CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 12-Aug-2021
Day Change Summary
Previous Current
11-Aug-2021 12-Aug-2021 Change Change % Previous Week
Open 0.8000 0.7984 -0.0016 -0.2% 0.8027
High 0.8004 0.7996 -0.0008 -0.1% 0.8028
Low 0.7969 0.7979 0.0010 0.1% 0.7950
Close 0.7993 0.7979 -0.0014 -0.2% 0.7961
Range 0.0035 0.0017 -0.0018 -51.4% 0.0079
ATR 0.0048 0.0046 -0.0002 -4.6% 0.0000
Volume 8 28 20 250.0% 56
Daily Pivots for day following 12-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.8036 0.8024 0.7988
R3 0.8019 0.8007 0.7984
R2 0.8002 0.8002 0.7982
R1 0.7990 0.7990 0.7981 0.7988
PP 0.7985 0.7985 0.7985 0.7983
S1 0.7973 0.7973 0.7977 0.7971
S2 0.7968 0.7968 0.7976
S3 0.7951 0.7956 0.7974
S4 0.7934 0.7939 0.7970
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 0.8004 0.7944 0.0060 0.8% 0.0035 0.4% 58% False False 13
10 0.8048 0.7944 0.0104 1.3% 0.0034 0.4% 34% False False 12
20 0.8048 0.7809 0.0239 3.0% 0.0039 0.5% 71% False False 11
40 0.8159 0.7809 0.0350 4.4% 0.0047 0.6% 49% False False 14
60 0.8319 0.7809 0.0510 6.4% 0.0043 0.5% 33% False False 12
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8068
2.618 0.8041
1.618 0.8024
1.000 0.8013
0.618 0.8007
HIGH 0.7996
0.618 0.7990
0.500 0.7988
0.382 0.7985
LOW 0.7979
0.618 0.7968
1.000 0.7962
1.618 0.7951
2.618 0.7934
4.250 0.7907
Fisher Pivots for day following 12-Aug-2021
Pivot 1 day 3 day
R1 0.7988 0.7977
PP 0.7985 0.7976
S1 0.7982 0.7974

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

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