CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 21-May-2021
Day Change Summary
Previous Current
20-May-2021 21-May-2021 Change Change % Previous Week
Open 0.8289 0.8294 0.0005 0.1% 0.8278
High 0.8296 0.8312 0.0017 0.2% 0.8323
Low 0.8235 0.8268 0.0034 0.4% 0.8235
Close 0.8291 0.8289 -0.0002 0.0% 0.8289
Range 0.0061 0.0044 -0.0017 -27.9% 0.0088
ATR 0.0050 0.0050 0.0000 -0.9% 0.0000
Volume 21 113 92 438.1% 195
Daily Pivots for day following 21-May-2021
Classic Woodie Camarilla DeMark
R4 0.8422 0.8399 0.8313
R3 0.8378 0.8355 0.8301
R2 0.8334 0.8334 0.8297
R1 0.8311 0.8311 0.8293 0.8301
PP 0.8290 0.8290 0.8290 0.8284
S1 0.8267 0.8267 0.8285 0.8257
S2 0.8246 0.8246 0.8281
S3 0.8202 0.8223 0.8277
S4 0.8158 0.8179 0.8265
Weekly Pivots for week ending 21-May-2021
Classic Woodie Camarilla DeMark
R4 0.8546 0.8506 0.8337
R3 0.8458 0.8418 0.8313
R2 0.8370 0.8370 0.8305
R1 0.8330 0.8330 0.8297 0.8350
PP 0.8282 0.8282 0.8282 0.8292
S1 0.8242 0.8242 0.8281 0.8262
S2 0.8194 0.8194 0.8273
S3 0.8106 0.8154 0.8265
S4 0.8018 0.8066 0.8241
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8323 0.8235 0.0088 1.1% 0.0051 0.6% 62% False False 39
10 0.8323 0.8197 0.0126 1.5% 0.0049 0.6% 73% False False 57
20 0.8323 0.8015 0.0308 3.7% 0.0046 0.6% 89% False False 59
40 0.8323 0.7906 0.0417 5.0% 0.0045 0.5% 92% False False 51
60 0.8323 0.7850 0.0473 5.7% 0.0047 0.6% 93% False False 59
80 0.8323 0.7776 0.0547 6.6% 0.0045 0.5% 94% False False 56
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0012
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8499
2.618 0.8427
1.618 0.8383
1.000 0.8356
0.618 0.8339
HIGH 0.8312
0.618 0.8295
0.500 0.8290
0.382 0.8285
LOW 0.8268
0.618 0.8241
1.000 0.8224
1.618 0.8197
2.618 0.8153
4.250 0.8081
Fisher Pivots for day following 21-May-2021
Pivot 1 day 3 day
R1 0.8290 0.8284
PP 0.8290 0.8279
S1 0.8289 0.8273

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

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