CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 18-Aug-2021
Day Change Summary
Previous Current
17-Aug-2021 18-Aug-2021 Change Change % Previous Week
Open 0.7922 0.7926 0.0004 0.0% 0.7950
High 0.7922 0.7935 0.0013 0.2% 0.8004
Low 0.7908 0.7901 -0.0008 -0.1% 0.7944
Close 0.7920 0.7915 -0.0005 -0.1% 0.7988
Range 0.0014 0.0035 0.0021 146.4% 0.0060
ATR 0.0044 0.0043 -0.0001 -1.5% 0.0000
Volume 3 10 7 233.3% 76
Daily Pivots for day following 18-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.8020 0.8002 0.7934
R3 0.7986 0.7968 0.7924
R2 0.7951 0.7951 0.7921
R1 0.7933 0.7933 0.7918 0.7925
PP 0.7917 0.7917 0.7917 0.7913
S1 0.7899 0.7899 0.7912 0.7891
S2 0.7882 0.7882 0.7909
S3 0.7848 0.7864 0.7906
S4 0.7813 0.7830 0.7896
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 0.7996 0.7901 0.0096 1.2% 0.0025 0.3% 15% False True 11
10 0.8013 0.7901 0.0112 1.4% 0.0029 0.4% 13% False True 9
20 0.8048 0.7901 0.0147 1.9% 0.0031 0.4% 10% False True 9
40 0.8159 0.7809 0.0350 4.4% 0.0044 0.6% 30% False False 13
60 0.8319 0.7809 0.0510 6.4% 0.0043 0.5% 21% False False 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8082
2.618 0.8025
1.618 0.7991
1.000 0.7970
0.618 0.7956
HIGH 0.7935
0.618 0.7922
0.500 0.7918
0.382 0.7914
LOW 0.7901
0.618 0.7879
1.000 0.7866
1.618 0.7845
2.618 0.7810
4.250 0.7754
Fisher Pivots for day following 18-Aug-2021
Pivot 1 day 3 day
R1 0.7918 0.7945
PP 0.7917 0.7935
S1 0.7916 0.7925

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

View Archives - Comment on this page... - Back to Index of Symbols