CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 09-Sep-2021
Day Change Summary
Previous Current
08-Sep-2021 09-Sep-2021 Change Change % Previous Week
Open 0.7880 0.7870 -0.0010 -0.1% 0.7950
High 0.7917 0.7920 0.0003 0.0% 0.8001
Low 0.7837 0.7857 0.0020 0.3% 0.7905
Close 0.7890 0.7906 0.0016 0.2% 0.7991
Range 0.0080 0.0063 -0.0017 -21.3% 0.0096
ATR 0.0055 0.0056 0.0001 1.0% 0.0000
Volume 74 275 201 271.6% 278
Daily Pivots for day following 09-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.8083 0.8057 0.7940
R3 0.8020 0.7994 0.7923
R2 0.7957 0.7957 0.7917
R1 0.7931 0.7931 0.7911 0.7944
PP 0.7894 0.7894 0.7894 0.7901
S1 0.7868 0.7868 0.7900 0.7881
S2 0.7831 0.7831 0.7894
S3 0.7768 0.7805 0.7888
S4 0.7705 0.7742 0.7871
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% 0.0060 0.8% 42% False False 80
10 0.8001 0.7837 0.0164 2.1% 0.0054 0.7% 42% False False 70
20 0.8001 0.7724 0.0277 3.5% 0.0050 0.6% 66% False False 57
40 0.8048 0.7724 0.0324 4.1% 0.0046 0.6% 56% False False 34
60 0.8219 0.7724 0.0495 6.3% 0.0049 0.6% 37% False False 28
80 0.8319 0.7724 0.0595 7.5% 0.0045 0.6% 31% False False 23
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8188
2.618 0.8085
1.618 0.8022
1.000 0.7983
0.618 0.7959
HIGH 0.7920
0.618 0.7896
0.500 0.7889
0.382 0.7881
LOW 0.7857
0.618 0.7818
1.000 0.7794
1.618 0.7755
2.618 0.7692
4.250 0.7589
Fisher Pivots for day following 09-Sep-2021
Pivot 1 day 3 day
R1 0.7900 0.7912
PP 0.7894 0.7910
S1 0.7889 0.7908

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

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