CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 13-Oct-2021
Day Change Summary
Previous Current
12-Oct-2021 13-Oct-2021 Change Change % Previous Week
Open 0.8008 0.8022 0.0014 0.2% 0.7924
High 0.8040 0.8042 0.0002 0.0% 0.8025
Low 0.8005 0.8015 0.0010 0.1% 0.7906
Close 0.8025 0.8042 0.0017 0.2% 0.8025
Range 0.0036 0.0027 -0.0009 -23.9% 0.0119
ATR 0.0054 0.0052 -0.0002 -3.6% 0.0000
Volume 106 163 57 53.8% 677
Daily Pivots for day following 13-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.8114 0.8105 0.8056
R3 0.8087 0.8078 0.8049
R2 0.8060 0.8060 0.8046
R1 0.8051 0.8051 0.8044 0.8055
PP 0.8033 0.8033 0.8033 0.8035
S1 0.8024 0.8024 0.8039 0.8028
S2 0.8006 0.8006 0.8037
S3 0.7979 0.7997 0.8034
S4 0.7952 0.7970 0.8027
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 0.8042 0.7942 0.0100 1.2% 0.0035 0.4% 100% True False 126
10 0.8042 0.7835 0.0207 2.6% 0.0046 0.6% 100% True False 143
20 0.8042 0.7755 0.0287 3.6% 0.0056 0.7% 100% True False 118
40 0.8042 0.7724 0.0318 3.9% 0.0056 0.7% 100% True False 90
60 0.8048 0.7724 0.0324 4.0% 0.0049 0.6% 98% False False 63
80 0.8159 0.7724 0.0435 5.4% 0.0050 0.6% 73% False False 51
100 0.8319 0.7724 0.0595 7.4% 0.0048 0.6% 53% False False 43
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8156
2.618 0.8112
1.618 0.8085
1.000 0.8069
0.618 0.8058
HIGH 0.8042
0.618 0.8031
0.500 0.8028
0.382 0.8025
LOW 0.8015
0.618 0.7998
1.000 0.7988
1.618 0.7971
2.618 0.7944
4.250 0.7900
Fisher Pivots for day following 13-Oct-2021
Pivot 1 day 3 day
R1 0.8037 0.8035
PP 0.8033 0.8029
S1 0.8028 0.8023

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

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