CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 01-Oct-2021
Day Change Summary
Previous Current
30-Sep-2021 01-Oct-2021 Change Change % Previous Week
Open 0.7835 0.7885 0.0051 0.6% 0.7910
High 0.7916 0.7919 0.0003 0.0% 0.7940
Low 0.7835 0.7850 0.0015 0.2% 0.7829
Close 0.7900 0.7914 0.0014 0.2% 0.7914
Range 0.0082 0.0070 -0.0012 -14.7% 0.0111
ATR 0.0063 0.0063 0.0000 0.8% 0.0000
Volume 168 197 29 17.3% 615
Daily Pivots for day following 01-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.8103 0.8078 0.7952
R3 0.8033 0.8008 0.7933
R2 0.7964 0.7964 0.7926
R1 0.7939 0.7939 0.7920 0.7951
PP 0.7894 0.7894 0.7894 0.7900
S1 0.7869 0.7869 0.7907 0.7882
S2 0.7825 0.7825 0.7901
S3 0.7755 0.7800 0.7894
S4 0.7686 0.7730 0.7875
Weekly Pivots for week ending 01-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.8227 0.8181 0.7975
R3 0.8116 0.8070 0.7944
R2 0.8005 0.8005 0.7934
R1 0.7959 0.7959 0.7924 0.7982
PP 0.7894 0.7894 0.7894 0.7905
S1 0.7848 0.7848 0.7903 0.7871
S2 0.7783 0.7783 0.7893
S3 0.7672 0.7737 0.7883
S4 0.7561 0.7626 0.7852
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7940 0.7829 0.0111 1.4% 0.0064 0.8% 77% False False 123
10 0.7940 0.7755 0.0185 2.3% 0.0068 0.9% 86% False False 110
20 0.8001 0.7755 0.0246 3.1% 0.0064 0.8% 65% False False 91
40 0.8004 0.7724 0.0280 3.5% 0.0054 0.7% 68% False False 65
60 0.8048 0.7724 0.0324 4.1% 0.0051 0.6% 59% False False 47
80 0.8278 0.7724 0.0554 7.0% 0.0051 0.6% 34% False False 39
100 0.8319 0.7724 0.0595 7.5% 0.0048 0.6% 32% False False 34
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8214
2.618 0.8101
1.618 0.8031
1.000 0.7989
0.618 0.7962
HIGH 0.7919
0.618 0.7892
0.500 0.7884
0.382 0.7876
LOW 0.7850
0.618 0.7807
1.000 0.7780
1.618 0.7737
2.618 0.7668
4.250 0.7554
Fisher Pivots for day following 01-Oct-2021
Pivot 1 day 3 day
R1 0.7904 0.7900
PP 0.7894 0.7887
S1 0.7884 0.7874

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

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