CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 30-Apr-2021
Day Change Summary
Previous Current
29-Apr-2021 30-Apr-2021 Change Change % Previous Week
Open 0.8129 0.8136 0.0007 0.1% 0.8020
High 0.8145 0.8151 0.0006 0.1% 0.8151
Low 0.8120 0.8120 0.0001 0.0% 0.8015
Close 0.8145 0.8145 0.0001 0.0% 0.8145
Range 0.0025 0.0031 0.0006 22.0% 0.0136
ATR 0.0047 0.0046 -0.0001 -2.5% 0.0000
Volume 39 23 -16 -41.0% 146
Daily Pivots for day following 30-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.8230 0.8218 0.8162
R3 0.8200 0.8188 0.8153
R2 0.8169 0.8169 0.8151
R1 0.8157 0.8157 0.8148 0.8163
PP 0.8139 0.8139 0.8139 0.8142
S1 0.8127 0.8127 0.8142 0.8133
S2 0.8108 0.8108 0.8139
S3 0.8078 0.8096 0.8137
S4 0.8047 0.8066 0.8128
Weekly Pivots for week ending 30-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.8511 0.8464 0.8220
R3 0.8375 0.8328 0.8182
R2 0.8239 0.8239 0.8170
R1 0.8192 0.8192 0.8157 0.8216
PP 0.8103 0.8103 0.8103 0.8115
S1 0.8056 0.8056 0.8133 0.8080
S2 0.7967 0.7967 0.8120
S3 0.7831 0.7920 0.8108
S4 0.7695 0.7784 0.8070
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8151 0.8015 0.0136 1.7% 0.0038 0.5% 96% True False 29
10 0.8151 0.7906 0.0245 3.0% 0.0050 0.6% 98% True False 45
20 0.8151 0.7906 0.0245 3.0% 0.0045 0.6% 98% True False 41
40 0.8151 0.7858 0.0293 3.6% 0.0045 0.5% 98% True False 52
60 0.8151 0.7791 0.0360 4.4% 0.0044 0.5% 98% True 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8280
2.618 0.8230
1.618 0.8200
1.000 0.8181
0.618 0.8169
HIGH 0.8151
0.618 0.8139
0.500 0.8135
0.382 0.8132
LOW 0.8120
0.618 0.8101
1.000 0.8090
1.618 0.8071
2.618 0.8040
4.250 0.7990
Fisher Pivots for day following 30-Apr-2021
Pivot 1 day 3 day
R1 0.8142 0.8131
PP 0.8139 0.8118
S1 0.8135 0.8104

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

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