CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 12-Oct-2021
Day Change Summary
Previous Current
11-Oct-2021 12-Oct-2021 Change Change % Previous Week
Open 0.8010 0.8008 -0.0002 0.0% 0.7924
High 0.8035 0.8040 0.0006 0.1% 0.8025
Low 0.8009 0.8005 -0.0005 -0.1% 0.7906
Close 0.8014 0.8025 0.0011 0.1% 0.8025
Range 0.0026 0.0036 0.0010 39.2% 0.0119
ATR 0.0056 0.0054 -0.0001 -2.6% 0.0000
Volume 123 106 -17 -13.8% 677
Daily Pivots for day following 12-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.8130 0.8113 0.8044
R3 0.8094 0.8077 0.8034
R2 0.8059 0.8059 0.8031
R1 0.8042 0.8042 0.8028 0.8050
PP 0.8023 0.8023 0.8023 0.8027
S1 0.8006 0.8006 0.8021 0.8015
S2 0.7988 0.7988 0.8018
S3 0.7952 0.7971 0.8015
S4 0.7917 0.7935 0.8005
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 0.8040 0.7910 0.0131 1.6% 0.0037 0.5% 88% True False 117
10 0.8040 0.7829 0.0212 2.6% 0.0050 0.6% 93% True False 134
20 0.8040 0.7755 0.0286 3.6% 0.0058 0.7% 95% True False 111
40 0.8040 0.7724 0.0316 3.9% 0.0056 0.7% 95% True False 86
60 0.8048 0.7724 0.0324 4.0% 0.0050 0.6% 93% False False 60
80 0.8159 0.7724 0.0435 5.4% 0.0051 0.6% 69% False False 49
100 0.8319 0.7724 0.0595 7.4% 0.0048 0.6% 51% False False 41
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8191
2.618 0.8133
1.618 0.8097
1.000 0.8076
0.618 0.8062
HIGH 0.8040
0.618 0.8026
0.500 0.8022
0.382 0.8018
LOW 0.8005
0.618 0.7983
1.000 0.7969
1.618 0.7947
2.618 0.7912
4.250 0.7854
Fisher Pivots for day following 12-Oct-2021
Pivot 1 day 3 day
R1 0.8024 0.8017
PP 0.8023 0.8010
S1 0.8022 0.8003

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

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