CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 26-Mar-2021
Day Change Summary
Previous Current
25-Mar-2021 26-Mar-2021 Change Change % Previous Week
Open 0.7950 0.7940 -0.0010 -0.1% 0.8000
High 0.7970 0.7960 -0.0010 -0.1% 0.8016
Low 0.7920 0.7940 0.0020 0.3% 0.7920
Close 0.7928 0.7942 0.0014 0.2% 0.7942
Range 0.0050 0.0020 -0.0030 -59.6% 0.0096
ATR 0.0049 0.0048 -0.0001 -2.4% 0.0000
Volume 7 11 4 57.1% 84
Daily Pivots for day following 26-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8007 0.7994 0.7953
R3 0.7987 0.7974 0.7947
R2 0.7967 0.7967 0.7945
R1 0.7954 0.7954 0.7943 0.7961
PP 0.7947 0.7947 0.7947 0.7950
S1 0.7934 0.7934 0.7940 0.7941
S2 0.7927 0.7927 0.7938
S3 0.7907 0.7914 0.7936
S4 0.7887 0.7894 0.7931
Weekly Pivots for week ending 26-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8246 0.8189 0.7994
R3 0.8150 0.8094 0.7968
R2 0.8055 0.8055 0.7959
R1 0.7998 0.7998 0.7950 0.7979
PP 0.7959 0.7959 0.7959 0.7949
S1 0.7903 0.7903 0.7933 0.7883
S2 0.7864 0.7864 0.7924
S3 0.7768 0.7807 0.7915
S4 0.7673 0.7712 0.7889
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8016 0.7920 0.0096 1.2% 0.0037 0.5% 23% False False 16
10 0.8084 0.7920 0.0164 2.1% 0.0045 0.6% 13% False False 20
20 0.8084 0.7854 0.0231 2.9% 0.0046 0.6% 38% False False 69
40 0.8084 0.7778 0.0306 3.9% 0.0044 0.6% 53% False False 61
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 0.8045
2.618 0.8012
1.618 0.7992
1.000 0.7980
0.618 0.7972
HIGH 0.7960
0.618 0.7952
0.500 0.7950
0.382 0.7948
LOW 0.7940
0.618 0.7928
1.000 0.7920
1.618 0.7908
2.618 0.7888
4.250 0.7855
Fisher Pivots for day following 26-Mar-2021
Pivot 1 day 3 day
R1 0.7950 0.7945
PP 0.7947 0.7944
S1 0.7944 0.7943

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

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