CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 19-Nov-2021

Day Change Summary
	Previous	Current
	18-Nov-2021	19-Nov-2021	Change	Change %	Previous Week
Open	0.7930	0.7937	0.0007	0.1%	0.7972
High	0.7942	0.7948	0.0006	0.1%	0.8000
Low	0.7909	0.7899	-0.0010	-0.1%	0.7899
Close	0.7937	0.7900	-0.0037	-0.5%	0.7900
Range	0.0033	0.0049	0.0016	49.2%	0.0101
ATR	0.0043	0.0043	0.0000	0.9%	0.0000
Volume	572	338	-234	-40.9%	2,119

Daily Pivots for day following 19-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8061	0.8029	0.7927
R3	0.8013	0.7981	0.7913
R2	0.7964	0.7964	0.7909
R1	0.7932	0.7932	0.7904	0.7924
PP	0.7916	0.7916	0.7916	0.7911
S1	0.7884	0.7884	0.7896	0.7875
S2	0.7867	0.7867	0.7891
S3	0.7819	0.7835	0.7887
S4	0.7770	0.7787	0.7873

Weekly Pivots for week ending 19-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8234	0.8168	0.7955
R3	0.8134	0.8067	0.7928
R2	0.8033	0.8033	0.7918
R1	0.7967	0.7967	0.7909	0.7950
PP	0.7933	0.7933	0.7933	0.7924
S1	0.7866	0.7866	0.7891	0.7849
S2	0.7832	0.7832	0.7882
S3	0.7732	0.7766	0.7872
S4	0.7631	0.7665	0.7845

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8000	0.7899	0.0101	1.3%	0.0041	0.5%	1%	False	True	423
10	0.8070	0.7899	0.0171	2.2%	0.0043	0.5%	1%	False	True	368
20	0.8127	0.7899	0.0228	2.9%	0.0041	0.5%	0%	False	True	266
40	0.8137	0.7829	0.0309	3.9%	0.0043	0.6%	23%	False	False	197
60	0.8137	0.7755	0.0383	4.8%	0.0049	0.6%	38%	False	False	156
80	0.8137	0.7724	0.0413	5.2%	0.0047	0.6%	43%	False	False	124
100	0.8137	0.7724	0.0413	5.2%	0.0048	0.6%	43%	False	False	101
120	0.8311	0.7724	0.0587	7.4%	0.0047	0.6%	30%	False	False	87

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8154
2.618	0.8074
1.618	0.8026
1.000	0.7996
0.618	0.7977
HIGH	0.7948
0.618	0.7929
0.500	0.7923
0.382	0.7918
LOW	0.7899
0.618	0.7869
1.000	0.7851
1.618	0.7821
2.618	0.7772
4.250	0.7693

Fisher Pivots for day following 19-Nov-2021
Pivot	1 day	3 day
R1	0.7923	0.7936
PP	0.7916	0.7924
S1	0.7908	0.7912

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