CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 29-Jul-2021
Day Change Summary
Previous Current
28-Jul-2021 29-Jul-2021 Change Change % Previous Week
Open 0.7940 0.8043 0.0103 1.3% 0.7830
High 0.7989 0.8043 0.0054 0.7% 0.7982
Low 0.7937 0.8040 0.0103 1.3% 0.7809
Close 0.7981 0.8040 0.0059 0.7% 0.7952
Range 0.0052 0.0003 -0.0049 -94.2% 0.0173
ATR 0.0056 0.0057 0.0000 0.7% 0.0000
Volume 8 1 -7 -87.5% 58
Daily Pivots for day following 29-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.8050 0.8048 0.8041
R3 0.8047 0.8045 0.8040
R2 0.8044 0.8044 0.8040
R1 0.8042 0.8042 0.8040 0.8041
PP 0.8041 0.8041 0.8041 0.8040
S1 0.8039 0.8039 0.8039 0.8038
S2 0.8038 0.8038 0.8039
S3 0.8035 0.8036 0.8039
S4 0.8032 0.8033 0.8038
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 0.8043 0.7934 0.0109 1.3% 0.0029 0.4% 97% True False 7
10 0.8043 0.7809 0.0234 2.9% 0.0044 0.6% 99% True False 11
20 0.8127 0.7809 0.0318 3.9% 0.0054 0.7% 73% False False 12
40 0.8311 0.7809 0.0502 6.2% 0.0048 0.6% 46% False False 14
60 0.8319 0.7809 0.0510 6.3% 0.0043 0.5% 45% False False 17
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 0.0012
Narrowest range in 62 trading days
Fibonacci Retracements and Extensions
4.250 0.8055
2.618 0.8050
1.618 0.8047
1.000 0.8046
0.618 0.8044
HIGH 0.8043
0.618 0.8041
0.500 0.8041
0.382 0.8041
LOW 0.8040
0.618 0.8038
1.000 0.8037
1.618 0.8035
2.618 0.8032
4.250 0.8027
Fisher Pivots for day following 29-Jul-2021
Pivot 1 day 3 day
R1 0.8041 0.8023
PP 0.8041 0.8006
S1 0.8040 0.7990

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

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