CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 19-Feb-2021
Day Change Summary
Previous Current
18-Feb-2021 19-Feb-2021 Change Change % Previous Week
Open 0.7870 0.7925 0.0055 0.7% 0.7888
High 0.7889 0.7935 0.0047 0.6% 0.7935
Low 0.7857 0.7875 0.0018 0.2% 0.7851
Close 0.7884 0.7920 0.0036 0.5% 0.7920
Range 0.0032 0.0061 0.0029 92.1% 0.0085
ATR 0.0041 0.0043 0.0001 3.3% 0.0000
Volume 28 69 41 146.4% 254
Daily Pivots for day following 19-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.8091 0.8066 0.7953
R3 0.8031 0.8005 0.7936
R2 0.7970 0.7970 0.7931
R1 0.7945 0.7945 0.7925 0.7927
PP 0.7910 0.7910 0.7910 0.7901
S1 0.7884 0.7884 0.7914 0.7867
S2 0.7849 0.7849 0.7908
S3 0.7789 0.7824 0.7903
S4 0.7728 0.7763 0.7886
Weekly Pivots for week ending 19-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.8155 0.8122 0.7966
R3 0.8071 0.8037 0.7943
R2 0.7986 0.7986 0.7935
R1 0.7953 0.7953 0.7927 0.7970
PP 0.7902 0.7902 0.7902 0.7910
S1 0.7868 0.7868 0.7912 0.7885
S2 0.7817 0.7817 0.7904
S3 0.7733 0.7784 0.7896
S4 0.7648 0.7699 0.7873
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7935 0.7842 0.0093 1.2% 0.0042 0.5% 83% True False 58
10 0.7935 0.7815 0.0120 1.5% 0.0033 0.4% 87% True False 44
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 0.0007
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.8192
2.618 0.8093
1.618 0.8033
1.000 0.7996
0.618 0.7972
HIGH 0.7935
0.618 0.7912
0.500 0.7905
0.382 0.7898
LOW 0.7875
0.618 0.7837
1.000 0.7814
1.618 0.7777
2.618 0.7716
4.250 0.7617
Fisher Pivots for day following 19-Feb-2021
Pivot 1 day 3 day
R1 0.7915 0.7911
PP 0.7910 0.7902
S1 0.7905 0.7893

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

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