CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 22-Jul-2021
Day Change Summary
Previous Current
21-Jul-2021 22-Jul-2021 Change Change % Previous Week
Open 0.7943 0.7956 0.0013 0.2% 0.8025
High 0.7982 0.7980 -0.0002 0.0% 0.8039
Low 0.7858 0.7942 0.0084 1.1% 0.7927
Close 0.7961 0.7964 0.0003 0.0% 0.7932
Range 0.0124 0.0038 -0.0086 -69.2% 0.0113
ATR 0.0064 0.0062 -0.0002 -2.9% 0.0000
Volume 17 1 -16 -94.1% 103
Daily Pivots for day following 22-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.8076 0.8058 0.7984
R3 0.8038 0.8020 0.7974
R2 0.8000 0.8000 0.7970
R1 0.7982 0.7982 0.7967 0.7991
PP 0.7962 0.7962 0.7962 0.7966
S1 0.7944 0.7944 0.7960 0.7953
S2 0.7924 0.7924 0.7957
S3 0.7886 0.7906 0.7953
S4 0.7848 0.7868 0.7943
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 0.7982 0.7809 0.0173 2.2% 0.0060 0.8% 90% False False 14
10 0.8039 0.7809 0.0230 2.9% 0.0059 0.7% 67% False False 16
20 0.8147 0.7809 0.0338 4.2% 0.0056 0.7% 46% False False 17
40 0.8319 0.7809 0.0510 6.4% 0.0049 0.6% 30% False False 14
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8141
2.618 0.8079
1.618 0.8041
1.000 0.8018
0.618 0.8003
HIGH 0.7980
0.618 0.7965
0.500 0.7961
0.382 0.7956
LOW 0.7942
0.618 0.7918
1.000 0.7904
1.618 0.7880
2.618 0.7842
4.250 0.7780
Fisher Pivots for day following 22-Jul-2021
Pivot 1 day 3 day
R1 0.7963 0.7943
PP 0.7962 0.7923
S1 0.7961 0.7902

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

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