CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 21-Oct-2021

Day Change Summary
	Previous	Current
	20-Oct-2021	21-Oct-2021	Change	Change %	Previous Week
Open	0.8091	0.8115	0.0024	0.3%	0.8010
High	0.8123	0.8137	0.0014	0.2%	0.8104
Low	0.8090	0.8076	-0.0015	-0.2%	0.8005
Close	0.8119	0.8077	-0.0042	-0.5%	0.8075
Range	0.0033	0.0062	0.0029	86.4%	0.0100
ATR	0.0047	0.0048	0.0001	2.1%	0.0000
Volume	113	105	-8	-7.1%	686

Daily Pivots for day following 21-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8281	0.8241	0.8111
R3	0.8220	0.8179	0.8094
R2	0.8158	0.8158	0.8088
R1	0.8118	0.8118	0.8083	0.8107
PP	0.8097	0.8097	0.8097	0.8091
S1	0.8056	0.8056	0.8071	0.8046
S2	0.8035	0.8035	0.8066
S3	0.7974	0.7995	0.8060
S4	0.7912	0.7933	0.8043

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	0.8137	0.8063	0.0074	0.9%	0.0039	0.5%	19%	True	False	132
10	0.8137	0.7965	0.0172	2.1%	0.0039	0.5%	65%	True	False	125
20	0.8137	0.7829	0.0309	3.8%	0.0046	0.6%	81%	True	False	122
40	0.8137	0.7755	0.0383	4.7%	0.0053	0.7%	84%	True	False	98
60	0.8137	0.7724	0.0413	5.1%	0.0048	0.6%	85%	True	False	74
80	0.8137	0.7724	0.0413	5.1%	0.0050	0.6%	85%	True	False	59
100	0.8311	0.7724	0.0587	7.3%	0.0048	0.6%	60%	False	False	50
120	0.8319	0.7724	0.0595	7.4%	0.0046	0.6%	59%	False	False	46

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	0.8398
2.618	0.8298
1.618	0.8237
1.000	0.8199
0.618	0.8175
HIGH	0.8137
0.618	0.8114
0.500	0.8106
0.382	0.8099
LOW	0.8076
0.618	0.8037
1.000	0.8014
1.618	0.7976
2.618	0.7914
4.250	0.7814

Fisher Pivots for day following 21-Oct-2021
Pivot	1 day	3 day
R1	0.8106	0.8106
PP	0.8097	0.8097
S1	0.8087	0.8087

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols