CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 20-Oct-2021
Day Change Summary
Previous Current
19-Oct-2021 20-Oct-2021 Change Change % Previous Week
Open 0.8081 0.8091 0.0011 0.1% 0.8010
High 0.8119 0.8123 0.0005 0.1% 0.8104
Low 0.8081 0.8090 0.0010 0.1% 0.8005
Close 0.8091 0.8119 0.0029 0.4% 0.8075
Range 0.0038 0.0033 -0.0005 -13.2% 0.0100
ATR 0.0048 0.0047 -0.0001 -2.3% 0.0000
Volume 84 113 29 34.5% 686
Daily Pivots for day following 20-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.8210 0.8197 0.8137
R3 0.8177 0.8164 0.8128
R2 0.8144 0.8144 0.8125
R1 0.8131 0.8131 0.8122 0.8138
PP 0.8111 0.8111 0.8111 0.8114
S1 0.8098 0.8098 0.8116 0.8105
S2 0.8078 0.8078 0.8113
S3 0.8045 0.8065 0.8110
S4 0.8012 0.8032 0.8101
Weekly Pivots for week ending 15-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.8360 0.8317 0.8129
R3 0.8260 0.8217 0.8102
R2 0.8161 0.8161 0.8093
R1 0.8118 0.8118 0.8084 0.8139
PP 0.8061 0.8061 0.8061 0.8072
S1 0.8018 0.8018 0.8065 0.8040
S2 0.7962 0.7962 0.8056
S3 0.7862 0.7919 0.8047
S4 0.7763 0.7819 0.8020
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8123 0.8047 0.0076 0.9% 0.0035 0.4% 95% True False 125
10 0.8123 0.7942 0.0181 2.2% 0.0035 0.4% 98% True False 125
20 0.8123 0.7815 0.0309 3.8% 0.0048 0.6% 99% True False 121
40 0.8123 0.7755 0.0369 4.5% 0.0052 0.6% 99% True False 95
60 0.8123 0.7724 0.0399 4.9% 0.0048 0.6% 99% True False 72
80 0.8127 0.7724 0.0403 5.0% 0.0050 0.6% 98% False False 59
100 0.8319 0.7724 0.0595 7.3% 0.0048 0.6% 66% False False 49
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8263
2.618 0.8209
1.618 0.8176
1.000 0.8156
0.618 0.8143
HIGH 0.8123
0.618 0.8110
0.500 0.8107
0.382 0.8103
LOW 0.8090
0.618 0.8070
1.000 0.8057
1.618 0.8037
2.618 0.8004
4.250 0.7950
Fisher Pivots for day following 20-Oct-2021
Pivot 1 day 3 day
R1 0.8115 0.8110
PP 0.8111 0.8102
S1 0.8107 0.8093

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

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