CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 01-Apr-2021
Day Change Summary
Previous Current
31-Mar-2021 01-Apr-2021 Change Change % Previous Week
Open 0.7916 0.7945 0.0029 0.4% 0.8000
High 0.7973 0.7973 0.0000 0.0% 0.8016
Low 0.7916 0.7937 0.0021 0.3% 0.7920
Close 0.7958 0.7971 0.0013 0.2% 0.7942
Range 0.0057 0.0036 -0.0021 -36.3% 0.0096
ATR 0.0047 0.0046 -0.0001 -1.6% 0.0000
Volume 65 65 0 0.0% 84
Daily Pivots for day following 01-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.8068 0.8055 0.7990
R3 0.8032 0.8019 0.7980
R2 0.7996 0.7996 0.7977
R1 0.7983 0.7983 0.7974 0.7990
PP 0.7960 0.7960 0.7960 0.7963
S1 0.7947 0.7947 0.7967 0.7954
S2 0.7924 0.7924 0.7964
S3 0.7888 0.7911 0.7961
S4 0.7852 0.7875 0.7951
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 0.7973 0.7909 0.0064 0.8% 0.0036 0.5% 97% True False 38
10 0.8021 0.7909 0.0112 1.4% 0.0040 0.5% 55% False False 28
20 0.8084 0.7858 0.0227 2.8% 0.0044 0.6% 50% False False 63
40 0.8084 0.7791 0.0294 3.7% 0.0043 0.5% 61% 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 True
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8126
2.618 0.8067
1.618 0.8031
1.000 0.8009
0.618 0.7995
HIGH 0.7973
0.618 0.7959
0.500 0.7955
0.382 0.7950
LOW 0.7937
0.618 0.7914
1.000 0.7901
1.618 0.7878
2.618 0.7842
4.250 0.7784
Fisher Pivots for day following 01-Apr-2021
Pivot 1 day 3 day
R1 0.7965 0.7961
PP 0.7960 0.7951
S1 0.7955 0.7941

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

View Archives - Comment on this page... - Back to Index of Symbols