CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 26-Apr-2021
Day Change Summary
Previous Current
23-Apr-2021 26-Apr-2021 Change Change % Previous Week
Open 0.8010 0.8020 0.0010 0.1% 0.8000
High 0.8021 0.8074 0.0054 0.7% 0.8021
Low 0.7998 0.8015 0.0017 0.2% 0.7906
Close 0.8018 0.8067 0.0049 0.6% 0.8018
Range 0.0023 0.0060 0.0037 158.7% 0.0115
ATR 0.0049 0.0050 0.0001 1.5% 0.0000
Volume 22 29 7 31.8% 304
Daily Pivots for day following 26-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.8230 0.8208 0.8100
R3 0.8171 0.8149 0.8083
R2 0.8111 0.8111 0.8078
R1 0.8089 0.8089 0.8072 0.8100
PP 0.8052 0.8052 0.8052 0.8057
S1 0.8030 0.8030 0.8062 0.8041
S2 0.7992 0.7992 0.8056
S3 0.7933 0.7970 0.8051
S4 0.7873 0.7911 0.8034
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 0.8074 0.7906 0.0168 2.1% 0.0064 0.8% 96% True False 62
10 0.8074 0.7906 0.0168 2.1% 0.0055 0.7% 96% True False 59
20 0.8074 0.7906 0.0168 2.1% 0.0046 0.6% 96% True False 44
40 0.8084 0.7854 0.0231 2.9% 0.0046 0.6% 93% False False 56
60 0.8084 0.7778 0.0306 3.8% 0.0045 0.6% 94% False False 55
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 0.0016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8327
2.618 0.8230
1.618 0.8170
1.000 0.8134
0.618 0.8111
HIGH 0.8074
0.618 0.8051
0.500 0.8044
0.382 0.8037
LOW 0.8015
0.618 0.7978
1.000 0.7955
1.618 0.7918
2.618 0.7859
4.250 0.7762
Fisher Pivots for day following 26-Apr-2021
Pivot 1 day 3 day
R1 0.8059 0.8054
PP 0.8052 0.8041
S1 0.8044 0.8028

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

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