CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 22-Sep-2021
Day Change Summary
Previous Current
21-Sep-2021 22-Sep-2021 Change Change % Previous Week
Open 0.7807 0.7797 -0.0010 -0.1% 0.7884
High 0.7847 0.7873 0.0026 0.3% 0.7934
Low 0.7784 0.7797 0.0013 0.2% 0.7830
Close 0.7805 0.7826 0.0021 0.3% 0.7845
Range 0.0063 0.0077 0.0014 21.4% 0.0105
ATR 0.0059 0.0060 0.0001 2.1% 0.0000
Volume 239 56 -183 -76.6% 280
Daily Pivots for day following 22-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.8061 0.8020 0.7868
R3 0.7985 0.7943 0.7847
R2 0.7908 0.7908 0.7840
R1 0.7867 0.7867 0.7833 0.7888
PP 0.7832 0.7832 0.7832 0.7842
S1 0.7790 0.7790 0.7818 0.7811
S2 0.7755 0.7755 0.7811
S3 0.7679 0.7714 0.7804
S4 0.7602 0.7637 0.7783
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 0.7925 0.7755 0.0171 2.2% 0.0068 0.9% 42% False False 114
10 0.7945 0.7755 0.0191 2.4% 0.0061 0.8% 37% False False 97
20 0.8001 0.7755 0.0246 3.1% 0.0056 0.7% 29% False False 70
40 0.8048 0.7724 0.0324 4.1% 0.0048 0.6% 31% False False 48
60 0.8127 0.7724 0.0403 5.1% 0.0050 0.6% 25% False False 38
80 0.8319 0.7724 0.0595 7.6% 0.0048 0.6% 17% False False 31
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 0.0012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8198
2.618 0.8073
1.618 0.7997
1.000 0.7950
0.618 0.7920
HIGH 0.7873
0.618 0.7844
0.500 0.7835
0.382 0.7826
LOW 0.7797
0.618 0.7749
1.000 0.7720
1.618 0.7673
2.618 0.7596
4.250 0.7471
Fisher Pivots for day following 22-Sep-2021
Pivot 1 day 3 day
R1 0.7835 0.7822
PP 0.7832 0.7818
S1 0.7829 0.7814

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

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