CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 07-Sep-2021
Day Change Summary
Previous Current
03-Sep-2021 07-Sep-2021 Change Change % Previous Week
Open 0.7979 0.7980 0.0001 0.0% 0.7950
High 0.8001 0.7986 -0.0015 -0.2% 0.8001
Low 0.7976 0.7904 -0.0072 -0.9% 0.7905
Close 0.7991 0.7909 -0.0082 -1.0% 0.7991
Range 0.0025 0.0082 0.0058 234.7% 0.0096
ATR 0.0050 0.0053 0.0003 5.1% 0.0000
Volume 11 30 19 172.7% 278
Daily Pivots for day following 07-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.8179 0.8126 0.7954
R3 0.8097 0.8044 0.7932
R2 0.8015 0.8015 0.7924
R1 0.7962 0.7962 0.7917 0.7948
PP 0.7933 0.7933 0.7933 0.7926
S1 0.7880 0.7880 0.7901 0.7866
S2 0.7851 0.7851 0.7894
S3 0.7769 0.7798 0.7886
S4 0.7687 0.7716 0.7864
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 0.7904 0.0097 1.2% 0.0048 0.6% 5% False True 19
10 0.8001 0.7871 0.0130 1.6% 0.0048 0.6% 30% False False 37
20 0.8004 0.7724 0.0280 3.5% 0.0046 0.6% 66% False False 41
40 0.8048 0.7724 0.0324 4.1% 0.0045 0.6% 57% False False 27
60 0.8238 0.7724 0.0514 6.5% 0.0047 0.6% 36% False False 22
80 0.8319 0.7724 0.0595 7.5% 0.0045 0.6% 31% False False 19
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.8335
2.618 0.8201
1.618 0.8119
1.000 0.8068
0.618 0.8037
HIGH 0.7986
0.618 0.7955
0.500 0.7945
0.382 0.7935
LOW 0.7904
0.618 0.7853
1.000 0.7822
1.618 0.7771
2.618 0.7689
4.250 0.7556
Fisher Pivots for day following 07-Sep-2021
Pivot 1 day 3 day
R1 0.7945 0.7952
PP 0.7933 0.7938
S1 0.7921 0.7923

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

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