CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 12-Apr-2021
Day Change Summary
Previous Current
09-Apr-2021 12-Apr-2021 Change Change % Previous Week
Open 0.7968 0.7965 -0.0003 0.0% 0.7971
High 0.7985 0.7971 -0.0014 -0.2% 0.7995
Low 0.7933 0.7957 0.0025 0.3% 0.7918
Close 0.7985 0.7962 -0.0023 -0.3% 0.7985
Range 0.0052 0.0014 -0.0038 -73.1% 0.0077
ATR 0.0045 0.0044 -0.0001 -2.8% 0.0000
Volume 22 9 -13 -59.1% 103
Daily Pivots for day following 12-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.8005 0.7998 0.7970
R3 0.7991 0.7984 0.7966
R2 0.7977 0.7977 0.7965
R1 0.7970 0.7970 0.7963 0.7967
PP 0.7963 0.7963 0.7963 0.7962
S1 0.7956 0.7956 0.7961 0.7953
S2 0.7949 0.7949 0.7959
S3 0.7935 0.7942 0.7958
S4 0.7921 0.7928 0.7954
Weekly Pivots for week ending 09-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.8197 0.8168 0.8027
R3 0.8120 0.8091 0.8006
R2 0.8043 0.8043 0.7999
R1 0.8014 0.8014 0.7992 0.8028
PP 0.7966 0.7966 0.7966 0.7973
S1 0.7937 0.7937 0.7977 0.7951
S2 0.7889 0.7889 0.7970
S3 0.7812 0.7860 0.7963
S4 0.7735 0.7783 0.7942
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7989 0.7918 0.0071 0.9% 0.0033 0.4% 62% False False 12
10 0.7995 0.7909 0.0086 1.1% 0.0037 0.5% 62% False False 29
20 0.8084 0.7909 0.0175 2.2% 0.0041 0.5% 30% False False 24
40 0.8084 0.7842 0.0242 3.0% 0.0045 0.6% 50% False False 61
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 0.8031
2.618 0.8008
1.618 0.7994
1.000 0.7985
0.618 0.7980
HIGH 0.7971
0.618 0.7966
0.500 0.7964
0.382 0.7962
LOW 0.7957
0.618 0.7948
1.000 0.7943
1.618 0.7934
2.618 0.7920
4.250 0.7898
Fisher Pivots for day following 12-Apr-2021
Pivot 1 day 3 day
R1 0.7964 0.7961
PP 0.7963 0.7960
S1 0.7963 0.7959

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

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