CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 18-May-2021
Day Change Summary
Previous Current
17-May-2021 18-May-2021 Change Change % Previous Week
Open 0.8278 0.8306 0.0028 0.3% 0.8249
High 0.8291 0.8323 0.0032 0.4% 0.8301
Low 0.8241 0.8278 0.0037 0.4% 0.8197
Close 0.8291 0.8293 0.0002 0.0% 0.8256
Range 0.0050 0.0045 -0.0005 -9.1% 0.0104
ATR 0.0049 0.0049 0.0000 -0.6% 0.0000
Volume 7 24 17 242.9% 378
Daily Pivots for day following 18-May-2021
Classic Woodie Camarilla DeMark
R4 0.8433 0.8408 0.8317
R3 0.8388 0.8363 0.8305
R2 0.8343 0.8343 0.8301
R1 0.8318 0.8318 0.8297 0.8308
PP 0.8298 0.8298 0.8298 0.8293
S1 0.8273 0.8273 0.8288 0.8263
S2 0.8253 0.8253 0.8284
S3 0.8208 0.8228 0.8280
S4 0.8163 0.8183 0.8268
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 0.8323 0.8197 0.0126 1.5% 0.0053 0.6% 76% True False 46
10 0.8323 0.8132 0.0191 2.3% 0.0049 0.6% 84% True False 74
20 0.8323 0.7906 0.0417 5.0% 0.0047 0.6% 93% True False 58
40 0.8323 0.7906 0.0417 5.0% 0.0044 0.5% 93% True False 49
60 0.8323 0.7850 0.0473 5.7% 0.0047 0.6% 94% True False 60
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0011
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8514
2.618 0.8440
1.618 0.8395
1.000 0.8368
0.618 0.8350
HIGH 0.8323
0.618 0.8305
0.500 0.8300
0.382 0.8295
LOW 0.8278
0.618 0.8250
1.000 0.8233
1.618 0.8205
2.618 0.8160
4.250 0.8086
Fisher Pivots for day following 18-May-2021
Pivot 1 day 3 day
R1 0.8300 0.8284
PP 0.8298 0.8276
S1 0.8295 0.8267

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

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