CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 11-Aug-2021
Day Change Summary
Previous Current
10-Aug-2021 11-Aug-2021 Change Change % Previous Week
Open 0.7977 0.8000 0.0023 0.3% 0.8027
High 0.7983 0.8004 0.0021 0.3% 0.8028
Low 0.7944 0.7969 0.0025 0.3% 0.7950
Close 0.7982 0.7993 0.0012 0.1% 0.7961
Range 0.0039 0.0035 -0.0004 -10.3% 0.0079
ATR 0.0049 0.0048 -0.0001 -2.1% 0.0000
Volume 16 8 -8 -50.0% 56
Daily Pivots for day following 11-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.8094 0.8078 0.8012
R3 0.8059 0.8043 0.8003
R2 0.8024 0.8024 0.7999
R1 0.8008 0.8008 0.7996 0.7999
PP 0.7989 0.7989 0.7989 0.7984
S1 0.7973 0.7973 0.7990 0.7964
S2 0.7954 0.7954 0.7987
S3 0.7919 0.7938 0.7983
S4 0.7884 0.7903 0.7974
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 0.8013 0.7944 0.0069 0.9% 0.0034 0.4% 72% False False 8
10 0.8048 0.7944 0.0104 1.3% 0.0033 0.4% 47% False False 9
20 0.8048 0.7809 0.0239 3.0% 0.0042 0.5% 77% False False 12
40 0.8219 0.7809 0.0410 5.1% 0.0049 0.6% 45% False False 14
60 0.8319 0.7809 0.0510 6.4% 0.0044 0.5% 36% False False 11
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 False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8153
2.618 0.8096
1.618 0.8061
1.000 0.8039
0.618 0.8026
HIGH 0.8004
0.618 0.7991
0.500 0.7987
0.382 0.7982
LOW 0.7969
0.618 0.7947
1.000 0.7934
1.618 0.7912
2.618 0.7877
4.250 0.7820
Fisher Pivots for day following 11-Aug-2021
Pivot 1 day 3 day
R1 0.7991 0.7987
PP 0.7989 0.7980
S1 0.7987 0.7974

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

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