CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 30-Aug-2021
Day Change Summary
Previous Current
27-Aug-2021 30-Aug-2021 Change Change % Previous Week
Open 0.7910 0.7950 0.0040 0.5% 0.7819
High 0.7932 0.7950 0.0019 0.2% 0.7948
Low 0.7871 0.7916 0.0045 0.6% 0.7816
Close 0.7924 0.7931 0.0007 0.1% 0.7924
Range 0.0061 0.0035 -0.0027 -43.4% 0.0132
ATR 0.0055 0.0053 -0.0001 -2.6% 0.0000
Volume 16 209 193 1,206.3% 132
Daily Pivots for day following 30-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.8036 0.8018 0.7950
R3 0.8001 0.7983 0.7940
R2 0.7967 0.7967 0.7937
R1 0.7949 0.7949 0.7934 0.7941
PP 0.7932 0.7932 0.7932 0.7928
S1 0.7914 0.7914 0.7928 0.7906
S2 0.7898 0.7898 0.7925
S3 0.7863 0.7880 0.7922
S4 0.7829 0.7845 0.7912
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 0.7950 0.7871 0.0080 1.0% 0.0048 0.6% 76% True False 55
10 0.7950 0.7724 0.0226 2.8% 0.0053 0.7% 92% True False 65
20 0.8013 0.7724 0.0289 3.6% 0.0043 0.5% 72% False False 37
40 0.8127 0.7724 0.0403 5.1% 0.0047 0.6% 51% False False 25
60 0.8286 0.7724 0.0562 7.1% 0.0046 0.6% 37% False False 22
80 0.8319 0.7724 0.0595 7.5% 0.0043 0.5% 35% False False 22
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8097
2.618 0.8040
1.618 0.8006
1.000 0.7985
0.618 0.7971
HIGH 0.7950
0.618 0.7937
0.500 0.7933
0.382 0.7929
LOW 0.7916
0.618 0.7894
1.000 0.7881
1.618 0.7860
2.618 0.7825
4.250 0.7769
Fisher Pivots for day following 30-Aug-2021
Pivot 1 day 3 day
R1 0.7933 0.7924
PP 0.7932 0.7917
S1 0.7932 0.7910

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

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