CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 19-Jul-2021
Day Change Summary
Previous Current
16-Jul-2021 19-Jul-2021 Change Change % Previous Week
Open 0.7932 0.7830 -0.0102 -1.3% 0.8025
High 0.7960 0.7850 -0.0110 -1.4% 0.8039
Low 0.7927 0.7809 -0.0118 -1.5% 0.7927
Close 0.7932 0.7837 -0.0095 -1.2% 0.7932
Range 0.0034 0.0041 0.0008 22.4% 0.0113
ATR 0.0054 0.0059 0.0005 9.1% 0.0000
Volume 16 35 19 118.8% 103
Daily Pivots for day following 19-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.7955 0.7937 0.7860
R3 0.7914 0.7896 0.7848
R2 0.7873 0.7873 0.7845
R1 0.7855 0.7855 0.7841 0.7864
PP 0.7832 0.7832 0.7832 0.7837
S1 0.7814 0.7814 0.7833 0.7823
S2 0.7791 0.7791 0.7829
S3 0.7750 0.7773 0.7826
S4 0.7709 0.7732 0.7814
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 0.7809 0.0230 2.9% 0.0051 0.6% 12% False True 27
10 0.8127 0.7809 0.0318 4.1% 0.0058 0.7% 9% False True 16
20 0.8159 0.7809 0.0350 4.5% 0.0054 0.7% 8% False True 17
40 0.8319 0.7809 0.0510 6.5% 0.0045 0.6% 5% False True 13
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8024
2.618 0.7957
1.618 0.7916
1.000 0.7891
0.618 0.7875
HIGH 0.7850
0.618 0.7834
0.500 0.7830
0.382 0.7825
LOW 0.7809
0.618 0.7784
1.000 0.7768
1.618 0.7743
2.618 0.7702
4.250 0.7635
Fisher Pivots for day following 19-Jul-2021
Pivot 1 day 3 day
R1 0.7835 0.7903
PP 0.7832 0.7881
S1 0.7830 0.7859

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

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