CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 16-Feb-2021
Day Change Summary
Previous Current
12-Feb-2021 16-Feb-2021 Change Change % Previous Week
Open 0.7850 0.7888 0.0038 0.5% 0.7834
High 0.7886 0.7926 0.0040 0.5% 0.7895
Low 0.7842 0.7879 0.0037 0.5% 0.7829
Close 0.7871 0.7887 0.0016 0.2% 0.7871
Range 0.0044 0.0048 0.0004 8.0% 0.0066
ATR 0.0041 0.0042 0.0001 2.3% 0.0000
Volume 36 98 62 172.2% 166
Daily Pivots for day following 16-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.8040 0.8011 0.7913
R3 0.7992 0.7963 0.7900
R2 0.7945 0.7945 0.7896
R1 0.7916 0.7916 0.7891 0.7907
PP 0.7897 0.7897 0.7897 0.7893
S1 0.7868 0.7868 0.7883 0.7859
S2 0.7850 0.7850 0.7878
S3 0.7802 0.7821 0.7874
S4 0.7755 0.7773 0.7861
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 0.7926 0.7840 0.0086 1.1% 0.0033 0.4% 55% True False 43
10 0.7926 0.7778 0.0148 1.9% 0.0029 0.4% 74% True False 33
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 0.0006
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.8128
2.618 0.8050
1.618 0.8003
1.000 0.7974
0.618 0.7955
HIGH 0.7926
0.618 0.7908
0.500 0.7902
0.382 0.7897
LOW 0.7879
0.618 0.7849
1.000 0.7831
1.618 0.7802
2.618 0.7754
4.250 0.7677
Fisher Pivots for day following 16-Feb-2021
Pivot 1 day 3 day
R1 0.7902 0.7886
PP 0.7897 0.7885
S1 0.7892 0.7884

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

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