CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 11-Mar-2021
Day Change Summary
Previous Current
10-Mar-2021 11-Mar-2021 Change Change % Previous Week
Open 0.7890 0.7953 0.0063 0.8% 0.7872
High 0.7924 0.7980 0.0056 0.7% 0.7943
Low 0.7886 0.7934 0.0048 0.6% 0.7854
Close 0.7921 0.7975 0.0054 0.7% 0.7894
Range 0.0038 0.0046 0.0009 22.7% 0.0090
ATR 0.0047 0.0048 0.0001 1.7% 0.0000
Volume 340 131 -209 -61.5% 376
Daily Pivots for day following 11-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8101 0.8084 0.8000
R3 0.8055 0.8038 0.7987
R2 0.8009 0.8009 0.7983
R1 0.7992 0.7992 0.7979 0.8000
PP 0.7963 0.7963 0.7963 0.7967
S1 0.7946 0.7946 0.7970 0.7954
S2 0.7917 0.7917 0.7966
S3 0.7871 0.7900 0.7962
S4 0.7825 0.7854 0.7949
Weekly Pivots for week ending 05-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8165 0.8119 0.7943
R3 0.8076 0.8030 0.7919
R2 0.7986 0.7986 0.7910
R1 0.7940 0.7940 0.7902 0.7963
PP 0.7897 0.7897 0.7897 0.7908
S1 0.7851 0.7851 0.7886 0.7874
S2 0.7807 0.7807 0.7878
S3 0.7718 0.7761 0.7869
S4 0.7628 0.7672 0.7845
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7980 0.7858 0.0122 1.5% 0.0043 0.5% 96% True False 154
10 0.7980 0.7850 0.0130 1.6% 0.0050 0.6% 96% True False 122
20 0.8015 0.7842 0.0173 2.2% 0.0047 0.6% 77% False False 92
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8175
2.618 0.8100
1.618 0.8054
1.000 0.8026
0.618 0.8008
HIGH 0.7980
0.618 0.7962
0.500 0.7957
0.382 0.7951
LOW 0.7934
0.618 0.7905
1.000 0.7888
1.618 0.7859
2.618 0.7813
4.250 0.7738
Fisher Pivots for day following 11-Mar-2021
Pivot 1 day 3 day
R1 0.7969 0.7961
PP 0.7963 0.7947
S1 0.7957 0.7933

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

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