CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 22-Mar-2021
Day Change Summary
Previous Current
19-Mar-2021 22-Mar-2021 Change Change % Previous Week
Open 0.8002 0.8000 -0.0002 0.0% 0.8012
High 0.8021 0.8016 -0.0006 -0.1% 0.8084
Low 0.7971 0.7978 0.0007 0.1% 0.7971
Close 0.8003 0.7995 -0.0008 -0.1% 0.8003
Range 0.0050 0.0038 -0.0013 -25.0% 0.0113
ATR 0.0051 0.0050 -0.0001 -1.9% 0.0000
Volume 13 9 -4 -30.8% 119
Daily Pivots for day following 22-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8109 0.8089 0.8016
R3 0.8071 0.8052 0.8005
R2 0.8034 0.8034 0.8002
R1 0.8014 0.8014 0.7998 0.8005
PP 0.7996 0.7996 0.7996 0.7992
S1 0.7977 0.7977 0.7992 0.7968
S2 0.7959 0.7959 0.7988
S3 0.7921 0.7939 0.7985
S4 0.7884 0.7902 0.7974
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% 0.0054 0.7% 21% False False 23
10 0.8084 0.7886 0.0198 2.5% 0.0050 0.6% 55% False False 85
20 0.8084 0.7850 0.0235 2.9% 0.0052 0.6% 62% False False 84
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
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 0.8175
2.618 0.8114
1.618 0.8076
1.000 0.8053
0.618 0.8039
HIGH 0.8016
0.618 0.8001
0.500 0.7997
0.382 0.7992
LOW 0.7978
0.618 0.7955
1.000 0.7941
1.618 0.7917
2.618 0.7880
4.250 0.7819
Fisher Pivots for day following 22-Mar-2021
Pivot 1 day 3 day
R1 0.7997 0.8028
PP 0.7996 0.8017
S1 0.7996 0.8006

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

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