CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 24-Aug-2021
Day Change Summary
Previous Current
23-Aug-2021 24-Aug-2021 Change Change % Previous Week
Open 0.7819 0.7902 0.0084 1.1% 0.7987
High 0.7908 0.7948 0.0040 0.5% 0.7990
Low 0.7816 0.7902 0.0086 1.1% 0.7724
Close 0.7908 0.7940 0.0032 0.4% 0.7784
Range 0.0092 0.0046 -0.0046 -50.0% 0.0266
ATR 0.0056 0.0055 -0.0001 -1.3% 0.0000
Volume 63 15 -48 -76.2% 320
Daily Pivots for day following 24-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.8068 0.8050 0.7965
R3 0.8022 0.8004 0.7952
R2 0.7976 0.7976 0.7948
R1 0.7958 0.7958 0.7944 0.7967
PP 0.7930 0.7930 0.7930 0.7934
S1 0.7912 0.7912 0.7935 0.7921
S2 0.7884 0.7884 0.7931
S3 0.7838 0.7866 0.7927
S4 0.7792 0.7820 0.7914
Weekly Pivots for week ending 20-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.8629 0.8472 0.7930
R3 0.8364 0.8207 0.7857
R2 0.8098 0.8098 0.7833
R1 0.7941 0.7941 0.7808 0.7887
PP 0.7833 0.7833 0.7833 0.7805
S1 0.7676 0.7676 0.7760 0.7621
S2 0.7567 0.7567 0.7735
S3 0.7302 0.7410 0.7711
S4 0.7036 0.7145 0.7638
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7948 0.7724 0.0224 2.8% 0.0066 0.8% 96% True False 77
10 0.8004 0.7724 0.0280 3.5% 0.0045 0.6% 77% False False 44
20 0.8048 0.7724 0.0324 4.1% 0.0040 0.5% 67% False False 26
40 0.8127 0.7724 0.0403 5.1% 0.0048 0.6% 54% False False 22
60 0.8319 0.7724 0.0595 7.5% 0.0045 0.6% 36% False False 18
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.0004
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8143
2.618 0.8068
1.618 0.8022
1.000 0.7994
0.618 0.7976
HIGH 0.7948
0.618 0.7930
0.500 0.7925
0.382 0.7919
LOW 0.7902
0.618 0.7873
1.000 0.7856
1.618 0.7827
2.618 0.7781
4.250 0.7706
Fisher Pivots for day following 24-Aug-2021
Pivot 1 day 3 day
R1 0.7935 0.7905
PP 0.7930 0.7870
S1 0.7925 0.7836

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

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