CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 16-Mar-2021
Day Change Summary
Previous Current
15-Mar-2021 16-Mar-2021 Change Change % Previous Week
Open 0.8017 0.8016 -0.0001 0.0% 0.7902
High 0.8038 0.8026 -0.0012 -0.1% 0.8024
Low 0.7992 0.8001 0.0009 0.1% 0.7874
Close 0.8017 0.8018 0.0002 0.0% 0.8022
Range 0.0046 0.0025 -0.0021 -45.1% 0.0151
ATR 0.0058 0.0055 -0.0002 -4.1% 0.0000
Volume 6,145 2,519 -3,626 -59.0% 476,454
Daily Pivots for day following 16-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8090 0.8079 0.8032
R3 0.8065 0.8054 0.8025
R2 0.8040 0.8040 0.8023
R1 0.8029 0.8029 0.8020 0.8034
PP 0.8015 0.8015 0.8015 0.8017
S1 0.8004 0.8004 0.8016 0.8009
S2 0.7990 0.7990 0.8013
S3 0.7965 0.7979 0.8011
S4 0.7940 0.7954 0.8004
Weekly Pivots for week ending 12-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8425 0.8374 0.8104
R3 0.8274 0.8223 0.8063
R2 0.8124 0.8124 0.8049
R1 0.8073 0.8073 0.8035 0.8098
PP 0.7973 0.7973 0.7973 0.7986
S1 0.7922 0.7922 0.8008 0.7948
S2 0.7823 0.7823 0.7994
S3 0.7672 0.7772 0.7980
S4 0.7522 0.7621 0.7939
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8038 0.7884 0.0154 1.9% 0.0051 0.6% 87% False False 58,044
10 0.8038 0.7851 0.0187 2.3% 0.0053 0.7% 90% False False 74,970
20 0.8038 0.7842 0.0196 2.4% 0.0058 0.7% 90% False False 81,290
40 0.8038 0.7764 0.0274 3.4% 0.0055 0.7% 93% False False 75,608
60 0.8038 0.7721 0.0317 4.0% 0.0056 0.7% 94% False False 70,843
80 0.8038 0.7624 0.0414 5.2% 0.0053 0.7% 95% False False 60,383
100 0.8038 0.7460 0.0578 7.2% 0.0053 0.7% 97% False False 48,350
120 0.8038 0.7457 0.0581 7.2% 0.0051 0.6% 97% False False 40,303
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 54 trading days
Fibonacci Retracements and Extensions
4.250 0.8132
2.618 0.8091
1.618 0.8066
1.000 0.8051
0.618 0.8041
HIGH 0.8026
0.618 0.8016
0.500 0.8013
0.382 0.8010
LOW 0.8001
0.618 0.7985
1.000 0.7976
1.618 0.7960
2.618 0.7935
4.250 0.7894
Fisher Pivots for day following 16-Mar-2021
Pivot 1 day 3 day
R1 0.8016 0.8011
PP 0.8015 0.8003
S1 0.8013 0.7996

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

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