CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 05-Feb-2021
Day Change Summary
Previous Current
04-Feb-2021 05-Feb-2021 Change Change % Previous Week
Open 0.7822 0.7800 -0.0023 -0.3% 0.7822
High 0.7827 0.7839 0.0012 0.2% 0.7839
Low 0.7785 0.7793 0.0008 0.1% 0.7771
Close 0.7794 0.7833 0.0039 0.5% 0.7833
Range 0.0042 0.0047 0.0005 10.7% 0.0069
ATR 0.0057 0.0056 -0.0001 -1.3% 0.0000
Volume 61,792 73,629 11,837 19.2% 332,610
Daily Pivots for day following 05-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.7961 0.7943 0.7858
R3 0.7914 0.7897 0.7845
R2 0.7868 0.7868 0.7841
R1 0.7850 0.7850 0.7837 0.7859
PP 0.7821 0.7821 0.7821 0.7826
S1 0.7804 0.7804 0.7828 0.7813
S2 0.7775 0.7775 0.7824
S3 0.7728 0.7757 0.7820
S4 0.7682 0.7711 0.7807
Weekly Pivots for week ending 05-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.8020 0.7995 0.7870
R3 0.7951 0.7926 0.7851
R2 0.7883 0.7883 0.7845
R1 0.7858 0.7858 0.7839 0.7870
PP 0.7814 0.7814 0.7814 0.7820
S1 0.7789 0.7789 0.7826 0.7802
S2 0.7746 0.7746 0.7820
S3 0.7677 0.7721 0.7814
S4 0.7609 0.7652 0.7795
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7839 0.7771 0.0069 0.9% 0.0047 0.6% 91% True False 66,522
10 0.7885 0.7764 0.0121 1.5% 0.0057 0.7% 57% False False 73,585
20 0.7944 0.7764 0.0181 2.3% 0.0059 0.8% 38% False False 71,635
40 0.7944 0.7721 0.0224 2.9% 0.0056 0.7% 50% False False 68,799
60 0.7944 0.7596 0.0348 4.4% 0.0051 0.6% 68% False False 47,385
80 0.7944 0.7460 0.0484 6.2% 0.0051 0.7% 77% False False 35,580
100 0.7944 0.7457 0.0488 6.2% 0.0049 0.6% 77% False False 28,477
120 0.7944 0.7457 0.0488 6.2% 0.0048 0.6% 77% False False 23,736
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8037
2.618 0.7961
1.618 0.7914
1.000 0.7886
0.618 0.7868
HIGH 0.7839
0.618 0.7821
0.500 0.7816
0.382 0.7810
LOW 0.7793
0.618 0.7764
1.000 0.7746
1.618 0.7717
2.618 0.7671
4.250 0.7595
Fisher Pivots for day following 05-Feb-2021
Pivot 1 day 3 day
R1 0.7827 0.7826
PP 0.7821 0.7819
S1 0.7816 0.7812

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

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