CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 25-Mar-2021
Day Change Summary
Previous Current
24-Mar-2021 25-Mar-2021 Change Change % Previous Week
Open 0.7940 0.7950 0.0010 0.1% 0.8012
High 0.7971 0.7970 -0.0001 0.0% 0.8084
Low 0.7933 0.7920 -0.0013 -0.2% 0.7971
Close 0.7960 0.7928 -0.0032 -0.4% 0.8003
Range 0.0038 0.0050 0.0012 30.3% 0.0113
ATR 0.0049 0.0049 0.0000 0.1% 0.0000
Volume 19 7 -12 -63.2% 119
Daily Pivots for day following 25-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8088 0.8057 0.7955
R3 0.8038 0.8008 0.7941
R2 0.7989 0.7989 0.7937
R1 0.7958 0.7958 0.7932 0.7949
PP 0.7939 0.7939 0.7939 0.7934
S1 0.7909 0.7909 0.7923 0.7899
S2 0.7890 0.7890 0.7918
S3 0.7840 0.7859 0.7914
S4 0.7791 0.7810 0.7900
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 0.8021 0.7920 0.0101 1.3% 0.0043 0.5% 7% False True 17
10 0.8084 0.7920 0.0164 2.1% 0.0049 0.6% 5% False True 30
20 0.8084 0.7850 0.0235 3.0% 0.0049 0.6% 33% False False 76
40 0.8084 0.7776 0.0309 3.9% 0.0044 0.6% 49% False False 62
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8180
2.618 0.8099
1.618 0.8050
1.000 0.8019
0.618 0.8000
HIGH 0.7970
0.618 0.7951
0.500 0.7945
0.382 0.7939
LOW 0.7920
0.618 0.7889
1.000 0.7871
1.618 0.7840
2.618 0.7790
4.250 0.7710
Fisher Pivots for day following 25-Mar-2021
Pivot 1 day 3 day
R1 0.7945 0.7952
PP 0.7939 0.7944
S1 0.7933 0.7936

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

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