CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 11-Nov-2021

Day Change Summary
	Previous	Current
	10-Nov-2021	11-Nov-2021	Change	Change %	Previous Week
Open	0.8065	0.8005	-0.0060	-0.7%	0.8076
High	0.8070	0.8007	-0.0063	-0.8%	0.8092
Low	0.7997	0.7939	-0.0058	-0.7%	0.8014
Close	0.8002	0.7949	-0.0053	-0.7%	0.8026
Range	0.0073	0.0068	-0.0005	-6.8%	0.0079
ATR	0.0043	0.0045	0.0002	4.0%	0.0000
Volume	320	611	291	90.9%	964

Daily Pivots for day following 11-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8169	0.8127	0.7986
R3	0.8101	0.8059	0.7967
R2	0.8033	0.8033	0.7961
R1	0.7991	0.7991	0.7955	0.7978
PP	0.7965	0.7965	0.7965	0.7958
S1	0.7923	0.7923	0.7942	0.7910
S2	0.7897	0.7897	0.7936
S3	0.7829	0.7855	0.7930
S4	0.7761	0.7787	0.7911

Weekly Pivots for week ending 05-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8279	0.8231	0.8069
R3	0.8201	0.8153	0.8048
R2	0.8122	0.8122	0.8040
R1	0.8074	0.8074	0.8033	0.8059
PP	0.8044	0.8044	0.8044	0.8036
S1	0.7996	0.7996	0.8019	0.7981
S2	0.7965	0.7965	0.8012
S3	0.7887	0.7917	0.8004
S4	0.7808	0.7839	0.7983

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8070	0.7939	0.0131	1.6%	0.0044	0.6%	7%	False	True	318
10	0.8109	0.7939	0.0170	2.1%	0.0042	0.5%	6%	False	True	247
20	0.8137	0.7939	0.0198	2.5%	0.0041	0.5%	5%	False	True	190
40	0.8137	0.7755	0.0383	4.8%	0.0049	0.6%	51%	False	False	154
60	0.8137	0.7724	0.0413	5.2%	0.0051	0.6%	54%	False	False	124
80	0.8137	0.7724	0.0413	5.2%	0.0046	0.6%	54%	False	False	95
100	0.8159	0.7724	0.0435	5.5%	0.0048	0.6%	52%	False	False	80
120	0.8319	0.7724	0.0595	7.5%	0.0047	0.6%	38%	False	False	68

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8296
2.618	0.8185
1.618	0.8117
1.000	0.8075
0.618	0.8049
HIGH	0.8007
0.618	0.7981
0.500	0.7973
0.382	0.7965
LOW	0.7939
0.618	0.7897
1.000	0.7871
1.618	0.7829
2.618	0.7761
4.250	0.7650

Fisher Pivots for day following 11-Nov-2021
Pivot	1 day	3 day
R1	0.7973	0.8005
PP	0.7965	0.7986
S1	0.7957	0.7967

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