CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 01-Mar-2021
Day Change Summary
Previous Current
26-Feb-2021 01-Mar-2021 Change Change % Previous Week
Open 0.7911 0.7872 -0.0040 -0.5% 0.7910
High 0.7937 0.7902 -0.0035 -0.4% 0.8015
Low 0.7850 0.7854 0.0004 0.1% 0.7850
Close 0.7866 0.7901 0.0036 0.5% 0.7866
Range 0.0087 0.0049 -0.0039 -44.3% 0.0166
ATR 0.0049 0.0049 0.0000 -0.1% 0.0000
Volume 163 37 -126 -77.3% 483
Daily Pivots for day following 01-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8031 0.8015 0.7928
R3 0.7983 0.7966 0.7914
R2 0.7934 0.7934 0.7910
R1 0.7918 0.7918 0.7905 0.7926
PP 0.7886 0.7886 0.7886 0.7890
S1 0.7869 0.7869 0.7897 0.7877
S2 0.7837 0.7837 0.7892
S3 0.7789 0.7821 0.7888
S4 0.7740 0.7772 0.7874
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% 0.0061 0.8% 31% False False 83
10 0.8015 0.7850 0.0166 2.1% 0.0051 0.6% 31% False False 77
20 0.8015 0.7778 0.0237 3.0% 0.0040 0.5% 52% False False 50
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8108
2.618 0.8029
1.618 0.7980
1.000 0.7951
0.618 0.7932
HIGH 0.7902
0.618 0.7883
0.500 0.7878
0.382 0.7872
LOW 0.7854
0.618 0.7824
1.000 0.7805
1.618 0.7775
2.618 0.7727
4.250 0.7647
Fisher Pivots for day following 01-Mar-2021
Pivot 1 day 3 day
R1 0.7893 0.7932
PP 0.7886 0.7922
S1 0.7878 0.7911

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

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