CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 01-Sep-2021
Day Change Summary
Previous Current
31-Aug-2021 01-Sep-2021 Change Change % Previous Week
Open 0.7921 0.7929 0.0008 0.1% 0.7819
High 0.7954 0.7947 -0.0007 -0.1% 0.7948
Low 0.7905 0.7915 0.0010 0.1% 0.7816
Close 0.7932 0.7926 -0.0006 -0.1% 0.7924
Range 0.0049 0.0032 -0.0017 -34.7% 0.0132
ATR 0.0053 0.0052 -0.0002 -2.8% 0.0000
Volume 22 22 0 0.0% 132
Daily Pivots for day following 01-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.8025 0.8008 0.7944
R3 0.7993 0.7976 0.7935
R2 0.7961 0.7961 0.7932
R1 0.7944 0.7944 0.7929 0.7936
PP 0.7929 0.7929 0.7929 0.7925
S1 0.7912 0.7912 0.7923 0.7904
S2 0.7897 0.7897 0.7920
S3 0.7865 0.7880 0.7917
S4 0.7833 0.7848 0.7908
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% 67% False False 61
10 0.7954 0.7724 0.0230 2.9% 0.0057 0.7% 88% False False 68
20 0.8013 0.7724 0.0289 3.6% 0.0043 0.5% 70% False False 39
40 0.8048 0.7724 0.0324 4.1% 0.0045 0.6% 62% False False 26
60 0.8285 0.7724 0.0561 7.1% 0.0047 0.6% 36% False False 22
80 0.8319 0.7724 0.0595 7.5% 0.0044 0.6% 34% False False 21
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8083
2.618 0.8030
1.618 0.7998
1.000 0.7979
0.618 0.7966
HIGH 0.7947
0.618 0.7934
0.500 0.7931
0.382 0.7927
LOW 0.7915
0.618 0.7895
1.000 0.7883
1.618 0.7863
2.618 0.7831
4.250 0.7779
Fisher Pivots for day following 01-Sep-2021
Pivot 1 day 3 day
R1 0.7931 0.7929
PP 0.7929 0.7928
S1 0.7928 0.7927

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

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