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

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

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