CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 24-May-2021
Day Change Summary
Previous Current
21-May-2021 24-May-2021 Change Change % Previous Week
Open 0.8294 0.8283 -0.0011 -0.1% 0.8278
High 0.8312 0.8301 -0.0011 -0.1% 0.8323
Low 0.8268 0.8275 0.0007 0.1% 0.8235
Close 0.8289 0.8300 0.0011 0.1% 0.8289
Range 0.0044 0.0026 -0.0018 -40.9% 0.0088
ATR 0.0050 0.0048 -0.0002 -3.4% 0.0000
Volume 113 19 -94 -83.2% 195
Daily Pivots for day following 24-May-2021
Classic Woodie Camarilla DeMark
R4 0.8370 0.8361 0.8314
R3 0.8344 0.8335 0.8307
R2 0.8318 0.8318 0.8304
R1 0.8309 0.8309 0.8302 0.8313
PP 0.8292 0.8292 0.8292 0.8294
S1 0.8283 0.8283 0.8297 0.8287
S2 0.8266 0.8266 0.8295
S3 0.8240 0.8257 0.8292
S4 0.8214 0.8231 0.8285
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% 0.0046 0.6% 74% False False 41
10 0.8323 0.8197 0.0126 1.5% 0.0048 0.6% 82% False False 48
20 0.8323 0.8056 0.0267 3.2% 0.0044 0.5% 91% False False 59
40 0.8323 0.7906 0.0417 5.0% 0.0045 0.5% 94% False False 51
60 0.8323 0.7854 0.0469 5.7% 0.0046 0.5% 95% False False 57
80 0.8323 0.7778 0.0545 6.6% 0.0045 0.5% 96% False False 56
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 0.8412
2.618 0.8369
1.618 0.8343
1.000 0.8327
0.618 0.8317
HIGH 0.8301
0.618 0.8291
0.500 0.8288
0.382 0.8285
LOW 0.8275
0.618 0.8259
1.000 0.8249
1.618 0.8233
2.618 0.8207
4.250 0.8165
Fisher Pivots for day following 24-May-2021
Pivot 1 day 3 day
R1 0.8296 0.8291
PP 0.8292 0.8282
S1 0.8288 0.8273

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

View Archives - Comment on this page... - Back to Index of Symbols