CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 08-Mar-2021
Day Change Summary
Previous Current
05-Mar-2021 08-Mar-2021 Change Change % Previous Week
Open 0.7890 0.7905 0.0015 0.2% 0.7872
High 0.7901 0.7914 0.0013 0.2% 0.7943
Low 0.7858 0.7874 0.0017 0.2% 0.7854
Close 0.7894 0.7901 0.0007 0.1% 0.7894
Range 0.0044 0.0040 -0.0004 -9.2% 0.0090
ATR 0.0049 0.0048 -0.0001 -1.4% 0.0000
Volume 85 79 -6 -7.1% 376
Daily Pivots for day following 08-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8015 0.7997 0.7922
R3 0.7975 0.7958 0.7911
R2 0.7936 0.7936 0.7908
R1 0.7918 0.7918 0.7904 0.7907
PP 0.7896 0.7896 0.7896 0.7891
S1 0.7879 0.7879 0.7897 0.7868
S2 0.7857 0.7857 0.7893
S3 0.7817 0.7839 0.7890
S4 0.7778 0.7800 0.7879
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 0.7858 0.0086 1.1% 0.0046 0.6% 50% False False 83
10 0.8015 0.7850 0.0166 2.1% 0.0054 0.7% 31% False False 83
20 0.8015 0.7829 0.0187 2.4% 0.0044 0.6% 39% False False 67
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8081
2.618 0.8017
1.618 0.7977
1.000 0.7953
0.618 0.7938
HIGH 0.7914
0.618 0.7898
0.500 0.7894
0.382 0.7889
LOW 0.7874
0.618 0.7850
1.000 0.7835
1.618 0.7810
2.618 0.7771
4.250 0.7706
Fisher Pivots for day following 08-Mar-2021
Pivot 1 day 3 day
R1 0.7898 0.7900
PP 0.7896 0.7900
S1 0.7894 0.7900

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

View Archives - Comment on this page... - Back to Index of Symbols