CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 23-Mar-2021
Day Change Summary
Previous Current
22-Mar-2021 23-Mar-2021 Change Change % Previous Week
Open 0.8000 0.7970 -0.0030 -0.4% 0.8012
High 0.8016 0.7983 -0.0033 -0.4% 0.8084
Low 0.7978 0.7943 -0.0036 -0.4% 0.7971
Close 0.7995 0.7957 -0.0039 -0.5% 0.8003
Range 0.0038 0.0041 0.0003 8.0% 0.0113
ATR 0.0050 0.0050 0.0000 0.4% 0.0000
Volume 9 38 29 322.2% 119
Daily Pivots for day following 23-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8082 0.8060 0.7979
R3 0.8042 0.8019 0.7968
R2 0.8001 0.8001 0.7964
R1 0.7979 0.7979 0.7960 0.7970
PP 0.7961 0.7961 0.7961 0.7956
S1 0.7938 0.7938 0.7953 0.7929
S2 0.7920 0.7920 0.7949
S3 0.7880 0.7898 0.7945
S4 0.7839 0.7857 0.7934
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 0.7943 0.0142 1.8% 0.0055 0.7% 10% False True 29
10 0.8084 0.7886 0.0198 2.5% 0.0049 0.6% 36% False False 75
20 0.8084 0.7850 0.0235 2.9% 0.0052 0.7% 46% False False 81
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 0.8155
2.618 0.8089
1.618 0.8049
1.000 0.8024
0.618 0.8008
HIGH 0.7983
0.618 0.7968
0.500 0.7963
0.382 0.7958
LOW 0.7943
0.618 0.7917
1.000 0.7902
1.618 0.7877
2.618 0.7836
4.250 0.7770
Fisher Pivots for day following 23-Mar-2021
Pivot 1 day 3 day
R1 0.7963 0.7982
PP 0.7961 0.7973
S1 0.7959 0.7965

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

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