CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 24-Mar-2021
Day Change Summary
Previous Current
23-Mar-2021 24-Mar-2021 Change Change % Previous Week
Open 0.7970 0.7940 -0.0030 -0.4% 0.8012
High 0.7983 0.7971 -0.0013 -0.2% 0.8084
Low 0.7943 0.7933 -0.0010 -0.1% 0.7971
Close 0.7957 0.7960 0.0003 0.0% 0.8003
Range 0.0041 0.0038 -0.0003 -6.2% 0.0113
ATR 0.0050 0.0049 -0.0001 -1.7% 0.0000
Volume 38 19 -19 -50.0% 119
Daily Pivots for day following 24-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8068 0.8052 0.7980
R3 0.8030 0.8014 0.7970
R2 0.7992 0.7992 0.7966
R1 0.7976 0.7976 0.7963 0.7984
PP 0.7954 0.7954 0.7954 0.7958
S1 0.7938 0.7938 0.7956 0.7946
S2 0.7916 0.7916 0.7953
S3 0.7878 0.7900 0.7949
S4 0.7840 0.7862 0.7939
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 0.7933 0.0152 1.9% 0.0053 0.7% 18% False True 31
10 0.8084 0.7933 0.0152 1.9% 0.0049 0.6% 18% False True 43
20 0.8084 0.7850 0.0235 2.9% 0.0051 0.6% 47% False False 78
40 0.8084 0.7776 0.0309 3.9% 0.0045 0.6% 60% False False 62
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 True
Bull Hook False
Stretch 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8132
2.618 0.8070
1.618 0.8032
1.000 0.8009
0.618 0.7994
HIGH 0.7971
0.618 0.7956
0.500 0.7952
0.382 0.7947
LOW 0.7933
0.618 0.7909
1.000 0.7895
1.618 0.7871
2.618 0.7833
4.250 0.7771
Fisher Pivots for day following 24-Mar-2021
Pivot 1 day 3 day
R1 0.7957 0.7974
PP 0.7954 0.7969
S1 0.7952 0.7964

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

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