CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 14-Sep-2021
Day Change Summary
Previous Current
13-Sep-2021 14-Sep-2021 Change Change % Previous Week
Open 0.7884 0.7907 0.0023 0.3% 0.7980
High 0.7911 0.7934 0.0024 0.3% 0.7986
Low 0.7879 0.7875 -0.0004 -0.1% 0.7837
Close 0.7895 0.7883 -0.0012 -0.2% 0.7899
Range 0.0032 0.0059 0.0028 87.3% 0.0149
ATR 0.0054 0.0055 0.0000 0.6% 0.0000
Volume 14 43 29 207.1% 430
Daily Pivots for day following 14-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.8074 0.8037 0.7915
R3 0.8015 0.7978 0.7899
R2 0.7956 0.7956 0.7893
R1 0.7919 0.7919 0.7888 0.7908
PP 0.7897 0.7897 0.7897 0.7892
S1 0.7860 0.7860 0.7877 0.7849
S2 0.7838 0.7838 0.7872
S3 0.7779 0.7801 0.7866
S4 0.7720 0.7742 0.7850
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 0.7945 0.7837 0.0108 1.4% 0.0060 0.8% 42% False False 91
10 0.8001 0.7837 0.0164 2.1% 0.0054 0.7% 28% False False 55
20 0.8001 0.7724 0.0277 3.5% 0.0054 0.7% 57% False False 60
40 0.8048 0.7724 0.0324 4.1% 0.0046 0.6% 49% False False 35
60 0.8159 0.7724 0.0435 5.5% 0.0049 0.6% 36% False False 29
80 0.8319 0.7724 0.0595 7.5% 0.0046 0.6% 27% False False 24
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8185
2.618 0.8088
1.618 0.8029
1.000 0.7993
0.618 0.7970
HIGH 0.7934
0.618 0.7911
0.500 0.7905
0.382 0.7898
LOW 0.7875
0.618 0.7839
1.000 0.7816
1.618 0.7780
2.618 0.7721
4.250 0.7624
Fisher Pivots for day following 14-Sep-2021
Pivot 1 day 3 day
R1 0.7905 0.7910
PP 0.7897 0.7901
S1 0.7890 0.7892

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

View Archives - Comment on this page... - Back to Index of Symbols