CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 30-Jul-2021
Day Change Summary
Previous Current
29-Jul-2021 30-Jul-2021 Change Change % Previous Week
Open 0.8043 0.8013 -0.0030 -0.4% 0.7975
High 0.8043 0.8048 0.0005 0.1% 0.8048
Low 0.8040 0.8007 -0.0033 -0.4% 0.7937
Close 0.8040 0.8013 -0.0027 -0.3% 0.8013
Range 0.0003 0.0041 0.0038 1,266.7% 0.0111
ATR 0.0057 0.0056 -0.0001 -2.0% 0.0000
Volume 1 0 -1 -100.0% 37
Daily Pivots for day following 30-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.8145 0.8120 0.8036
R3 0.8104 0.8079 0.8024
R2 0.8063 0.8063 0.8021
R1 0.8038 0.8038 0.8017 0.8034
PP 0.8022 0.8022 0.8022 0.8020
S1 0.7997 0.7997 0.8009 0.7993
S2 0.7981 0.7981 0.8005
S3 0.7940 0.7956 0.8002
S4 0.7899 0.7915 0.7990
Weekly Pivots for week ending 30-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.8331 0.8282 0.8074
R3 0.8220 0.8172 0.8043
R2 0.8110 0.8110 0.8033
R1 0.8061 0.8061 0.8023 0.8086
PP 0.7999 0.7999 0.7999 0.8011
S1 0.7951 0.7951 0.8003 0.7975
S2 0.7889 0.7889 0.7993
S3 0.7778 0.7840 0.7983
S4 0.7668 0.7730 0.7952
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8048 0.7937 0.0111 1.4% 0.0034 0.4% 69% True False 7
10 0.8048 0.7809 0.0239 3.0% 0.0045 0.6% 86% True False 9
20 0.8127 0.7809 0.0318 4.0% 0.0054 0.7% 64% False False 11
40 0.8286 0.7809 0.0477 6.0% 0.0048 0.6% 43% False False 14
60 0.8319 0.7809 0.0510 6.4% 0.0043 0.5% 40% False False 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8222
2.618 0.8155
1.618 0.8114
1.000 0.8089
0.618 0.8073
HIGH 0.8048
0.618 0.8032
0.500 0.8027
0.382 0.8022
LOW 0.8007
0.618 0.7981
1.000 0.7966
1.618 0.7940
2.618 0.7899
4.250 0.7832
Fisher Pivots for day following 30-Jul-2021
Pivot 1 day 3 day
R1 0.8027 0.8006
PP 0.8022 0.7999
S1 0.8018 0.7992

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

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