CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 14-May-2021
Day Change Summary
Previous Current
13-May-2021 14-May-2021 Change Change % Previous Week
Open 0.8232 0.8219 -0.0013 -0.2% 0.8249
High 0.8247 0.8275 0.0028 0.3% 0.8301
Low 0.8197 0.8212 0.0015 0.2% 0.8197
Close 0.8219 0.8256 0.0037 0.4% 0.8256
Range 0.0050 0.0063 0.0013 26.0% 0.0104
ATR 0.0048 0.0049 0.0001 2.3% 0.0000
Volume 88 24 -64 -72.7% 378
Daily Pivots for day following 14-May-2021
Classic Woodie Camarilla DeMark
R4 0.8437 0.8409 0.8290
R3 0.8374 0.8346 0.8273
R2 0.8311 0.8311 0.8267
R1 0.8283 0.8283 0.8261 0.8297
PP 0.8248 0.8248 0.8248 0.8254
S1 0.8220 0.8220 0.8250 0.8234
S2 0.8185 0.8185 0.8244
S3 0.8122 0.8157 0.8238
S4 0.8059 0.8094 0.8221
Weekly Pivots for week ending 14-May-2021
Classic Woodie Camarilla DeMark
R4 0.8562 0.8512 0.8312
R3 0.8458 0.8409 0.8284
R2 0.8355 0.8355 0.8274
R1 0.8305 0.8305 0.8265 0.8330
PP 0.8251 0.8251 0.8251 0.8263
S1 0.8202 0.8202 0.8246 0.8226
S2 0.8148 0.8148 0.8237
S3 0.8044 0.8098 0.8227
S4 0.7941 0.7995 0.8199
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% 0.0047 0.6% 57% False False 75
10 0.8301 0.8098 0.0203 2.5% 0.0047 0.6% 78% False False 85
20 0.8301 0.7906 0.0395 4.8% 0.0048 0.6% 89% False False 65
40 0.8301 0.7906 0.0395 4.8% 0.0044 0.5% 89% False False 48
60 0.8301 0.7850 0.0451 5.5% 0.0047 0.6% 90% False False 63
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8543
2.618 0.8440
1.618 0.8377
1.000 0.8338
0.618 0.8314
HIGH 0.8275
0.618 0.8251
0.500 0.8244
0.382 0.8236
LOW 0.8212
0.618 0.8173
1.000 0.8149
1.618 0.8110
2.618 0.8047
4.250 0.7944
Fisher Pivots for day following 14-May-2021
Pivot 1 day 3 day
R1 0.8252 0.8253
PP 0.8248 0.8251
S1 0.8244 0.8249

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

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