CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 31-Aug-2021
Day Change Summary
Previous Current
30-Aug-2021 31-Aug-2021 Change Change % Previous Week
Open 0.7950 0.7921 -0.0030 -0.4% 0.7819
High 0.7950 0.7954 0.0004 0.0% 0.7948
Low 0.7916 0.7905 -0.0011 -0.1% 0.7816
Close 0.7931 0.7932 0.0001 0.0% 0.7924
Range 0.0035 0.0049 0.0015 42.0% 0.0132
ATR 0.0053 0.0053 0.0000 -0.6% 0.0000
Volume 209 22 -187 -89.5% 132
Daily Pivots for day following 31-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.8077 0.8053 0.7958
R3 0.8028 0.8004 0.7945
R2 0.7979 0.7979 0.7940
R1 0.7955 0.7955 0.7936 0.7967
PP 0.7930 0.7930 0.7930 0.7936
S1 0.7906 0.7906 0.7927 0.7918
S2 0.7881 0.7881 0.7923
S3 0.7832 0.7857 0.7918
S4 0.7783 0.7808 0.7905
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 0.7954 0.7871 0.0083 1.0% 0.0048 0.6% 73% True False 57
10 0.7954 0.7724 0.0230 2.9% 0.0057 0.7% 90% True False 67
20 0.8013 0.7724 0.0289 3.6% 0.0043 0.5% 72% False False 38
40 0.8048 0.7724 0.0324 4.1% 0.0045 0.6% 64% False False 25
60 0.8285 0.7724 0.0561 7.1% 0.0046 0.6% 37% False False 22
80 0.8319 0.7724 0.0595 7.5% 0.0044 0.5% 35% False False 21
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8162
2.618 0.8082
1.618 0.8033
1.000 0.8003
0.618 0.7984
HIGH 0.7954
0.618 0.7935
0.500 0.7929
0.382 0.7923
LOW 0.7905
0.618 0.7874
1.000 0.7856
1.618 0.7825
2.618 0.7776
4.250 0.7696
Fisher Pivots for day following 31-Aug-2021
Pivot 1 day 3 day
R1 0.7931 0.7925
PP 0.7930 0.7919
S1 0.7929 0.7912

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

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