CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 06-Aug-2021
Day Change Summary
Previous Current
05-Aug-2021 06-Aug-2021 Change Change % Previous Week
Open 0.8002 0.7994 -0.0008 -0.1% 0.8027
High 0.8013 0.8001 -0.0012 -0.1% 0.8028
Low 0.8002 0.7950 -0.0052 -0.6% 0.7950
Close 0.8002 0.7961 -0.0041 -0.5% 0.7961
Range 0.0011 0.0052 0.0041 368.2% 0.0079
ATR 0.0052 0.0052 0.0000 0.1% 0.0000
Volume 1 3 2 200.0% 56
Daily Pivots for day following 06-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.8125 0.8095 0.7989
R3 0.8074 0.8043 0.7975
R2 0.8022 0.8022 0.7970
R1 0.7992 0.7992 0.7966 0.7981
PP 0.7971 0.7971 0.7971 0.7965
S1 0.7940 0.7940 0.7956 0.7930
S2 0.7919 0.7919 0.7952
S3 0.7868 0.7889 0.7947
S4 0.7816 0.7837 0.7933
Weekly Pivots for week ending 06-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.8215 0.8167 0.8004
R3 0.8137 0.8088 0.7983
R2 0.8058 0.8058 0.7975
R1 0.8010 0.8010 0.7968 0.7995
PP 0.7980 0.7980 0.7980 0.7972
S1 0.7931 0.7931 0.7954 0.7916
S2 0.7901 0.7901 0.7947
S3 0.7823 0.7853 0.7939
S4 0.7744 0.7774 0.7918
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8028 0.7950 0.0079 1.0% 0.0036 0.4% 15% False True 11
10 0.8048 0.7937 0.0111 1.4% 0.0035 0.4% 22% False False 9
20 0.8048 0.7809 0.0239 3.0% 0.0044 0.6% 64% False False 12
40 0.8276 0.7809 0.0467 5.9% 0.0049 0.6% 33% False False 13
60 0.8319 0.7809 0.0510 6.4% 0.0044 0.6% 30% False False 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8220
2.618 0.8136
1.618 0.8084
1.000 0.8053
0.618 0.8033
HIGH 0.8001
0.618 0.7981
0.500 0.7975
0.382 0.7969
LOW 0.7950
0.618 0.7918
1.000 0.7898
1.618 0.7866
2.618 0.7815
4.250 0.7731
Fisher Pivots for day following 06-Aug-2021
Pivot 1 day 3 day
R1 0.7975 0.7981
PP 0.7971 0.7974
S1 0.7966 0.7968

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

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