CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 12-Feb-2021
Day Change Summary
Previous Current
11-Feb-2021 12-Feb-2021 Change Change % Previous Week
Open 0.7890 0.7850 -0.0040 -0.5% 0.7834
High 0.7895 0.7886 -0.0009 -0.1% 0.7895
Low 0.7875 0.7842 -0.0033 -0.4% 0.7829
Close 0.7875 0.7871 -0.0004 0.0% 0.7871
Range 0.0020 0.0044 0.0024 120.0% 0.0066
ATR 0.0000 0.0041 0.0041 0.0000
Volume 19 36 17 89.5% 166
Daily Pivots for day following 12-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.7998 0.7979 0.7895
R3 0.7954 0.7935 0.7883
R2 0.7910 0.7910 0.7879
R1 0.7891 0.7891 0.7875 0.7901
PP 0.7866 0.7866 0.7866 0.7871
S1 0.7847 0.7847 0.7867 0.7857
S2 0.7822 0.7822 0.7863
S3 0.7778 0.7803 0.7859
S4 0.7734 0.7759 0.7847
Weekly Pivots for week ending 12-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.8063 0.8033 0.7907
R3 0.7997 0.7967 0.7889
R2 0.7931 0.7931 0.7883
R1 0.7901 0.7901 0.7877 0.7916
PP 0.7865 0.7865 0.7865 0.7872
S1 0.7835 0.7835 0.7865 0.7850
S2 0.7799 0.7799 0.7859
S3 0.7733 0.7769 0.7853
S4 0.7667 0.7703 0.7835
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7895 0.7829 0.0066 0.8% 0.0028 0.4% 64% False False 33
10 0.7895 0.7778 0.0117 1.5% 0.0029 0.4% 80% False False 24
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8073
2.618 0.8001
1.618 0.7957
1.000 0.7930
0.618 0.7913
HIGH 0.7886
0.618 0.7869
0.500 0.7864
0.382 0.7859
LOW 0.7842
0.618 0.7815
1.000 0.7798
1.618 0.7771
2.618 0.7727
4.250 0.7655
Fisher Pivots for day following 12-Feb-2021
Pivot 1 day 3 day
R1 0.7869 0.7870
PP 0.7866 0.7869
S1 0.7864 0.7868

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

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