CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 18-Feb-2021
Day Change Summary
Previous Current
17-Feb-2021 18-Feb-2021 Change Change % Previous Week
Open 0.7875 0.7870 -0.0005 -0.1% 0.7834
High 0.7875 0.7889 0.0014 0.2% 0.7895
Low 0.7851 0.7857 0.0007 0.1% 0.7829
Close 0.7873 0.7884 0.0011 0.1% 0.7871
Range 0.0025 0.0032 0.0007 28.6% 0.0066
ATR 0.0042 0.0041 -0.0001 -1.8% 0.0000
Volume 59 28 -31 -52.5% 166
Daily Pivots for day following 18-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.7971 0.7959 0.7901
R3 0.7940 0.7928 0.7893
R2 0.7908 0.7908 0.7890
R1 0.7896 0.7896 0.7887 0.7902
PP 0.7877 0.7877 0.7877 0.7880
S1 0.7865 0.7865 0.7881 0.7871
S2 0.7845 0.7845 0.7878
S3 0.7814 0.7833 0.7875
S4 0.7782 0.7802 0.7867
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 0.7842 0.0084 1.1% 0.0034 0.4% 50% False False 48
10 0.7926 0.7791 0.0136 1.7% 0.0028 0.4% 69% False False 39
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8022
2.618 0.7971
1.618 0.7939
1.000 0.7920
0.618 0.7908
HIGH 0.7889
0.618 0.7876
0.500 0.7873
0.382 0.7869
LOW 0.7857
0.618 0.7838
1.000 0.7826
1.618 0.7806
2.618 0.7775
4.250 0.7723
Fisher Pivots for day following 18-Feb-2021
Pivot 1 day 3 day
R1 0.7880 0.7888
PP 0.7877 0.7887
S1 0.7873 0.7885

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

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