CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 06-Apr-2021
Day Change Summary
Previous Current
05-Apr-2021 06-Apr-2021 Change Change % Previous Week
Open 0.7971 0.7959 -0.0012 -0.2% 0.7938
High 0.7995 0.7989 -0.0006 -0.1% 0.7973
Low 0.7943 0.7950 0.0007 0.1% 0.7909
Close 0.7986 0.7952 -0.0034 -0.4% 0.7971
Range 0.0052 0.0039 -0.0013 -25.0% 0.0064
ATR 0.0046 0.0046 -0.0001 -1.1% 0.0000
Volume 48 12 -36 -75.0% 183
Daily Pivots for day following 06-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.8081 0.8055 0.7973
R3 0.8042 0.8016 0.7962
R2 0.8003 0.8003 0.7959
R1 0.7977 0.7977 0.7955 0.7970
PP 0.7964 0.7964 0.7964 0.7960
S1 0.7938 0.7938 0.7948 0.7931
S2 0.7925 0.7925 0.7944
S3 0.7886 0.7899 0.7941
S4 0.7847 0.7860 0.7930
Weekly Pivots for week ending 02-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.8141 0.8119 0.8005
R3 0.8078 0.8056 0.7988
R2 0.8014 0.8014 0.7982
R1 0.7992 0.7992 0.7976 0.8003
PP 0.7951 0.7951 0.7951 0.7956
S1 0.7929 0.7929 0.7965 0.7940
S2 0.7887 0.7887 0.7959
S3 0.7824 0.7865 0.7953
S4 0.7760 0.7802 0.7936
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7995 0.7909 0.0086 1.1% 0.0045 0.6% 49% False False 42
10 0.7995 0.7909 0.0086 1.1% 0.0040 0.5% 49% False False 31
20 0.8084 0.7886 0.0198 2.5% 0.0045 0.6% 33% False False 58
40 0.8084 0.7829 0.0256 3.2% 0.0044 0.6% 48% False False 63
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8155
2.618 0.8091
1.618 0.8052
1.000 0.8028
0.618 0.8013
HIGH 0.7989
0.618 0.7974
0.500 0.7970
0.382 0.7965
LOW 0.7950
0.618 0.7926
1.000 0.7911
1.618 0.7887
2.618 0.7848
4.250 0.7784
Fisher Pivots for day following 06-Apr-2021
Pivot 1 day 3 day
R1 0.7970 0.7966
PP 0.7964 0.7961
S1 0.7958 0.7956

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

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