CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 19-Mar-2021
Day Change Summary
Previous Current
18-Mar-2021 19-Mar-2021 Change Change % Previous Week
Open 0.8082 0.8002 -0.0080 -1.0% 0.8012
High 0.8084 0.8021 -0.0063 -0.8% 0.8084
Low 0.7986 0.7971 -0.0015 -0.2% 0.7971
Close 0.7994 0.8003 0.0010 0.1% 0.8003
Range 0.0098 0.0050 -0.0048 -49.0% 0.0113
ATR 0.0051 0.0051 0.0000 -0.1% 0.0000
Volume 77 13 -64 -83.1% 119
Daily Pivots for day following 19-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8148 0.8126 0.8031
R3 0.8098 0.8076 0.8017
R2 0.8048 0.8048 0.8012
R1 0.8026 0.8026 0.8008 0.8037
PP 0.7998 0.7998 0.7998 0.8004
S1 0.7976 0.7976 0.7998 0.7987
S2 0.7948 0.7948 0.7994
S3 0.7898 0.7926 0.7989
S4 0.7848 0.7876 0.7976
Weekly Pivots for week ending 19-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8358 0.8294 0.8065
R3 0.8245 0.8181 0.8034
R2 0.8132 0.8132 0.8024
R1 0.8068 0.8068 0.8013 0.8044
PP 0.8019 0.8019 0.8019 0.8007
S1 0.7955 0.7955 0.7993 0.7931
S2 0.7906 0.7906 0.7982
S3 0.7793 0.7842 0.7972
S4 0.7680 0.7729 0.7941
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8084 0.7971 0.0113 1.4% 0.0053 0.7% 28% False True 23
10 0.8084 0.7874 0.0210 2.6% 0.0050 0.6% 61% False False 92
20 0.8084 0.7850 0.0235 2.9% 0.0052 0.6% 65% False False 88
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 0.8234
2.618 0.8152
1.618 0.8102
1.000 0.8071
0.618 0.8052
HIGH 0.8021
0.618 0.8002
0.500 0.7996
0.382 0.7990
LOW 0.7971
0.618 0.7940
1.000 0.7921
1.618 0.7890
2.618 0.7840
4.250 0.7759
Fisher Pivots for day following 19-Mar-2021
Pivot 1 day 3 day
R1 0.8001 0.8028
PP 0.7998 0.8019
S1 0.7996 0.8011

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

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