CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 13-May-2021
Day Change Summary
Previous Current
12-May-2021 13-May-2021 Change Change % Previous Week
Open 0.8284 0.8232 -0.0052 -0.6% 0.8145
High 0.8301 0.8247 -0.0054 -0.6% 0.8247
Low 0.8244 0.8197 -0.0047 -0.6% 0.8098
Close 0.8261 0.8219 -0.0042 -0.5% 0.8238
Range 0.0057 0.0050 -0.0007 -12.3% 0.0150
ATR 0.0047 0.0048 0.0001 2.7% 0.0000
Volume 89 88 -1 -1.1% 473
Daily Pivots for day following 13-May-2021
Classic Woodie Camarilla DeMark
R4 0.8371 0.8345 0.8247
R3 0.8321 0.8295 0.8233
R2 0.8271 0.8271 0.8228
R1 0.8245 0.8245 0.8224 0.8233
PP 0.8221 0.8221 0.8221 0.8215
S1 0.8195 0.8195 0.8214 0.8183
S2 0.8171 0.8171 0.8210
S3 0.8121 0.8145 0.8205
S4 0.8071 0.8095 0.8192
Weekly Pivots for week ending 07-May-2021
Classic Woodie Camarilla DeMark
R4 0.8643 0.8590 0.8320
R3 0.8493 0.8440 0.8279
R2 0.8344 0.8344 0.8265
R1 0.8291 0.8291 0.8252 0.8317
PP 0.8194 0.8194 0.8194 0.8207
S1 0.8141 0.8141 0.8224 0.8168
S2 0.8045 0.8045 0.8211
S3 0.7895 0.7992 0.8197
S4 0.7746 0.7842 0.8156
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8301 0.8197 0.0104 1.3% 0.0042 0.5% 21% False True 84
10 0.8301 0.8098 0.0203 2.5% 0.0044 0.5% 60% False False 85
20 0.8301 0.7906 0.0395 4.8% 0.0047 0.6% 79% False False 65
40 0.8301 0.7906 0.0395 4.8% 0.0045 0.5% 79% False False 50
60 0.8301 0.7850 0.0451 5.5% 0.0046 0.6% 82% False False 63
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8460
2.618 0.8378
1.618 0.8328
1.000 0.8297
0.618 0.8278
HIGH 0.8247
0.618 0.8228
0.500 0.8222
0.382 0.8216
LOW 0.8197
0.618 0.8166
1.000 0.8147
1.618 0.8116
2.618 0.8066
4.250 0.7985
Fisher Pivots for day following 13-May-2021
Pivot 1 day 3 day
R1 0.8222 0.8249
PP 0.8221 0.8239
S1 0.8220 0.8229

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

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