CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 17-May-2021
Day Change Summary
Previous Current
14-May-2021 17-May-2021 Change Change % Previous Week
Open 0.8219 0.8278 0.0059 0.7% 0.8249
High 0.8275 0.8291 0.0016 0.2% 0.8301
Low 0.8212 0.8241 0.0029 0.4% 0.8197
Close 0.8256 0.8291 0.0035 0.4% 0.8256
Range 0.0063 0.0050 -0.0014 -21.4% 0.0104
ATR 0.0049 0.0049 0.0000 0.1% 0.0000
Volume 24 7 -17 -70.8% 378
Daily Pivots for day following 17-May-2021
Classic Woodie Camarilla DeMark
R4 0.8423 0.8406 0.8318
R3 0.8373 0.8357 0.8304
R2 0.8324 0.8324 0.8300
R1 0.8307 0.8307 0.8295 0.8315
PP 0.8274 0.8274 0.8274 0.8278
S1 0.8258 0.8258 0.8286 0.8266
S2 0.8225 0.8225 0.8281
S3 0.8175 0.8208 0.8277
S4 0.8126 0.8159 0.8263
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 1.2% 0.0050 0.6% 90% False False 56
10 0.8301 0.8098 0.0203 2.4% 0.0049 0.6% 95% False False 84
20 0.8301 0.7906 0.0395 4.8% 0.0049 0.6% 97% False False 64
40 0.8301 0.7906 0.0395 4.8% 0.0044 0.5% 97% False False 48
60 0.8301 0.7850 0.0451 5.4% 0.0047 0.6% 98% False False 62
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8501
2.618 0.8420
1.618 0.8371
1.000 0.8340
0.618 0.8321
HIGH 0.8291
0.618 0.8272
0.500 0.8266
0.382 0.8260
LOW 0.8241
0.618 0.8210
1.000 0.8192
1.618 0.8161
2.618 0.8111
4.250 0.8031
Fisher Pivots for day following 17-May-2021
Pivot 1 day 3 day
R1 0.8282 0.8275
PP 0.8274 0.8259
S1 0.8266 0.8244

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

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