CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 28-Apr-2021
Day Change Summary
Previous Current
27-Apr-2021 28-Apr-2021 Change Change % Previous Week
Open 0.8060 0.8071 0.0011 0.1% 0.8000
High 0.8069 0.8122 0.0054 0.7% 0.8021
Low 0.8056 0.8058 0.0002 0.0% 0.7906
Close 0.8063 0.8122 0.0059 0.7% 0.8018
Range 0.0013 0.0065 0.0052 416.0% 0.0115
ATR 0.0047 0.0049 0.0001 2.6% 0.0000
Volume 19 36 17 89.5% 304
Daily Pivots for day following 28-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.8294 0.8272 0.8157
R3 0.8229 0.8208 0.8139
R2 0.8165 0.8165 0.8133
R1 0.8143 0.8143 0.8127 0.8154
PP 0.8100 0.8100 0.8100 0.8106
S1 0.8079 0.8079 0.8116 0.8090
S2 0.8036 0.8036 0.8110
S3 0.7971 0.8014 0.8104
S4 0.7907 0.7950 0.8086
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 0.8122 0.7983 0.0140 1.7% 0.0039 0.5% 100% True False 28
10 0.8122 0.7906 0.0216 2.7% 0.0053 0.6% 100% True False 45
20 0.8122 0.7906 0.0216 2.7% 0.0047 0.6% 100% True False 44
40 0.8122 0.7858 0.0265 3.3% 0.0046 0.6% 100% True False 54
60 0.8122 0.7778 0.0344 4.2% 0.0044 0.5% 100% True False 54
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8396
2.618 0.8291
1.618 0.8226
1.000 0.8187
0.618 0.8162
HIGH 0.8122
0.618 0.8097
0.500 0.8090
0.382 0.8082
LOW 0.8058
0.618 0.8018
1.000 0.7993
1.618 0.7953
2.618 0.7889
4.250 0.7783
Fisher Pivots for day following 28-Apr-2021
Pivot 1 day 3 day
R1 0.8111 0.8104
PP 0.8100 0.8086
S1 0.8090 0.8068

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

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