0.7994
R3 0.8191 0.8118 0.7963
R2 0.8078 0.8078 0.7953
R1 0.8005 0.8005 0.7942 0.7986
PP 0.7966 0.7966 0.7966 0.7956
S1 0.7893 0.7893 0.7922 0.7873
S2 0.7853 0.7853 0.7911
S3 0.7741 0.7780 0.7901
S4 0.7628 0.7668 0.7870
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8039 0.7927 0.0113 1.4% 0.0050 0.6% 5% False True 20
10 0.8127 0.7927 0.0200 2.5% 0.0063 0.8% 3% False True 13
20 0.8159 0.7927 0.0233 2.9% 0.0055 0.7% 2% False True 16
40 0.8319 0.7927 0.0393 4.9% 0.0046 0.6% 1% False True 12
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 14 trading days
Fibonacci Retracements and Extensions
4.250 0.8102
2.618 0.8048
1.618 0.8014
1.000 0.7994
0.618 0.7981
HIGH 0.7960
0.618 0.7947
0.500 0.7943
0.382 0.7939
LOW 0.7927
0.618 0.7906
1.000 0.7893
1.618 0.7872
2.618 0.7839
4.250 0.7784
Fisher Pivots for day following 16-Jul-2021
Pivot 1 day 3 day
R1 0.7943 0.7983
PP 0.7940 0.7966
S1 0.7936 0.7949

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

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