CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 23-Apr-2021
Day Change Summary
Previous Current
22-Apr-2021 23-Apr-2021 Change Change % Previous Week
Open 0.7995 0.8010 0.0016 0.2% 0.8000
High 0.8017 0.8021 0.0004 0.0% 0.8021
Low 0.7983 0.7998 0.0015 0.2% 0.7906
Close 0.8005 0.8018 0.0014 0.2% 0.8018
Range 0.0035 0.0023 -0.0012 -33.3% 0.0115
ATR 0.0051 0.0049 -0.0002 -3.9% 0.0000
Volume 36 22 -14 -38.9% 304
Daily Pivots for day following 23-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.8081 0.8073 0.8031
R3 0.8058 0.8050 0.8024
R2 0.8035 0.8035 0.8022
R1 0.8027 0.8027 0.8020 0.8031
PP 0.8012 0.8012 0.8012 0.8014
S1 0.8004 0.8004 0.8016 0.8008
S2 0.7989 0.7989 0.8014
S3 0.7966 0.7981 0.8012
S4 0.7943 0.7958 0.8005
Weekly Pivots for week ending 23-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.8327 0.8287 0.8081
R3 0.8212 0.8172 0.8050
R2 0.8097 0.8097 0.8039
R1 0.8057 0.8057 0.8029 0.8077
PP 0.7982 0.7982 0.7982 0.7992
S1 0.7942 0.7942 0.8007 0.7962
S2 0.7867 0.7867 0.7997
S3 0.7752 0.7827 0.7986
S4 0.7637 0.7712 0.7955
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8021 0.7906 0.0115 1.4% 0.0061 0.8% 97% False False 60
10 0.8021 0.7906 0.0115 1.4% 0.0051 0.6% 97% False False 57
20 0.8021 0.7906 0.0115 1.4% 0.0044 0.6% 97% False False 43
40 0.8084 0.7850 0.0235 2.9% 0.0047 0.6% 72% False False 60
60 0.8084 0.7776 0.0309 3.8% 0.0044 0.6% 79% False False 56
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.8118
2.618 0.8081
1.618 0.8058
1.000 0.8044
0.618 0.8035
HIGH 0.8021
0.618 0.8012
0.500 0.8009
0.382 0.8006
LOW 0.7998
0.618 0.7983
1.000 0.7975
1.618 0.7960
2.618 0.7937
4.250 0.7900
Fisher Pivots for day following 23-Apr-2021
Pivot 1 day 3 day
R1 0.8015 0.8000
PP 0.8012 0.7982
S1 0.8009 0.7964

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

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