CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 06-May-2021
Day Change Summary
Previous Current
05-May-2021 06-May-2021 Change Change % Previous Week
Open 0.8132 0.8148 0.0017 0.2% 0.8020
High 0.8163 0.8231 0.0068 0.8% 0.8151
Low 0.8132 0.8140 0.0008 0.1% 0.8015
Close 0.8144 0.8210 0.0066 0.8% 0.8145
Range 0.0031 0.0091 0.0060 193.5% 0.0136
ATR 0.0045 0.0048 0.0003 7.4% 0.0000
Volume 160 110 -50 -31.3% 146
Daily Pivots for day following 06-May-2021
Classic Woodie Camarilla DeMark
R4 0.8466 0.8429 0.8260
R3 0.8375 0.8338 0.8235
R2 0.8284 0.8284 0.8226
R1 0.8247 0.8247 0.8218 0.8266
PP 0.8193 0.8193 0.8193 0.8203
S1 0.8156 0.8156 0.8201 0.8175
S2 0.8102 0.8102 0.8193
S3 0.8011 0.8065 0.8184
S4 0.7920 0.7974 0.8159
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 0.8231 0.8098 0.0133 1.6% 0.0046 0.6% 84% True False 85
10 0.8231 0.7998 0.0233 2.8% 0.0041 0.5% 91% True False 57
20 0.8231 0.7906 0.0325 4.0% 0.0047 0.6% 94% True False 57
40 0.8231 0.7906 0.0325 4.0% 0.0045 0.6% 94% True False 46
60 0.8231 0.7842 0.0389 4.7% 0.0045 0.6% 95% True False 60
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.8617
2.618 0.8469
1.618 0.8378
1.000 0.8322
0.618 0.8287
HIGH 0.8231
0.618 0.8196
0.500 0.8185
0.382 0.8174
LOW 0.8140
0.618 0.8083
1.000 0.8049
1.618 0.7992
2.618 0.7901
4.250 0.7753
Fisher Pivots for day following 06-May-2021
Pivot 1 day 3 day
R1 0.8201 0.8194
PP 0.8193 0.8179
S1 0.8185 0.8164

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

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