CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 26-May-2021
Day Change Summary
Previous Current
25-May-2021 26-May-2021 Change Change % Previous Week
Open 0.8299 0.8291 -0.0008 -0.1% 0.8278
High 0.8311 0.8301 -0.0010 -0.1% 0.8323
Low 0.8279 0.8248 -0.0031 -0.4% 0.8235
Close 0.8291 0.8253 -0.0038 -0.5% 0.8289
Range 0.0032 0.0053 0.0021 65.6% 0.0088
ATR 0.0047 0.0047 0.0000 1.0% 0.0000
Volume 58 17 -41 -70.7% 195
Daily Pivots for day following 26-May-2021
Classic Woodie Camarilla DeMark
R4 0.8426 0.8393 0.8282
R3 0.8373 0.8340 0.8268
R2 0.8320 0.8320 0.8263
R1 0.8287 0.8287 0.8258 0.8277
PP 0.8267 0.8267 0.8267 0.8263
S1 0.8234 0.8234 0.8248 0.8224
S2 0.8214 0.8214 0.8243
S3 0.8161 0.8181 0.8238
S4 0.8108 0.8128 0.8224
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 0.8312 0.8235 0.0078 0.9% 0.0043 0.5% 24% False False 45
10 0.8323 0.8197 0.0126 1.5% 0.0048 0.6% 45% False False 40
20 0.8323 0.8098 0.0225 2.7% 0.0045 0.5% 69% False False 60
40 0.8323 0.7906 0.0417 5.0% 0.0046 0.6% 83% False False 52
60 0.8323 0.7858 0.0465 5.6% 0.0045 0.5% 85% False False 56
80 0.8323 0.7778 0.0545 6.6% 0.0044 0.5% 87% False False 56
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8526
2.618 0.8440
1.618 0.8387
1.000 0.8354
0.618 0.8334
HIGH 0.8301
0.618 0.8281
0.500 0.8275
0.382 0.8268
LOW 0.8248
0.618 0.8215
1.000 0.8195
1.618 0.8162
2.618 0.8109
4.250 0.8023
Fisher Pivots for day following 26-May-2021
Pivot 1 day 3 day
R1 0.8275 0.8279
PP 0.8267 0.8271
S1 0.8260 0.8262

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

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