CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 17-Aug-2021
Day Change Summary
Previous Current
16-Aug-2021 17-Aug-2021 Change Change % Previous Week
Open 0.7987 0.7922 -0.0065 -0.8% 0.7950
High 0.7990 0.7922 -0.0068 -0.8% 0.8004
Low 0.7949 0.7908 -0.0041 -0.5% 0.7944
Close 0.7954 0.7920 -0.0034 -0.4% 0.7988
Range 0.0041 0.0014 -0.0027 -65.9% 0.0060
ATR 0.0044 0.0044 0.0000 0.3% 0.0000
Volume 6 3 -3 -50.0% 76
Daily Pivots for day following 17-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.7959 0.7953 0.7927
R3 0.7945 0.7939 0.7923
R2 0.7931 0.7931 0.7922
R1 0.7925 0.7925 0.7921 0.7921
PP 0.7917 0.7917 0.7917 0.7914
S1 0.7911 0.7911 0.7918 0.7907
S2 0.7903 0.7903 0.7917
S3 0.7889 0.7897 0.7916
S4 0.7875 0.7883 0.7912
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 0.7908 0.0096 1.2% 0.0025 0.3% 12% False True 11
10 0.8013 0.7908 0.0105 1.3% 0.0028 0.4% 11% False True 9
20 0.8048 0.7858 0.0190 2.4% 0.0036 0.5% 32% False False 9
40 0.8159 0.7809 0.0350 4.4% 0.0045 0.6% 32% False False 13
60 0.8319 0.7809 0.0510 6.4% 0.0043 0.5% 22% False False 12
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7982
2.618 0.7959
1.618 0.7945
1.000 0.7936
0.618 0.7931
HIGH 0.7922
0.618 0.7917
0.500 0.7915
0.382 0.7913
LOW 0.7908
0.618 0.7899
1.000 0.7894
1.618 0.7885
2.618 0.7871
4.250 0.7849
Fisher Pivots for day following 17-Aug-2021
Pivot 1 day 3 day
R1 0.7918 0.7952
PP 0.7917 0.7941
S1 0.7915 0.7930

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

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