CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 04-May-2021
Day Change Summary
Previous Current
03-May-2021 04-May-2021 Change Change % Previous Week
Open 0.8145 0.8137 -0.0009 -0.1% 0.8020
High 0.8154 0.8141 -0.0014 -0.2% 0.8151
Low 0.8121 0.8098 -0.0024 -0.3% 0.8015
Close 0.8149 0.8127 -0.0022 -0.3% 0.8145
Range 0.0033 0.0043 0.0010 30.3% 0.0136
ATR 0.0045 0.0045 0.0000 1.1% 0.0000
Volume 18 118 100 555.6% 146
Daily Pivots for day following 04-May-2021
Classic Woodie Camarilla DeMark
R4 0.8251 0.8232 0.8151
R3 0.8208 0.8189 0.8139
R2 0.8165 0.8165 0.8135
R1 0.8146 0.8146 0.8131 0.8134
PP 0.8122 0.8122 0.8122 0.8116
S1 0.8103 0.8103 0.8123 0.8091
S2 0.8079 0.8079 0.8119
S3 0.8036 0.8060 0.8115
S4 0.7993 0.8017 0.8103
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 0.8058 0.0097 1.2% 0.0039 0.5% 72% False False 46
10 0.8154 0.7906 0.0248 3.1% 0.0044 0.5% 89% False False 42
20 0.8154 0.7906 0.0248 3.1% 0.0044 0.5% 89% False False 44
40 0.8154 0.7886 0.0268 3.3% 0.0044 0.5% 90% False False 51
60 0.8154 0.7829 0.0326 4.0% 0.0044 0.5% 92% False False 57
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0011
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8323
2.618 0.8253
1.618 0.8210
1.000 0.8184
0.618 0.8167
HIGH 0.8141
0.618 0.8124
0.500 0.8119
0.382 0.8114
LOW 0.8098
0.618 0.8071
1.000 0.8055
1.618 0.8028
2.618 0.7985
4.250 0.7915
Fisher Pivots for day following 04-May-2021
Pivot 1 day 3 day
R1 0.8124 0.8127
PP 0.8122 0.8126
S1 0.8119 0.8126

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

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