CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 11-Feb-2021
Day Change Summary
Previous Current
10-Feb-2021 11-Feb-2021 Change Change % Previous Week
Open 0.7875 0.7890 0.0015 0.2% 0.7802
High 0.7890 0.7895 0.0005 0.1% 0.7837
Low 0.7875 0.7875 -0.0001 0.0% 0.7778
Close 0.7881 0.7875 -0.0007 -0.1% 0.7833
Range 0.0015 0.0020 0.0005 33.3% 0.0059
ATR
Volume 31 19 -12 -38.7% 74
Daily Pivots for day following 11-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.7941 0.7928 0.7886
R3 0.7921 0.7908 0.7880
R2 0.7901 0.7901 0.7878
R1 0.7888 0.7888 0.7876 0.7885
PP 0.7881 0.7881 0.7881 0.7880
S1 0.7868 0.7868 0.7873 0.7865
S2 0.7861 0.7861 0.7871
S3 0.7841 0.7848 0.7869
S4 0.7821 0.7828 0.7864
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 0.7895 0.7815 0.0080 1.0% 0.0024 0.3% 75% True False 30
10 0.7895 0.7778 0.0117 1.5% 0.0032 0.4% 83% True False 29
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7980
2.618 0.7947
1.618 0.7927
1.000 0.7915
0.618 0.7907
HIGH 0.7895
0.618 0.7887
0.500 0.7885
0.382 0.7882
LOW 0.7875
0.618 0.7862
1.000 0.7855
1.618 0.7842
2.618 0.7822
4.250 0.7790
Fisher Pivots for day following 11-Feb-2021
Pivot 1 day 3 day
R1 0.7885 0.7872
PP 0.7881 0.7870
S1 0.7878 0.7867

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

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