CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 17-Sep-2021
Day Change Summary
Previous Current
16-Sep-2021 17-Sep-2021 Change Change % Previous Week
Open 0.7923 0.7887 -0.0036 -0.4% 0.7884
High 0.7925 0.7913 -0.0013 -0.2% 0.7934
Low 0.7875 0.7830 -0.0046 -0.6% 0.7830
Close 0.7887 0.7845 -0.0042 -0.5% 0.7845
Range 0.0050 0.0083 0.0033 66.0% 0.0105
ATR 0.0054 0.0056 0.0002 3.8% 0.0000
Volume 56 146 90 160.7% 280
Daily Pivots for day following 17-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.8111 0.8061 0.7891
R3 0.8028 0.7978 0.7868
R2 0.7945 0.7945 0.7860
R1 0.7895 0.7895 0.7853 0.7879
PP 0.7862 0.7862 0.7862 0.7854
S1 0.7812 0.7812 0.7837 0.7796
S2 0.7779 0.7779 0.7830
S3 0.7696 0.7729 0.7822
S4 0.7613 0.7646 0.7799
Weekly Pivots for week ending 17-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.8183 0.8119 0.7902
R3 0.8079 0.8014 0.7874
R2 0.7974 0.7974 0.7864
R1 0.7910 0.7910 0.7855 0.7890
PP 0.7870 0.7870 0.7870 0.7860
S1 0.7805 0.7805 0.7835 0.7785
S2 0.7765 0.7765 0.7826
S3 0.7661 0.7701 0.7816
S4 0.7556 0.7596 0.7788
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7934 0.7830 0.0105 1.3% 0.0055 0.7% 15% False True 56
10 0.8001 0.7830 0.0171 2.2% 0.0059 0.8% 9% False True 72
20 0.8001 0.7724 0.0277 3.5% 0.0056 0.7% 44% False False 66
40 0.8048 0.7724 0.0324 4.1% 0.0045 0.6% 37% False False 40
60 0.8147 0.7724 0.0423 5.4% 0.0049 0.6% 29% False False 32
80 0.8319 0.7724 0.0595 7.6% 0.0047 0.6% 20% False False 27
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 0.8265
2.618 0.8130
1.618 0.8047
1.000 0.7996
0.618 0.7964
HIGH 0.7913
0.618 0.7881
0.500 0.7871
0.382 0.7861
LOW 0.7830
0.618 0.7778
1.000 0.7747
1.618 0.7695
2.618 0.7612
4.250 0.7477
Fisher Pivots for day following 17-Sep-2021
Pivot 1 day 3 day
R1 0.7871 0.7877
PP 0.7862 0.7867
S1 0.7854 0.7856

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

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