CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 05-Aug-2021
Day Change Summary
Previous Current
04-Aug-2021 05-Aug-2021 Change Change % Previous Week
Open 0.7977 0.8002 0.0025 0.3% 0.7975
High 0.7988 0.8013 0.0025 0.3% 0.8048
Low 0.7962 0.8002 0.0040 0.5% 0.7937
Close 0.7967 0.8002 0.0035 0.4% 0.8013
Range 0.0026 0.0011 -0.0015 -57.7% 0.0111
ATR 0.0052 0.0052 0.0000 -0.9% 0.0000
Volume 7 1 -6 -85.7% 37
Daily Pivots for day following 05-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.8038 0.8031 0.8008
R3 0.8027 0.8020 0.8005
R2 0.8016 0.8016 0.8004
R1 0.8009 0.8009 0.8003 0.8013
PP 0.8005 0.8005 0.8005 0.8007
S1 0.7998 0.7998 0.8001 0.8002
S2 0.7994 0.7994 0.8000
S3 0.7983 0.7987 0.7999
S4 0.7972 0.7976 0.7996
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 0.7953 0.0095 1.2% 0.0033 0.4% 52% False False 10
10 0.8048 0.7934 0.0114 1.4% 0.0031 0.4% 60% False False 9
20 0.8048 0.7809 0.0239 3.0% 0.0045 0.6% 81% False False 12
40 0.8278 0.7809 0.0469 5.9% 0.0048 0.6% 41% False False 14
60 0.8319 0.7809 0.0510 6.4% 0.0044 0.6% 38% False False 13
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0005
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8059
2.618 0.8041
1.618 0.8030
1.000 0.8024
0.618 0.8019
HIGH 0.8013
0.618 0.8008
0.500 0.8007
0.382 0.8006
LOW 0.8002
0.618 0.7995
1.000 0.7991
1.618 0.7984
2.618 0.7973
4.250 0.7955
Fisher Pivots for day following 05-Aug-2021
Pivot 1 day 3 day
R1 0.8007 0.7996
PP 0.8005 0.7989
S1 0.8004 0.7983

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

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