CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 03-Mar-2021
Day Change Summary
Previous Current
02-Mar-2021 03-Mar-2021 Change Change % Previous Week
Open 0.7912 0.7910 -0.0002 0.0% 0.7910
High 0.7928 0.7937 0.0009 0.1% 0.8015
Low 0.7874 0.7904 0.0031 0.4% 0.7850
Close 0.7924 0.7912 -0.0013 -0.2% 0.7866
Range 0.0055 0.0033 -0.0022 -40.4% 0.0166
ATR 0.0050 0.0048 -0.0001 -2.5% 0.0000
Volume 120 58 -62 -51.7% 483
Daily Pivots for day following 03-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8015 0.7996 0.7929
R3 0.7982 0.7963 0.7920
R2 0.7950 0.7950 0.7917
R1 0.7931 0.7931 0.7914 0.7940
PP 0.7917 0.7917 0.7917 0.7922
S1 0.7898 0.7898 0.7909 0.7908
S2 0.7885 0.7885 0.7906
S3 0.7852 0.7866 0.7903
S4 0.7820 0.7833 0.7894
Weekly Pivots for week ending 26-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.8407 0.8302 0.7957
R3 0.8241 0.8136 0.7911
R2 0.8076 0.8076 0.7896
R1 0.7971 0.7971 0.7881 0.7940
PP 0.7910 0.7910 0.7910 0.7895
S1 0.7805 0.7805 0.7850 0.7775
S2 0.7745 0.7745 0.7835
S3 0.7579 0.7640 0.7820
S4 0.7414 0.7474 0.7774
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8015 0.7850 0.0166 2.1% 0.0061 0.8% 37% False False 83
10 0.8015 0.7850 0.0166 2.1% 0.0052 0.7% 37% False False 79
20 0.8015 0.7791 0.0225 2.8% 0.0039 0.5% 54% False False 59
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0013
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.8075
2.618 0.8022
1.618 0.7989
1.000 0.7969
0.618 0.7957
HIGH 0.7937
0.618 0.7924
0.500 0.7920
0.382 0.7916
LOW 0.7904
0.618 0.7884
1.000 0.7872
1.618 0.7851
2.618 0.7819
4.250 0.7766
Fisher Pivots for day following 03-Mar-2021
Pivot 1 day 3 day
R1 0.7920 0.7906
PP 0.7917 0.7901
S1 0.7914 0.7895

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

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