CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 28-Sep-2021
Day Change Summary
Previous Current
27-Sep-2021 28-Sep-2021 Change Change % Previous Week
Open 0.7910 0.7917 0.0007 0.1% 0.7821
High 0.7930 0.7940 0.0010 0.1% 0.7914
Low 0.7892 0.7871 -0.0022 -0.3% 0.7755
Close 0.7923 0.7888 -0.0036 -0.4% 0.7898
Range 0.0038 0.0069 0.0032 84.0% 0.0160
ATR 0.0061 0.0061 0.0001 1.0% 0.0000
Volume 116 56 -60 -51.7% 485
Daily Pivots for day following 28-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.8106 0.8066 0.7925
R3 0.8037 0.7997 0.7906
R2 0.7968 0.7968 0.7900
R1 0.7928 0.7928 0.7894 0.7914
PP 0.7899 0.7899 0.7899 0.7892
S1 0.7859 0.7859 0.7881 0.7845
S2 0.7830 0.7830 0.7875
S3 0.7761 0.7790 0.7869
S4 0.7692 0.7721 0.7850
Weekly Pivots for week ending 24-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.8334 0.8276 0.7986
R3 0.8175 0.8116 0.7942
R2 0.8015 0.8015 0.7927
R1 0.7957 0.7957 0.7913 0.7986
PP 0.7856 0.7856 0.7856 0.7870
S1 0.7797 0.7797 0.7883 0.7826
S2 0.7696 0.7696 0.7869
S3 0.7537 0.7638 0.7854
S4 0.7377 0.7478 0.7810
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7940 0.7797 0.0143 1.8% 0.0067 0.9% 64% True False 68
10 0.7940 0.7755 0.0185 2.3% 0.0065 0.8% 72% True False 88
20 0.8001 0.7755 0.0246 3.1% 0.0059 0.8% 54% False False 71
40 0.8013 0.7724 0.0289 3.7% 0.0051 0.6% 57% False False 54
60 0.8127 0.7724 0.0403 5.1% 0.0051 0.6% 41% False False 40
80 0.8286 0.7724 0.0562 7.1% 0.0049 0.6% 29% False False 34
100 0.8319 0.7724 0.0595 7.5% 0.0047 0.6% 27% False False 32
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 0.0011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8233
2.618 0.8120
1.618 0.8051
1.000 0.8009
0.618 0.7982
HIGH 0.7940
0.618 0.7913
0.500 0.7905
0.382 0.7897
LOW 0.7871
0.618 0.7828
1.000 0.7802
1.618 0.7759
2.618 0.7690
4.250 0.7577
Fisher Pivots for day following 28-Sep-2021
Pivot 1 day 3 day
R1 0.7905 0.7898
PP 0.7899 0.7894
S1 0.7893 0.7891

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

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