CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 16-Apr-2021
Day Change Summary
Previous Current
15-Apr-2021 16-Apr-2021 Change Change % Previous Week
Open 0.8007 0.8000 -0.0007 -0.1% 0.7965
High 0.8015 0.8004 -0.0012 -0.1% 0.8015
Low 0.7968 0.7966 -0.0002 0.0% 0.7920
Close 0.7978 0.8002 0.0024 0.3% 0.8002
Range 0.0047 0.0038 -0.0010 -20.2% 0.0095
ATR 0.0045 0.0045 -0.0001 -1.2% 0.0000
Volume 42 25 -17 -40.5% 268
Daily Pivots for day following 16-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.8103 0.8090 0.8023
R3 0.8066 0.8053 0.8012
R2 0.8028 0.8028 0.8009
R1 0.8015 0.8015 0.8005 0.8022
PP 0.7991 0.7991 0.7991 0.7994
S1 0.7978 0.7978 0.7999 0.7984
S2 0.7953 0.7953 0.7995
S3 0.7916 0.7940 0.7992
S4 0.7878 0.7903 0.7981
Weekly Pivots for week ending 16-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.8264 0.8228 0.8054
R3 0.8169 0.8133 0.8028
R2 0.8074 0.8074 0.8019
R1 0.8038 0.8038 0.8011 0.8056
PP 0.7979 0.7979 0.7979 0.7988
S1 0.7943 0.7943 0.7993 0.7961
S2 0.7884 0.7884 0.7985
S3 0.7789 0.7848 0.7976
S4 0.7694 0.7753 0.7950
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% 0.0041 0.5% 86% False False 53
10 0.8015 0.7918 0.0097 1.2% 0.0040 0.5% 87% False False 37
20 0.8021 0.7909 0.0112 1.4% 0.0040 0.5% 83% False False 32
40 0.8084 0.7850 0.0235 2.9% 0.0046 0.6% 65% False False 62
Crabel Price Patterns
NR True
NR4 True
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 False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8163
2.618 0.8102
1.618 0.8064
1.000 0.8041
0.618 0.8027
HIGH 0.8004
0.618 0.7989
0.500 0.7985
0.382 0.7980
LOW 0.7966
0.618 0.7943
1.000 0.7929
1.618 0.7905
2.618 0.7868
4.250 0.7807
Fisher Pivots for day following 16-Apr-2021
Pivot 1 day 3 day
R1 0.7996 0.7997
PP 0.7991 0.7991
S1 0.7985 0.7986

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

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