CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 10-Sep-2021
Day Change Summary
Previous Current
09-Sep-2021 10-Sep-2021 Change Change % Previous Week
Open 0.7870 0.7895 0.0025 0.3% 0.7980
High 0.7920 0.7945 0.0025 0.3% 0.7986
Low 0.7857 0.7881 0.0024 0.3% 0.7837
Close 0.7906 0.7899 -0.0007 -0.1% 0.7899
Range 0.0063 0.0064 0.0001 1.6% 0.0149
ATR 0.0056 0.0056 0.0001 1.1% 0.0000
Volume 275 51 -224 -81.5% 430
Daily Pivots for day following 10-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.8100 0.8064 0.7934
R3 0.8036 0.8000 0.7917
R2 0.7972 0.7972 0.7911
R1 0.7936 0.7936 0.7905 0.7954
PP 0.7908 0.7908 0.7908 0.7918
S1 0.7872 0.7872 0.7893 0.7890
S2 0.7844 0.7844 0.7887
S3 0.7780 0.7808 0.7881
S4 0.7716 0.7744 0.7864
Weekly Pivots for week ending 10-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.8354 0.8276 0.7981
R3 0.8205 0.8127 0.7940
R2 0.8056 0.8056 0.7926
R1 0.7978 0.7978 0.7913 0.7943
PP 0.7907 0.7907 0.7907 0.7890
S1 0.7829 0.7829 0.7885 0.7794
S2 0.7758 0.7758 0.7872
S3 0.7609 0.7680 0.7858
S4 0.7460 0.7531 0.7817
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% 0.0063 0.8% 38% False False 88
10 0.8001 0.7837 0.0164 2.1% 0.0054 0.7% 38% False False 72
20 0.8001 0.7724 0.0277 3.5% 0.0052 0.7% 63% False False 58
40 0.8048 0.7724 0.0324 4.1% 0.0046 0.6% 54% False False 35
60 0.8159 0.7724 0.0435 5.5% 0.0049 0.6% 40% False False 29
80 0.8319 0.7724 0.0595 7.5% 0.0046 0.6% 29% False False 23
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8217
2.618 0.8113
1.618 0.8049
1.000 0.8009
0.618 0.7985
HIGH 0.7945
0.618 0.7921
0.500 0.7913
0.382 0.7905
LOW 0.7881
0.618 0.7841
1.000 0.7817
1.618 0.7777
2.618 0.7713
4.250 0.7609
Fisher Pivots for day following 10-Sep-2021
Pivot 1 day 3 day
R1 0.7913 0.7896
PP 0.7908 0.7894
S1 0.7904 0.7891

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

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