CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 15-Apr-2021
Day Change Summary
Previous Current
14-Apr-2021 15-Apr-2021 Change Change % Previous Week
Open 0.7970 0.8007 0.0037 0.5% 0.7971
High 0.7999 0.8015 0.0016 0.2% 0.7995
Low 0.7957 0.7968 0.0012 0.1% 0.7918
Close 0.7987 0.7978 -0.0009 -0.1% 0.7985
Range 0.0043 0.0047 0.0005 10.6% 0.0077
ATR 0.0045 0.0045 0.0000 0.3% 0.0000
Volume 141 42 -99 -70.2% 103
Daily Pivots for day following 15-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.8128 0.8100 0.8004
R3 0.8081 0.8053 0.7991
R2 0.8034 0.8034 0.7987
R1 0.8006 0.8006 0.7982 0.7997
PP 0.7987 0.7987 0.7987 0.7982
S1 0.7959 0.7959 0.7974 0.7950
S2 0.7940 0.7940 0.7969
S3 0.7893 0.7912 0.7965
S4 0.7846 0.7865 0.7952
Weekly Pivots for week ending 09-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.8197 0.8168 0.8027
R3 0.8120 0.8091 0.8006
R2 0.8043 0.8043 0.7999
R1 0.8014 0.8014 0.7992 0.8028
PP 0.7966 0.7966 0.7966 0.7973
S1 0.7937 0.7937 0.7977 0.7951
S2 0.7889 0.7889 0.7970
S3 0.7812 0.7860 0.7963
S4 0.7735 0.7783 0.7942
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8015 0.7920 0.0095 1.2% 0.0043 0.5% 61% True False 53
10 0.8015 0.7918 0.0097 1.2% 0.0040 0.5% 62% True False 41
20 0.8084 0.7909 0.0175 2.2% 0.0043 0.5% 39% False False 35
40 0.8084 0.7850 0.0235 2.9% 0.0046 0.6% 55% False False 62
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8215
2.618 0.8138
1.618 0.8091
1.000 0.8062
0.618 0.8044
HIGH 0.8015
0.618 0.7997
0.500 0.7992
0.382 0.7986
LOW 0.7968
0.618 0.7939
1.000 0.7921
1.618 0.7892
2.618 0.7845
4.250 0.7768
Fisher Pivots for day following 15-Apr-2021
Pivot 1 day 3 day
R1 0.7992 0.7975
PP 0.7987 0.7971
S1 0.7983 0.7968

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

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