CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 20-May-2021
Day Change Summary
Previous Current
19-May-2021 20-May-2021 Change Change % Previous Week
Open 0.8283 0.8289 0.0006 0.1% 0.8249
High 0.8293 0.8296 0.0003 0.0% 0.8301
Low 0.8237 0.8235 -0.0003 0.0% 0.8197
Close 0.8241 0.8291 0.0051 0.6% 0.8256
Range 0.0056 0.0061 0.0005 8.9% 0.0104
ATR 0.0049 0.0050 0.0001 1.7% 0.0000
Volume 30 21 -9 -30.0% 378
Daily Pivots for day following 20-May-2021
Classic Woodie Camarilla DeMark
R4 0.8457 0.8435 0.8325
R3 0.8396 0.8374 0.8308
R2 0.8335 0.8335 0.8302
R1 0.8313 0.8313 0.8297 0.8324
PP 0.8274 0.8274 0.8274 0.8279
S1 0.8252 0.8252 0.8285 0.8263
S2 0.8213 0.8213 0.8280
S3 0.8152 0.8191 0.8274
S4 0.8091 0.8130 0.8257
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 0.8212 0.0111 1.3% 0.0055 0.7% 71% False False 21
10 0.8323 0.8197 0.0126 1.5% 0.0049 0.6% 75% False False 52
20 0.8323 0.7998 0.0325 3.9% 0.0045 0.5% 90% False False 55
40 0.8323 0.7906 0.0417 5.0% 0.0045 0.5% 92% False False 48
60 0.8323 0.7850 0.0473 5.7% 0.0047 0.6% 93% False False 58
80 0.8323 0.7776 0.0547 6.6% 0.0045 0.5% 94% False False 55
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8555
2.618 0.8455
1.618 0.8394
1.000 0.8357
0.618 0.8333
HIGH 0.8296
0.618 0.8272
0.500 0.8265
0.382 0.8258
LOW 0.8235
0.618 0.8197
1.000 0.8174
1.618 0.8136
2.618 0.8075
4.250 0.7975
Fisher Pivots for day following 20-May-2021
Pivot 1 day 3 day
R1 0.8282 0.8287
PP 0.8274 0.8283
S1 0.8265 0.8279

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

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