CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 23-Jul-2021
Day Change Summary
Previous Current
22-Jul-2021 23-Jul-2021 Change Change % Previous Week
Open 0.7956 0.7952 -0.0004 -0.1% 0.7830
High 0.7980 0.7952 -0.0028 -0.4% 0.7982
Low 0.7942 0.7934 -0.0008 -0.1% 0.7809
Close 0.7964 0.7952 -0.0012 -0.2% 0.7952
Range 0.0038 0.0018 -0.0021 -53.9% 0.0173
ATR 0.0062 0.0060 -0.0002 -3.8% 0.0000
Volume 1 0 -1 -100.0% 58
Daily Pivots for day following 23-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.7998 0.7992 0.7961
R3 0.7981 0.7975 0.7956
R2 0.7963 0.7963 0.7955
R1 0.7957 0.7957 0.7953 0.7960
PP 0.7946 0.7946 0.7946 0.7947
S1 0.7940 0.7940 0.7950 0.7943
S2 0.7928 0.7928 0.7948
S3 0.7911 0.7922 0.7947
S4 0.7893 0.7905 0.7942
Weekly Pivots for week ending 23-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.8432 0.8364 0.8046
R3 0.8259 0.8192 0.7999
R2 0.8087 0.8087 0.7983
R1 0.8019 0.8019 0.7967 0.8053
PP 0.7914 0.7914 0.7914 0.7931
S1 0.7847 0.7847 0.7936 0.7880
S2 0.7742 0.7742 0.7920
S3 0.7569 0.7674 0.7904
S4 0.7397 0.7502 0.7857
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% 0.0057 0.7% 83% False False 11
10 0.8039 0.7809 0.0230 2.9% 0.0054 0.7% 62% False False 16
20 0.8147 0.7809 0.0338 4.3% 0.0055 0.7% 42% False False 17
40 0.8319 0.7809 0.0510 6.4% 0.0048 0.6% 28% False False 13
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 0.0016
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 0.8026
2.618 0.7997
1.618 0.7980
1.000 0.7969
0.618 0.7962
HIGH 0.7952
0.618 0.7945
0.500 0.7943
0.382 0.7941
LOW 0.7934
0.618 0.7923
1.000 0.7917
1.618 0.7906
2.618 0.7888
4.250 0.7860
Fisher Pivots for day following 23-Jul-2021
Pivot 1 day 3 day
R1 0.7949 0.7941
PP 0.7946 0.7930
S1 0.7943 0.7920

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

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