CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 24-Feb-2021
Day Change Summary
Previous Current
23-Feb-2021 24-Feb-2021 Change Change % Previous Week
Open 0.7945 0.7950 0.0005 0.1% 0.7888
High 0.7945 0.7991 0.0046 0.6% 0.7935
Low 0.7910 0.7939 0.0029 0.4% 0.7851
Close 0.7938 0.7978 0.0040 0.5% 0.7920
Range 0.0035 0.0053 0.0018 50.0% 0.0085
ATR 0.0042 0.0042 0.0001 1.9% 0.0000
Volume 87 91 4 4.6% 254
Daily Pivots for day following 24-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.8127 0.8105 0.8007
R3 0.8074 0.8052 0.7992
R2 0.8022 0.8022 0.7988
R1 0.8000 0.8000 0.7983 0.8011
PP 0.7969 0.7969 0.7969 0.7975
S1 0.7947 0.7947 0.7973 0.7958
S2 0.7917 0.7917 0.7968
S3 0.7864 0.7895 0.7964
S4 0.7812 0.7842 0.7949
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 0.7991 0.7857 0.0134 1.7% 0.0043 0.5% 90% True False 75
10 0.7991 0.7842 0.0149 1.9% 0.0037 0.5% 91% True False 61
20 0.7991 0.7776 0.0216 2.7% 0.0039 0.5% 94% True False 46
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8214
2.618 0.8128
1.618 0.8076
1.000 0.8044
0.618 0.8023
HIGH 0.7991
0.618 0.7971
0.500 0.7965
0.382 0.7959
LOW 0.7939
0.618 0.7906
1.000 0.7886
1.618 0.7854
2.618 0.7801
4.250 0.7715
Fisher Pivots for day following 24-Feb-2021
Pivot 1 day 3 day
R1 0.7974 0.7968
PP 0.7969 0.7957
S1 0.7965 0.7947

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

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