CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 29-Apr-2021
Day Change Summary
Previous Current
28-Apr-2021 29-Apr-2021 Change Change % Previous Week
Open 0.8071 0.8129 0.0059 0.7% 0.8000
High 0.8122 0.8145 0.0023 0.3% 0.8021
Low 0.8058 0.8120 0.0062 0.8% 0.7906
Close 0.8122 0.8145 0.0023 0.3% 0.8018
Range 0.0065 0.0025 -0.0040 -61.2% 0.0115
ATR 0.0049 0.0047 -0.0002 -3.5% 0.0000
Volume 36 39 3 8.3% 304
Daily Pivots for day following 29-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.8211 0.8203 0.8158
R3 0.8186 0.8178 0.8151
R2 0.8161 0.8161 0.8149
R1 0.8153 0.8153 0.8147 0.8157
PP 0.8136 0.8136 0.8136 0.8138
S1 0.8128 0.8128 0.8142 0.8132
S2 0.8111 0.8111 0.8140
S3 0.8086 0.8103 0.8138
S4 0.8061 0.8078 0.8131
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 0.8145 0.7998 0.0147 1.8% 0.0037 0.5% 100% True False 29
10 0.8145 0.7906 0.0239 2.9% 0.0050 0.6% 100% True False 45
20 0.8145 0.7906 0.0239 2.9% 0.0045 0.6% 100% True False 43
40 0.8145 0.7858 0.0287 3.5% 0.0045 0.6% 100% True False 53
60 0.8145 0.7791 0.0354 4.3% 0.0043 0.5% 100% True False 55
Crabel Price Patterns
NR True
NR4 False
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8251
2.618 0.8210
1.618 0.8185
1.000 0.8170
0.618 0.8160
HIGH 0.8145
0.618 0.8135
0.500 0.8132
0.382 0.8129
LOW 0.8120
0.618 0.8104
1.000 0.8095
1.618 0.8079
2.618 0.8054
4.250 0.8013
Fisher Pivots for day following 29-Apr-2021
Pivot 1 day 3 day
R1 0.8140 0.8130
PP 0.8136 0.8115
S1 0.8132 0.8100

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

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