CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 23-Feb-2021
Day Change Summary
Previous Current
22-Feb-2021 23-Feb-2021 Change Change % Previous Week
Open 0.7910 0.7945 0.0035 0.4% 0.7888
High 0.7939 0.7945 0.0006 0.1% 0.7935
Low 0.7903 0.7910 0.0008 0.1% 0.7851
Close 0.7934 0.7938 0.0005 0.1% 0.7920
Range 0.0037 0.0035 -0.0002 -4.1% 0.0085
ATR 0.0042 0.0042 -0.0001 -1.2% 0.0000
Volume 101 87 -14 -13.9% 254
Daily Pivots for day following 23-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.8036 0.8022 0.7957
R3 0.8001 0.7987 0.7948
R2 0.7966 0.7966 0.7944
R1 0.7952 0.7952 0.7941 0.7942
PP 0.7931 0.7931 0.7931 0.7926
S1 0.7917 0.7917 0.7935 0.7907
S2 0.7896 0.7896 0.7932
S3 0.7861 0.7882 0.7928
S4 0.7826 0.7847 0.7919
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 0.7945 0.7851 0.0095 1.2% 0.0038 0.5% 93% True False 68
10 0.7945 0.7840 0.0105 1.3% 0.0035 0.4% 93% True False 56
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8094
2.618 0.8037
1.618 0.8002
1.000 0.7980
0.618 0.7967
HIGH 0.7945
0.618 0.7932
0.500 0.7928
0.382 0.7923
LOW 0.7910
0.618 0.7888
1.000 0.7875
1.618 0.7853
2.618 0.7818
4.250 0.7761
Fisher Pivots for day following 23-Feb-2021
Pivot 1 day 3 day
R1 0.7935 0.7929
PP 0.7931 0.7919
S1 0.7928 0.7910

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

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