CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 05-Mar-2021
Day Change Summary
Previous Current
04-Mar-2021 05-Mar-2021 Change Change % Previous Week
Open 0.7900 0.7890 -0.0010 -0.1% 0.7872
High 0.7943 0.7901 -0.0042 -0.5% 0.7943
Low 0.7883 0.7858 -0.0026 -0.3% 0.7854
Close 0.7897 0.7894 -0.0003 0.0% 0.7894
Range 0.0060 0.0044 -0.0017 -27.5% 0.0090
ATR 0.0049 0.0049 0.0000 -0.8% 0.0000
Volume 76 85 9 11.8% 376
Daily Pivots for day following 05-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8015 0.7998 0.7918
R3 0.7971 0.7954 0.7906
R2 0.7928 0.7928 0.7902
R1 0.7911 0.7911 0.7898 0.7919
PP 0.7884 0.7884 0.7884 0.7888
S1 0.7867 0.7867 0.7890 0.7876
S2 0.7841 0.7841 0.7886
S3 0.7797 0.7824 0.7882
S4 0.7754 0.7780 0.7870
Weekly Pivots for week ending 05-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8165 0.8119 0.7943
R3 0.8076 0.8030 0.7919
R2 0.7986 0.7986 0.7910
R1 0.7940 0.7940 0.7902 0.7963
PP 0.7897 0.7897 0.7897 0.7908
S1 0.7851 0.7851 0.7886 0.7874
S2 0.7807 0.7807 0.7878
S3 0.7718 0.7761 0.7869
S4 0.7628 0.7672 0.7845
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7943 0.7854 0.0090 1.1% 0.0048 0.6% 45% False False 75
10 0.8015 0.7850 0.0166 2.1% 0.0053 0.7% 27% False False 85
20 0.8015 0.7815 0.0200 2.5% 0.0043 0.5% 40% False False 65
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8086
2.618 0.8015
1.618 0.7971
1.000 0.7945
0.618 0.7928
HIGH 0.7901
0.618 0.7884
0.500 0.7879
0.382 0.7874
LOW 0.7858
0.618 0.7831
1.000 0.7814
1.618 0.7787
2.618 0.7744
4.250 0.7673
Fisher Pivots for day following 05-Mar-2021
Pivot 1 day 3 day
R1 0.7889 0.7900
PP 0.7884 0.7898
S1 0.7879 0.7896

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

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