CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 26-Nov-2021
Day Change Summary
Previous Current
24-Nov-2021 26-Nov-2021 Change Change % Previous Week
Open 0.7890 0.7905 0.0015 0.2% 0.7907
High 0.7907 0.7912 0.0006 0.1% 0.7919
Low 0.7872 0.7815 -0.0057 -0.7% 0.7815
Close 0.7894 0.7829 -0.0065 -0.8% 0.7829
Range 0.0035 0.0097 0.0063 181.2% 0.0104
ATR 0.0043 0.0047 0.0004 8.9% 0.0000
Volume 590 1,732 1,142 193.6% 3,445
Daily Pivots for day following 26-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.8143 0.8083 0.7882
R3 0.8046 0.7986 0.7856
R2 0.7949 0.7949 0.7847
R1 0.7889 0.7889 0.7838 0.7871
PP 0.7852 0.7852 0.7852 0.7843
S1 0.7792 0.7792 0.7820 0.7774
S2 0.7755 0.7755 0.7811
S3 0.7658 0.7695 0.7802
S4 0.7561 0.7598 0.7776
Weekly Pivots for week ending 26-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.8166 0.8102 0.7886
R3 0.8062 0.7998 0.7858
R2 0.7958 0.7958 0.7848
R1 0.7894 0.7894 0.7839 0.7874
PP 0.7854 0.7854 0.7854 0.7845
S1 0.7790 0.7790 0.7819 0.7770
S2 0.7750 0.7750 0.7810
S3 0.7646 0.7686 0.7800
S4 0.7542 0.7582 0.7772
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7948 0.7815 0.0133 1.7% 0.0055 0.7% 11% False True 756
10 0.8000 0.7815 0.0185 2.4% 0.0046 0.6% 8% False True 576
20 0.8109 0.7815 0.0294 3.8% 0.0044 0.6% 5% False True 411
40 0.8137 0.7815 0.0322 4.1% 0.0043 0.5% 4% False True 272
60 0.8137 0.7755 0.0383 4.9% 0.0049 0.6% 19% False False 209
80 0.8137 0.7724 0.0413 5.3% 0.0048 0.6% 25% False False 166
100 0.8137 0.7724 0.0413 5.3% 0.0047 0.6% 25% False False 136
120 0.8285 0.7724 0.0561 7.2% 0.0048 0.6% 19% False False 115
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 0.0011
Widest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 0.8324
2.618 0.8166
1.618 0.8069
1.000 0.8009
0.618 0.7972
HIGH 0.7912
0.618 0.7875
0.500 0.7864
0.382 0.7852
LOW 0.7815
0.618 0.7755
1.000 0.7718
1.618 0.7658
2.618 0.7561
4.250 0.7403
Fisher Pivots for day following 26-Nov-2021
Pivot 1 day 3 day
R1 0.7864 0.7864
PP 0.7852 0.7852
S1 0.7841 0.7841

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

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