CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 09-Feb-2021
Day Change Summary
Previous Current
08-Feb-2021 09-Feb-2021 Change Change % Previous Week
Open 0.7834 0.7858 0.0024 0.3% 0.7802
High 0.7851 0.7879 0.0028 0.4% 0.7837
Low 0.7829 0.7840 0.0012 0.1% 0.7778
Close 0.7850 0.7879 0.0029 0.4% 0.7833
Range 0.0022 0.0039 0.0017 75.0% 0.0059
ATR
Volume 47 33 -14 -29.8% 74
Daily Pivots for day following 09-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.7981 0.7968 0.7900
R3 0.7943 0.7930 0.7889
R2 0.7904 0.7904 0.7886
R1 0.7891 0.7891 0.7882 0.7898
PP 0.7866 0.7866 0.7866 0.7869
S1 0.7853 0.7853 0.7875 0.7859
S2 0.7827 0.7827 0.7871
S3 0.7789 0.7814 0.7868
S4 0.7750 0.7776 0.7857
Weekly Pivots for week ending 05-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.7993 0.7972 0.7865
R3 0.7934 0.7913 0.7849
R2 0.7875 0.7875 0.7844
R1 0.7854 0.7854 0.7838 0.7865
PP 0.7816 0.7816 0.7816 0.7821
S1 0.7795 0.7795 0.7828 0.7806
S2 0.7757 0.7757 0.7822
S3 0.7698 0.7736 0.7817
S4 0.7639 0.7677 0.7801
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7879 0.7791 0.0088 1.1% 0.0023 0.3% 100% True False 28
10 0.7885 0.7776 0.0109 1.4% 0.0041 0.5% 94% False False 31
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8042
2.618 0.7979
1.618 0.7941
1.000 0.7917
0.618 0.7902
HIGH 0.7879
0.618 0.7864
0.500 0.7859
0.382 0.7855
LOW 0.7840
0.618 0.7816
1.000 0.7802
1.618 0.7778
2.618 0.7739
4.250 0.7676
Fisher Pivots for day following 09-Feb-2021
Pivot 1 day 3 day
R1 0.7872 0.7868
PP 0.7866 0.7857
S1 0.7859 0.7847

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

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