CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 10-Mar-2021
Day Change Summary
Previous Current
09-Mar-2021 10-Mar-2021 Change Change % Previous Week
Open 0.7927 0.7890 -0.0037 -0.5% 0.7872
High 0.7940 0.7924 -0.0017 -0.2% 0.7943
Low 0.7890 0.7886 -0.0004 0.0% 0.7854
Close 0.7916 0.7921 0.0006 0.1% 0.7894
Range 0.0051 0.0038 -0.0013 -25.7% 0.0090
ATR 0.0048 0.0047 -0.0001 -1.6% 0.0000
Volume 136 340 204 150.0% 376
Daily Pivots for day following 10-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8023 0.8009 0.7942
R3 0.7985 0.7972 0.7931
R2 0.7948 0.7948 0.7928
R1 0.7934 0.7934 0.7924 0.7941
PP 0.7910 0.7910 0.7910 0.7914
S1 0.7897 0.7897 0.7918 0.7904
S2 0.7873 0.7873 0.7914
S3 0.7835 0.7859 0.7911
S4 0.7798 0.7822 0.7900
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% 74% False False 143
10 0.8015 0.7850 0.0166 2.1% 0.0054 0.7% 43% False False 113
20 0.8015 0.7842 0.0173 2.2% 0.0045 0.6% 46% False False 87
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0014
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8083
2.618 0.8022
1.618 0.7984
1.000 0.7961
0.618 0.7947
HIGH 0.7924
0.618 0.7909
0.500 0.7905
0.382 0.7900
LOW 0.7886
0.618 0.7863
1.000 0.7849
1.618 0.7825
2.618 0.7788
4.250 0.7727
Fisher Pivots for day following 10-Mar-2021
Pivot 1 day 3 day
R1 0.7916 0.7916
PP 0.7910 0.7912
S1 0.7905 0.7907

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

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