CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 16-Mar-2021
Day Change Summary
Previous Current
15-Mar-2021 16-Mar-2021 Change Change % Previous Week
Open 0.8012 0.8021 0.0009 0.1% 0.7905
High 0.8028 0.8041 0.0013 0.2% 0.8021
Low 0.7998 0.8003 0.0005 0.1% 0.7874
Close 0.8016 0.8036 0.0021 0.3% 0.8020
Range 0.0030 0.0038 0.0008 26.7% 0.0147
ATR 0.0048 0.0047 -0.0001 -1.5% 0.0000
Volume 10 10 0 0.0% 801
Daily Pivots for day following 16-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8141 0.8126 0.8057
R3 0.8103 0.8088 0.8046
R2 0.8065 0.8065 0.8043
R1 0.8050 0.8050 0.8039 0.8058
PP 0.8027 0.8027 0.8027 0.8030
S1 0.8012 0.8012 0.8033 0.8020
S2 0.7989 0.7989 0.8029
S3 0.7951 0.7974 0.8026
S4 0.7913 0.7936 0.8015
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 0.8041 0.7886 0.0155 1.9% 0.0043 0.5% 97% True False 121
10 0.8041 0.7858 0.0184 2.3% 0.0044 0.5% 97% True False 104
20 0.8041 0.7850 0.0192 2.4% 0.0048 0.6% 97% True False 91
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8203
2.618 0.8140
1.618 0.8102
1.000 0.8079
0.618 0.8064
HIGH 0.8041
0.618 0.8026
0.500 0.8022
0.382 0.8018
LOW 0.8003
0.618 0.7980
1.000 0.7965
1.618 0.7942
2.618 0.7904
4.250 0.7842
Fisher Pivots for day following 16-Mar-2021
Pivot 1 day 3 day
R1 0.8031 0.8024
PP 0.8027 0.8012
S1 0.8022 0.8001

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

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