CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 08-Sep-2021
Day Change Summary
Previous Current
07-Sep-2021 08-Sep-2021 Change Change % Previous Week
Open 0.7980 0.7880 -0.0100 -1.3% 0.7950
High 0.7986 0.7917 -0.0069 -0.9% 0.8001
Low 0.7904 0.7837 -0.0067 -0.8% 0.7905
Close 0.7909 0.7890 -0.0020 -0.2% 0.7991
Range 0.0082 0.0080 -0.0002 -2.4% 0.0096
ATR 0.0053 0.0055 0.0002 3.6% 0.0000
Volume 30 74 44 146.7% 278
Daily Pivots for day following 08-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.8121 0.8085 0.7934
R3 0.8041 0.8005 0.7912
R2 0.7961 0.7961 0.7904
R1 0.7925 0.7925 0.7897 0.7943
PP 0.7881 0.7881 0.7881 0.7890
S1 0.7845 0.7845 0.7882 0.7863
S2 0.7801 0.7801 0.7875
S3 0.7721 0.7765 0.7868
S4 0.7641 0.7685 0.7846
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 0.7837 0.0164 2.1% 0.0054 0.7% 32% False True 30
10 0.8001 0.7837 0.0164 2.1% 0.0051 0.6% 32% False True 43
20 0.8004 0.7724 0.0280 3.5% 0.0048 0.6% 59% False False 44
40 0.8048 0.7724 0.0324 4.1% 0.0045 0.6% 51% False False 28
60 0.8236 0.7724 0.0512 6.5% 0.0049 0.6% 32% False False 24
80 0.8319 0.7724 0.0595 7.5% 0.0045 0.6% 28% False False 19
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8257
2.618 0.8126
1.618 0.8046
1.000 0.7997
0.618 0.7966
HIGH 0.7917
0.618 0.7886
0.500 0.7877
0.382 0.7868
LOW 0.7837
0.618 0.7788
1.000 0.7757
1.618 0.7708
2.618 0.7628
4.250 0.7497
Fisher Pivots for day following 08-Sep-2021
Pivot 1 day 3 day
R1 0.7885 0.7919
PP 0.7881 0.7909
S1 0.7877 0.7899

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

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