CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 26-Feb-2021
Day Change Summary
Previous Current
25-Feb-2021 26-Feb-2021 Change Change % Previous Week
Open 0.7997 0.7911 -0.0086 -1.1% 0.7910
High 0.8015 0.7937 -0.0079 -1.0% 0.8015
Low 0.7932 0.7850 -0.0082 -1.0% 0.7850
Close 0.7948 0.7866 -0.0082 -1.0% 0.7866
Range 0.0084 0.0087 0.0004 4.2% 0.0166
ATR 0.0045 0.0049 0.0004 8.3% 0.0000
Volume 41 163 122 297.6% 483
Daily Pivots for day following 26-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.8145 0.8092 0.7913
R3 0.8058 0.8005 0.7889
R2 0.7971 0.7971 0.7881
R1 0.7918 0.7918 0.7873 0.7901
PP 0.7884 0.7884 0.7884 0.7875
S1 0.7831 0.7831 0.7858 0.7814
S2 0.7797 0.7797 0.7850
S3 0.7710 0.7744 0.7842
S4 0.7623 0.7657 0.7818
Weekly Pivots for week ending 26-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.8407 0.8302 0.7957
R3 0.8241 0.8136 0.7911
R2 0.8076 0.8076 0.7896
R1 0.7971 0.7971 0.7881 0.7940
PP 0.7910 0.7910 0.7910 0.7895
S1 0.7805 0.7805 0.7850 0.7775
S2 0.7745 0.7745 0.7835
S3 0.7579 0.7640 0.7820
S4 0.7414 0.7474 0.7774
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8015 0.7850 0.0166 2.1% 0.0059 0.7% 10% False True 96
10 0.8015 0.7842 0.0173 2.2% 0.0050 0.6% 14% False False 77
20 0.8015 0.7778 0.0237 3.0% 0.0041 0.5% 37% False False 53
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 0.0010
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 0.8306
2.618 0.8164
1.618 0.8077
1.000 0.8024
0.618 0.7990
HIGH 0.7937
0.618 0.7903
0.500 0.7893
0.382 0.7883
LOW 0.7850
0.618 0.7796
1.000 0.7763
1.618 0.7709
2.618 0.7622
4.250 0.7480
Fisher Pivots for day following 26-Feb-2021
Pivot 1 day 3 day
R1 0.7893 0.7932
PP 0.7884 0.7910
S1 0.7875 0.7888

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

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