CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 27-Aug-2021
Day Change Summary
Previous Current
26-Aug-2021 27-Aug-2021 Change Change % Previous Week
Open 0.7941 0.7910 -0.0031 -0.4% 0.7819
High 0.7944 0.7932 -0.0012 -0.2% 0.7948
Low 0.7880 0.7871 -0.0009 -0.1% 0.7816
Close 0.7883 0.7924 0.0042 0.5% 0.7924
Range 0.0064 0.0061 -0.0003 -4.7% 0.0132
ATR 0.0054 0.0055 0.0000 0.9% 0.0000
Volume 36 16 -20 -55.6% 132
Daily Pivots for day following 27-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.8092 0.8069 0.7958
R3 0.8031 0.8008 0.7941
R2 0.7970 0.7970 0.7935
R1 0.7947 0.7947 0.7930 0.7958
PP 0.7909 0.7909 0.7909 0.7914
S1 0.7886 0.7886 0.7918 0.7897
S2 0.7848 0.7848 0.7913
S3 0.7787 0.7825 0.7907
S4 0.7726 0.7764 0.7890
Weekly Pivots for week ending 27-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.8290 0.8239 0.7996
R3 0.8159 0.8107 0.7960
R2 0.8027 0.8027 0.7948
R1 0.7976 0.7976 0.7936 0.8002
PP 0.7896 0.7896 0.7896 0.7909
S1 0.7844 0.7844 0.7912 0.7870
S2 0.7764 0.7764 0.7900
S3 0.7633 0.7713 0.7888
S4 0.7501 0.7581 0.7852
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7948 0.7816 0.0132 1.7% 0.0059 0.7% 82% False False 26
10 0.7990 0.7724 0.0266 3.4% 0.0054 0.7% 75% False False 45
20 0.8028 0.7724 0.0304 3.8% 0.0043 0.5% 66% False False 29
40 0.8127 0.7724 0.0403 5.1% 0.0048 0.6% 50% False False 20
60 0.8286 0.7724 0.0562 7.1% 0.0046 0.6% 36% False False 19
80 0.8319 0.7724 0.0595 7.5% 0.0043 0.5% 34% False False 19
Crabel Price Patterns
NR True
NR4 False
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 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8191
2.618 0.8091
1.618 0.8030
1.000 0.7993
0.618 0.7969
HIGH 0.7932
0.618 0.7908
0.500 0.7901
0.382 0.7894
LOW 0.7871
0.618 0.7833
1.000 0.7810
1.618 0.7772
2.618 0.7711
4.250 0.7611
Fisher Pivots for day following 27-Aug-2021
Pivot 1 day 3 day
R1 0.7916 0.7918
PP 0.7909 0.7913
S1 0.7901 0.7907

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

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