CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 13-Aug-2021
Day Change Summary
Previous Current
12-Aug-2021 13-Aug-2021 Change Change % Previous Week
Open 0.7984 0.7984 0.0000 0.0% 0.7950
High 0.7996 0.7996 -0.0001 0.0% 0.8004
Low 0.7979 0.7980 0.0001 0.0% 0.7944
Close 0.7979 0.7988 0.0009 0.1% 0.7988
Range 0.0017 0.0016 -0.0001 -5.9% 0.0060
ATR 0.0046 0.0044 -0.0002 -4.6% 0.0000
Volume 28 12 -16 -57.1% 76
Daily Pivots for day following 13-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.8036 0.8028 0.7996
R3 0.8020 0.8012 0.7992
R2 0.8004 0.8004 0.7990
R1 0.7996 0.7996 0.7989 0.8000
PP 0.7988 0.7988 0.7988 0.7990
S1 0.7980 0.7980 0.7986 0.7984
S2 0.7972 0.7972 0.7985
S3 0.7956 0.7964 0.7983
S4 0.7940 0.7948 0.7979
Weekly Pivots for week ending 13-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.8159 0.8133 0.8021
R3 0.8099 0.8073 0.8004
R2 0.8039 0.8039 0.7999
R1 0.8013 0.8013 0.7993 0.8026
PP 0.7979 0.7979 0.7979 0.7985
S1 0.7953 0.7953 0.7982 0.7966
S2 0.7919 0.7919 0.7977
S3 0.7859 0.7893 0.7971
S4 0.7799 0.7833 0.7955
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% 0.0028 0.3% 73% False False 15
10 0.8028 0.7944 0.0084 1.1% 0.0032 0.4% 52% False False 13
20 0.8048 0.7809 0.0239 3.0% 0.0038 0.5% 75% False False 11
40 0.8159 0.7809 0.0350 4.4% 0.0047 0.6% 51% False False 13
60 0.8319 0.7809 0.0510 6.4% 0.0043 0.5% 35% 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 True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8064
2.618 0.8037
1.618 0.8021
1.000 0.8012
0.618 0.8005
HIGH 0.7996
0.618 0.7989
0.500 0.7988
0.382 0.7986
LOW 0.7980
0.618 0.7970
1.000 0.7964
1.618 0.7954
2.618 0.7938
4.250 0.7912
Fisher Pivots for day following 13-Aug-2021
Pivot 1 day 3 day
R1 0.7988 0.7987
PP 0.7988 0.7987
S1 0.7988 0.7987

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

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