CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 03-May-2021
Day Change Summary
Previous Current
30-Apr-2021 03-May-2021 Change Change % Previous Week
Open 0.8136 0.8145 0.0009 0.1% 0.8020
High 0.8151 0.8154 0.0004 0.0% 0.8151
Low 0.8120 0.8121 0.0001 0.0% 0.8015
Close 0.8145 0.8149 0.0004 0.0% 0.8145
Range 0.0031 0.0033 0.0003 8.2% 0.0136
ATR 0.0046 0.0045 -0.0001 -2.0% 0.0000
Volume 23 18 -5 -21.7% 146
Daily Pivots for day following 03-May-2021
Classic Woodie Camarilla DeMark
R4 0.8240 0.8228 0.8167
R3 0.8207 0.8195 0.8158
R2 0.8174 0.8174 0.8155
R1 0.8162 0.8162 0.8152 0.8168
PP 0.8141 0.8141 0.8141 0.8145
S1 0.8129 0.8129 0.8146 0.8135
S2 0.8108 0.8108 0.8143
S3 0.8075 0.8096 0.8140
S4 0.8042 0.8063 0.8131
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 0.8154 0.8056 0.0098 1.2% 0.0033 0.4% 95% True False 27
10 0.8154 0.7906 0.0248 3.0% 0.0049 0.6% 98% True False 44
20 0.8154 0.7906 0.0248 3.0% 0.0044 0.5% 98% True False 39
40 0.8154 0.7874 0.0280 3.4% 0.0044 0.5% 98% True False 50
60 0.8154 0.7815 0.0339 4.2% 0.0044 0.5% 99% 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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8294
2.618 0.8240
1.618 0.8207
1.000 0.8187
0.618 0.8174
HIGH 0.8154
0.618 0.8141
0.500 0.8138
0.382 0.8134
LOW 0.8121
0.618 0.8101
1.000 0.8088
1.618 0.8068
2.618 0.8035
4.250 0.7981
Fisher Pivots for day following 03-May-2021
Pivot 1 day 3 day
R1 0.8145 0.8145
PP 0.8141 0.8141
S1 0.8138 0.8137

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

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