CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 16-Aug-2021
Day Change Summary
Previous Current
13-Aug-2021 16-Aug-2021 Change Change % Previous Week
Open 0.7984 0.7987 0.0003 0.0% 0.7950
High 0.7996 0.7990 -0.0006 -0.1% 0.8004
Low 0.7980 0.7949 -0.0031 -0.4% 0.7944
Close 0.7988 0.7954 -0.0034 -0.4% 0.7988
Range 0.0016 0.0041 0.0025 156.3% 0.0060
ATR 0.0044 0.0044 0.0000 -0.5% 0.0000
Volume 12 6 -6 -50.0% 76
Daily Pivots for day following 16-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.8087 0.8061 0.7976
R3 0.8046 0.8020 0.7965
R2 0.8005 0.8005 0.7961
R1 0.7979 0.7979 0.7957 0.7972
PP 0.7964 0.7964 0.7964 0.7960
S1 0.7938 0.7938 0.7950 0.7931
S2 0.7923 0.7923 0.7946
S3 0.7882 0.7897 0.7942
S4 0.7841 0.7856 0.7931
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% 0.0030 0.4% 16% False False 14
10 0.8013 0.7944 0.0069 0.9% 0.0032 0.4% 14% False False 9
20 0.8048 0.7823 0.0225 2.8% 0.0038 0.5% 58% False False 9
40 0.8159 0.7809 0.0350 4.4% 0.0046 0.6% 41% False False 13
60 0.8319 0.7809 0.0510 6.4% 0.0043 0.5% 28% False False 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8164
2.618 0.8097
1.618 0.8056
1.000 0.8031
0.618 0.8015
HIGH 0.7990
0.618 0.7974
0.500 0.7969
0.382 0.7964
LOW 0.7949
0.618 0.7923
1.000 0.7908
1.618 0.7882
2.618 0.7841
4.250 0.7774
Fisher Pivots for day following 16-Aug-2021
Pivot 1 day 3 day
R1 0.7969 0.7972
PP 0.7964 0.7966
S1 0.7959 0.7960

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

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