CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 15-Nov-2021
Day Change Summary
Previous Current
12-Nov-2021 15-Nov-2021 Change Change % Previous Week
Open 0.7941 0.7972 0.0031 0.4% 0.8026
High 0.7971 0.8000 0.0029 0.4% 0.8070
Low 0.7938 0.7967 0.0029 0.4% 0.7938
Close 0.7966 0.7993 0.0027 0.3% 0.7966
Range 0.0033 0.0033 0.0000 0.0% 0.0133
ATR 0.0044 0.0044 -0.0001 -1.7% 0.0000
Volume 197 446 249 126.4% 1,566
Daily Pivots for day following 15-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.8085 0.8072 0.8011
R3 0.8052 0.8039 0.8002
R2 0.8019 0.8019 0.7999
R1 0.8006 0.8006 0.7996 0.8013
PP 0.7986 0.7986 0.7986 0.7990
S1 0.7973 0.7973 0.7989 0.7980
S2 0.7953 0.7953 0.7986
S3 0.7920 0.7940 0.7983
S4 0.7887 0.7907 0.7974
Weekly Pivots for week ending 12-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.8389 0.8310 0.8039
R3 0.8256 0.8177 0.8002
R2 0.8124 0.8124 0.7990
R1 0.8045 0.8045 0.7978 0.8018
PP 0.7991 0.7991 0.7991 0.7978
S1 0.7912 0.7912 0.7954 0.7886
S2 0.7859 0.7859 0.7942
S3 0.7726 0.7780 0.7930
S4 0.7594 0.7647 0.7893
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8070 0.7938 0.0133 1.7% 0.0049 0.6% 42% False False 367
10 0.8082 0.7938 0.0144 1.8% 0.0042 0.5% 38% False False 284
20 0.8137 0.7938 0.0200 2.5% 0.0041 0.5% 28% False False 204
40 0.8137 0.7784 0.0353 4.4% 0.0047 0.6% 59% False False 165
60 0.8137 0.7755 0.0383 4.8% 0.0050 0.6% 62% False False 130
80 0.8137 0.7724 0.0413 5.2% 0.0046 0.6% 65% False False 103
100 0.8147 0.7724 0.0423 5.3% 0.0048 0.6% 63% False False 86
120 0.8319 0.7724 0.0595 7.4% 0.0047 0.6% 45% False False 73
Crabel Price Patterns
NR False
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 0.0006
Fibonacci Retracements and Extensions
4.250 0.8140
2.618 0.8086
1.618 0.8053
1.000 0.8033
0.618 0.8020
HIGH 0.8000
0.618 0.7987
0.500 0.7983
0.382 0.7979
LOW 0.7967
0.618 0.7946
1.000 0.7934
1.618 0.7913
2.618 0.7880
4.250 0.7826
Fisher Pivots for day following 15-Nov-2021
Pivot 1 day 3 day
R1 0.7989 0.7986
PP 0.7986 0.7979
S1 0.7983 0.7972

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

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