CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 03-Sep-2021
Day Change Summary
Previous Current
02-Sep-2021 03-Sep-2021 Change Change % Previous Week
Open 0.7939 0.7979 0.0041 0.5% 0.7950
High 0.7965 0.8001 0.0036 0.4% 0.8001
Low 0.7914 0.7976 0.0062 0.8% 0.7905
Close 0.7964 0.7991 0.0027 0.3% 0.7991
Range 0.0051 0.0025 -0.0027 -52.0% 0.0096
ATR 0.0052 0.0050 -0.0001 -2.1% 0.0000
Volume 14 11 -3 -21.4% 278
Daily Pivots for day following 03-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.8063 0.8051 0.8004
R3 0.8038 0.8027 0.7997
R2 0.8014 0.8014 0.7995
R1 0.8002 0.8002 0.7993 0.8008
PP 0.7989 0.7989 0.7989 0.7992
S1 0.7978 0.7978 0.7988 0.7983
S2 0.7965 0.7965 0.7986
S3 0.7940 0.7953 0.7984
S4 0.7916 0.7929 0.7977
Weekly Pivots for week ending 03-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.8253 0.8218 0.8043
R3 0.8157 0.8122 0.8017
R2 0.8061 0.8061 0.8008
R1 0.8026 0.8026 0.7999 0.8044
PP 0.7965 0.7965 0.7965 0.7974
S1 0.7930 0.7930 0.7982 0.7948
S2 0.7869 0.7869 0.7973
S3 0.7773 0.7834 0.7964
S4 0.7677 0.7738 0.7938
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8001 0.7905 0.0096 1.2% 0.0038 0.5% 90% True False 55
10 0.8001 0.7816 0.0185 2.3% 0.0049 0.6% 95% True False 41
20 0.8004 0.7724 0.0280 3.5% 0.0044 0.5% 95% False False 40
40 0.8048 0.7724 0.0324 4.0% 0.0044 0.5% 82% False False 26
60 0.8276 0.7724 0.0552 6.9% 0.0047 0.6% 48% False False 22
80 0.8319 0.7724 0.0595 7.4% 0.0044 0.6% 45% False False 19
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0010
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.8105
2.618 0.8065
1.618 0.8040
1.000 0.8025
0.618 0.8016
HIGH 0.8001
0.618 0.7991
0.500 0.7988
0.382 0.7985
LOW 0.7976
0.618 0.7961
1.000 0.7952
1.618 0.7936
2.618 0.7912
4.250 0.7872
Fisher Pivots for day following 03-Sep-2021
Pivot 1 day 3 day
R1 0.7990 0.7979
PP 0.7989 0.7968
S1 0.7988 0.7957

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

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