CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 02-Sep-2021
Day Change Summary
Previous Current
01-Sep-2021 02-Sep-2021 Change Change % Previous Week
Open 0.7929 0.7939 0.0010 0.1% 0.7819
High 0.7947 0.7965 0.0019 0.2% 0.7948
Low 0.7915 0.7914 -0.0001 0.0% 0.7816
Close 0.7926 0.7964 0.0038 0.5% 0.7924
Range 0.0032 0.0051 0.0019 59.4% 0.0132
ATR 0.0052 0.0052 0.0000 -0.1% 0.0000
Volume 22 14 -8 -36.4% 132
Daily Pivots for day following 02-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.8101 0.8083 0.7992
R3 0.8050 0.8032 0.7978
R2 0.7999 0.7999 0.7973
R1 0.7981 0.7981 0.7969 0.7990
PP 0.7948 0.7948 0.7948 0.7952
S1 0.7930 0.7930 0.7959 0.7939
S2 0.7897 0.7897 0.7955
S3 0.7846 0.7879 0.7950
S4 0.7795 0.7828 0.7936
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 0.7965 0.7871 0.0095 1.2% 0.0046 0.6% 99% True False 56
10 0.7965 0.7724 0.0241 3.0% 0.0054 0.7% 100% True False 60
20 0.8004 0.7724 0.0280 3.5% 0.0045 0.6% 86% False False 39
40 0.8048 0.7724 0.0324 4.1% 0.0045 0.6% 74% False False 26
60 0.8278 0.7724 0.0554 7.0% 0.0047 0.6% 43% False False 22
80 0.8319 0.7724 0.0595 7.5% 0.0044 0.6% 40% False False 19
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0010
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8182
2.618 0.8099
1.618 0.8048
1.000 0.8016
0.618 0.7997
HIGH 0.7965
0.618 0.7946
0.500 0.7940
0.382 0.7933
LOW 0.7914
0.618 0.7882
1.000 0.7863
1.618 0.7831
2.618 0.7780
4.250 0.7697
Fisher Pivots for day following 02-Sep-2021
Pivot 1 day 3 day
R1 0.7956 0.7954
PP 0.7948 0.7945
S1 0.7940 0.7935

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

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