CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 16-Sep-2021
Day Change Summary
Previous Current
15-Sep-2021 16-Sep-2021 Change Change % Previous Week
Open 0.7880 0.7923 0.0043 0.5% 0.7980
High 0.7920 0.7925 0.0005 0.1% 0.7986
Low 0.7869 0.7875 0.0007 0.1% 0.7837
Close 0.7911 0.7887 -0.0024 -0.3% 0.7899
Range 0.0052 0.0050 -0.0002 -2.9% 0.0149
ATR 0.0054 0.0054 0.0000 -0.6% 0.0000
Volume 21 56 35 166.7% 430
Daily Pivots for day following 16-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.8046 0.8016 0.7914
R3 0.7996 0.7966 0.7900
R2 0.7946 0.7946 0.7896
R1 0.7916 0.7916 0.7891 0.7906
PP 0.7896 0.7896 0.7896 0.7890
S1 0.7866 0.7866 0.7882 0.7856
S2 0.7846 0.7846 0.7877
S3 0.7796 0.7816 0.7873
S4 0.7746 0.7766 0.7859
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 0.7869 0.0077 1.0% 0.0051 0.6% 24% False False 37
10 0.8001 0.7837 0.0164 2.1% 0.0056 0.7% 30% False False 58
20 0.8001 0.7724 0.0277 3.5% 0.0056 0.7% 59% False False 63
40 0.8048 0.7724 0.0324 4.1% 0.0044 0.6% 50% False False 36
60 0.8159 0.7724 0.0435 5.5% 0.0048 0.6% 37% False False 30
80 0.8319 0.7724 0.0595 7.5% 0.0046 0.6% 27% False False 25
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 True
Stretch 0.0014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8138
2.618 0.8056
1.618 0.8006
1.000 0.7975
0.618 0.7956
HIGH 0.7925
0.618 0.7906
0.500 0.7900
0.382 0.7894
LOW 0.7875
0.618 0.7844
1.000 0.7825
1.618 0.7794
2.618 0.7744
4.250 0.7663
Fisher Pivots for day following 16-Sep-2021
Pivot 1 day 3 day
R1 0.7900 0.7901
PP 0.7896 0.7896
S1 0.7891 0.7891

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

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