CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 15-Mar-2021
Day Change Summary
Previous Current
12-Mar-2021 15-Mar-2021 Change Change % Previous Week
Open 0.7990 0.8012 0.0022 0.3% 0.7905
High 0.8021 0.8028 0.0007 0.1% 0.8021
Low 0.7960 0.7998 0.0038 0.5% 0.7874
Close 0.8020 0.8016 -0.0005 -0.1% 0.8020
Range 0.0061 0.0030 -0.0031 -50.8% 0.0147
ATR 0.0049 0.0048 -0.0001 -2.8% 0.0000
Volume 115 10 -105 -91.3% 801
Daily Pivots for day following 15-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8104 0.8090 0.8032
R3 0.8074 0.8060 0.8024
R2 0.8044 0.8044 0.8021
R1 0.8030 0.8030 0.8018 0.8037
PP 0.8014 0.8014 0.8014 0.8017
S1 0.8000 0.8000 0.8013 0.8007
S2 0.7984 0.7984 0.8010
S3 0.7954 0.7970 0.8007
S4 0.7924 0.7940 0.7999
Weekly Pivots for week ending 12-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8413 0.8363 0.8101
R3 0.8266 0.8216 0.8060
R2 0.8119 0.8119 0.8047
R1 0.8069 0.8069 0.8033 0.8094
PP 0.7972 0.7972 0.7972 0.7984
S1 0.7922 0.7922 0.8007 0.7947
S2 0.7825 0.7825 0.7993
S3 0.7678 0.7775 0.7980
S4 0.7531 0.7628 0.7939
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8028 0.7886 0.0142 1.8% 0.0045 0.6% 91% True False 146
10 0.8028 0.7858 0.0171 2.1% 0.0046 0.6% 93% True False 115
20 0.8028 0.7850 0.0179 2.2% 0.0048 0.6% 93% True False 96
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 18 trading days
Fibonacci Retracements and Extensions
4.250 0.8156
2.618 0.8107
1.618 0.8077
1.000 0.8058
0.618 0.8047
HIGH 0.8028
0.618 0.8017
0.500 0.8013
0.382 0.8009
LOW 0.7998
0.618 0.7979
1.000 0.7968
1.618 0.7949
2.618 0.7919
4.250 0.7871
Fisher Pivots for day following 15-Mar-2021
Pivot 1 day 3 day
R1 0.8015 0.8004
PP 0.8014 0.7992
S1 0.8013 0.7981

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

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