CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 27-Apr-2021
Day Change Summary
Previous Current
26-Apr-2021 27-Apr-2021 Change Change % Previous Week
Open 0.8020 0.8060 0.0040 0.5% 0.8000
High 0.8074 0.8069 -0.0006 -0.1% 0.8021
Low 0.8015 0.8056 0.0042 0.5% 0.7906
Close 0.8067 0.8063 -0.0005 -0.1% 0.8018
Range 0.0060 0.0013 -0.0047 -79.0% 0.0115
ATR 0.0050 0.0047 -0.0003 -5.4% 0.0000
Volume 29 19 -10 -34.5% 304
Daily Pivots for day following 27-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.8100 0.8094 0.8069
R3 0.8087 0.8081 0.8066
R2 0.8075 0.8075 0.8065
R1 0.8069 0.8069 0.8064 0.8072
PP 0.8062 0.8062 0.8062 0.8064
S1 0.8056 0.8056 0.8061 0.8059
S2 0.8050 0.8050 0.8060
S3 0.8037 0.8044 0.8059
S4 0.8025 0.8031 0.8056
Weekly Pivots for week ending 23-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.8327 0.8287 0.8081
R3 0.8212 0.8172 0.8050
R2 0.8097 0.8097 0.8039
R1 0.8057 0.8057 0.8029 0.8077
PP 0.7982 0.7982 0.7982 0.7992
S1 0.7942 0.7942 0.8007 0.7962
S2 0.7867 0.7867 0.7997
S3 0.7752 0.7827 0.7986
S4 0.7637 0.7712 0.7955
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8074 0.7906 0.0168 2.1% 0.0049 0.6% 93% False False 39
10 0.8074 0.7906 0.0168 2.1% 0.0050 0.6% 93% False False 56
20 0.8074 0.7906 0.0168 2.1% 0.0046 0.6% 93% False False 43
40 0.8084 0.7858 0.0227 2.8% 0.0045 0.6% 91% False False 56
60 0.8084 0.7778 0.0306 3.8% 0.0044 0.5% 93% False False 54
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 0.0014
Narrowest range in 56 trading days
Fibonacci Retracements and Extensions
4.250 0.8122
2.618 0.8101
1.618 0.8089
1.000 0.8081
0.618 0.8076
HIGH 0.8069
0.618 0.8064
0.500 0.8062
0.382 0.8061
LOW 0.8056
0.618 0.8048
1.000 0.8044
1.618 0.8036
2.618 0.8023
4.250 0.8003
Fisher Pivots for day following 27-Apr-2021
Pivot 1 day 3 day
R1 0.8062 0.8054
PP 0.8062 0.8045
S1 0.8062 0.8036

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

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