CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 04-Mar-2021
Day Change Summary
Previous Current
03-Mar-2021 04-Mar-2021 Change Change % Previous Week
Open 0.7910 0.7900 -0.0010 -0.1% 0.7910
High 0.7937 0.7943 0.0007 0.1% 0.8015
Low 0.7904 0.7883 -0.0021 -0.3% 0.7850
Close 0.7912 0.7897 -0.0015 -0.2% 0.7866
Range 0.0033 0.0060 0.0028 84.6% 0.0166
ATR 0.0048 0.0049 0.0001 1.7% 0.0000
Volume 58 76 18 31.0% 483
Daily Pivots for day following 04-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8088 0.8052 0.7930
R3 0.8028 0.7992 0.7914
R2 0.7968 0.7968 0.7908
R1 0.7932 0.7932 0.7903 0.7920
PP 0.7908 0.7908 0.7908 0.7902
S1 0.7872 0.7872 0.7892 0.7860
S2 0.7848 0.7848 0.7886
S3 0.7788 0.7812 0.7881
S4 0.7728 0.7752 0.7864
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 0.7943 0.7850 0.0094 1.2% 0.0057 0.7% 51% True False 90
10 0.8015 0.7850 0.0166 2.1% 0.0055 0.7% 29% False False 84
20 0.8015 0.7791 0.0225 2.8% 0.0041 0.5% 47% False False 61
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8198
2.618 0.8100
1.618 0.8040
1.000 0.8003
0.618 0.7980
HIGH 0.7943
0.618 0.7920
0.500 0.7913
0.382 0.7906
LOW 0.7883
0.618 0.7846
1.000 0.7823
1.618 0.7786
2.618 0.7726
4.250 0.7628
Fisher Pivots for day following 04-Mar-2021
Pivot 1 day 3 day
R1 0.7913 0.7908
PP 0.7908 0.7905
S1 0.7902 0.7901

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

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