CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 08-Oct-2021
Day Change Summary
Previous Current
07-Oct-2021 08-Oct-2021 Change Change % Previous Week
Open 0.7943 0.7967 0.0025 0.3% 0.7924
High 0.7971 0.8025 0.0055 0.7% 0.8025
Low 0.7942 0.7965 0.0023 0.3% 0.7906
Close 0.7966 0.8025 0.0060 0.7% 0.8025
Range 0.0029 0.0060 0.0032 110.5% 0.0119
ATR 0.0058 0.0058 0.0000 0.3% 0.0000
Volume 109 130 21 19.3% 677
Daily Pivots for day following 08-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.8185 0.8165 0.8058
R3 0.8125 0.8105 0.8042
R2 0.8065 0.8065 0.8036
R1 0.8045 0.8045 0.8031 0.8055
PP 0.8005 0.8005 0.8005 0.8010
S1 0.7985 0.7985 0.8020 0.7995
S2 0.7945 0.7945 0.8014
S3 0.7885 0.7925 0.8009
S4 0.7825 0.7865 0.7992
Weekly Pivots for week ending 08-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.8342 0.8303 0.8090
R3 0.8223 0.8184 0.8058
R2 0.8104 0.8104 0.8047
R1 0.8065 0.8065 0.8036 0.8085
PP 0.7985 0.7985 0.7985 0.7995
S1 0.7946 0.7946 0.8014 0.7966
S2 0.7866 0.7866 0.8003
S3 0.7747 0.7827 0.7992
S4 0.7628 0.7708 0.7960
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8025 0.7906 0.0119 1.5% 0.0045 0.6% 100% True False 135
10 0.8025 0.7829 0.0197 2.4% 0.0055 0.7% 100% True False 129
20 0.8025 0.7755 0.0271 3.4% 0.0059 0.7% 100% True False 102
40 0.8025 0.7724 0.0301 3.8% 0.0055 0.7% 100% True False 80
60 0.8048 0.7724 0.0324 4.0% 0.0050 0.6% 93% False False 57
80 0.8159 0.7724 0.0435 5.4% 0.0051 0.6% 69% False False 47
100 0.8319 0.7724 0.0595 7.4% 0.0048 0.6% 51% False False 39
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8280
2.618 0.8182
1.618 0.8122
1.000 0.8085
0.618 0.8062
HIGH 0.8025
0.618 0.8002
0.500 0.7995
0.382 0.7988
LOW 0.7965
0.618 0.7928
1.000 0.7905
1.618 0.7868
2.618 0.7808
4.250 0.7710
Fisher Pivots for day following 08-Oct-2021
Pivot 1 day 3 day
R1 0.8015 0.8006
PP 0.8005 0.7987
S1 0.7995 0.7967

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

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