CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 15-Sep-2021
Day Change Summary
Previous Current
14-Sep-2021 15-Sep-2021 Change Change % Previous Week
Open 0.7907 0.7880 -0.0027 -0.3% 0.7980
High 0.7934 0.7920 -0.0014 -0.2% 0.7986
Low 0.7875 0.7869 -0.0007 -0.1% 0.7837
Close 0.7883 0.7911 0.0028 0.4% 0.7899
Range 0.0059 0.0052 -0.0008 -12.7% 0.0149
ATR 0.0055 0.0054 0.0000 -0.4% 0.0000
Volume 43 21 -22 -51.2% 430
Daily Pivots for day following 15-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.8054 0.8034 0.7939
R3 0.8003 0.7982 0.7925
R2 0.7951 0.7951 0.7920
R1 0.7931 0.7931 0.7915 0.7941
PP 0.7900 0.7900 0.7900 0.7905
S1 0.7879 0.7879 0.7906 0.7890
S2 0.7848 0.7848 0.7901
S3 0.7797 0.7828 0.7896
S4 0.7745 0.7776 0.7882
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 0.7857 0.0088 1.1% 0.0054 0.7% 61% False False 80
10 0.8001 0.7837 0.0164 2.1% 0.0054 0.7% 45% False False 55
20 0.8001 0.7724 0.0277 3.5% 0.0055 0.7% 67% False False 61
40 0.8048 0.7724 0.0324 4.1% 0.0046 0.6% 58% False False 35
60 0.8159 0.7724 0.0435 5.5% 0.0048 0.6% 43% False False 29
80 0.8319 0.7724 0.0595 7.5% 0.0046 0.6% 31% False False 24
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 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8139
2.618 0.8055
1.618 0.8003
1.000 0.7972
0.618 0.7952
HIGH 0.7920
0.618 0.7900
0.500 0.7894
0.382 0.7888
LOW 0.7869
0.618 0.7837
1.000 0.7817
1.618 0.7785
2.618 0.7734
4.250 0.7650
Fisher Pivots for day following 15-Sep-2021
Pivot 1 day 3 day
R1 0.7905 0.7907
PP 0.7900 0.7904
S1 0.7894 0.7901

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

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