CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 27-Jul-2021
Day Change Summary
Previous Current
26-Jul-2021 27-Jul-2021 Change Change % Previous Week
Open 0.7975 0.7949 -0.0027 -0.3% 0.7830
High 0.7980 0.7974 -0.0006 -0.1% 0.7982
Low 0.7943 0.7940 -0.0004 0.0% 0.7809
Close 0.7970 0.7942 -0.0028 -0.4% 0.7952
Range 0.0037 0.0035 -0.0003 -6.8% 0.0173
ATR 0.0058 0.0057 -0.0002 -2.9% 0.0000
Volume 22 6 -16 -72.7% 58
Daily Pivots for day following 27-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.8055 0.8033 0.7960
R3 0.8021 0.7998 0.7951
R2 0.7986 0.7986 0.7948
R1 0.7964 0.7964 0.7945 0.7958
PP 0.7952 0.7952 0.7952 0.7949
S1 0.7929 0.7929 0.7938 0.7923
S2 0.7917 0.7917 0.7935
S3 0.7883 0.7895 0.7932
S4 0.7848 0.7860 0.7923
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 0.7858 0.0124 1.6% 0.0050 0.6% 68% False False 9
10 0.8039 0.7809 0.0230 2.9% 0.0051 0.6% 58% False False 18
20 0.8127 0.7809 0.0318 4.0% 0.0056 0.7% 42% False False 17
40 0.8319 0.7809 0.0510 6.4% 0.0048 0.6% 26% False False 14
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8121
2.618 0.8064
1.618 0.8030
1.000 0.8009
0.618 0.7995
HIGH 0.7974
0.618 0.7961
0.500 0.7957
0.382 0.7953
LOW 0.7940
0.618 0.7918
1.000 0.7905
1.618 0.7884
2.618 0.7849
4.250 0.7793
Fisher Pivots for day following 27-Jul-2021
Pivot 1 day 3 day
R1 0.7957 0.7957
PP 0.7952 0.7952
S1 0.7947 0.7947

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

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