CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 28-May-2021
Day Change Summary
Previous Current
27-May-2021 28-May-2021 Change Change % Previous Week
Open 0.8270 0.8252 -0.0018 -0.2% 0.8283
High 0.8291 0.8286 -0.0006 -0.1% 0.8311
Low 0.8236 0.8249 0.0013 0.2% 0.8236
Close 0.8286 0.8272 -0.0014 -0.2% 0.8272
Range 0.0055 0.0037 -0.0019 -33.6% 0.0075
ATR 0.0048 0.0047 -0.0001 -1.7% 0.0000
Volume 82 672 590 719.5% 848
Daily Pivots for day following 28-May-2021
Classic Woodie Camarilla DeMark
R4 0.8378 0.8362 0.8292
R3 0.8342 0.8325 0.8282
R2 0.8305 0.8305 0.8279
R1 0.8289 0.8289 0.8275 0.8297
PP 0.8269 0.8269 0.8269 0.8273
S1 0.8252 0.8252 0.8269 0.8261
S2 0.8232 0.8232 0.8265
S3 0.8196 0.8216 0.8262
S4 0.8159 0.8179 0.8252
Weekly Pivots for week ending 28-May-2021
Classic Woodie Camarilla DeMark
R4 0.8496 0.8459 0.8313
R3 0.8422 0.8384 0.8292
R2 0.8347 0.8347 0.8286
R1 0.8310 0.8310 0.8279 0.8291
PP 0.8273 0.8273 0.8273 0.8264
S1 0.8235 0.8235 0.8265 0.8217
S2 0.8198 0.8198 0.8258
S3 0.8124 0.8161 0.8252
S4 0.8049 0.8086 0.8231
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8311 0.8236 0.0075 0.9% 0.0041 0.5% 48% False False 169
10 0.8323 0.8235 0.0088 1.1% 0.0046 0.6% 43% False False 104
20 0.8323 0.8098 0.0225 2.7% 0.0047 0.6% 78% False False 94
40 0.8323 0.7906 0.0417 5.0% 0.0046 0.6% 88% False False 67
60 0.8323 0.7858 0.0465 5.6% 0.0045 0.5% 89% False False 66
80 0.8323 0.7791 0.0532 6.4% 0.0044 0.5% 91% False False 65
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8441
2.618 0.8381
1.618 0.8345
1.000 0.8322
0.618 0.8308
HIGH 0.8286
0.618 0.8272
0.500 0.8267
0.382 0.8263
LOW 0.8249
0.618 0.8226
1.000 0.8213
1.618 0.8190
2.618 0.8153
4.250 0.8094
Fisher Pivots for day following 28-May-2021
Pivot 1 day 3 day
R1 0.8270 0.8271
PP 0.8269 0.8270
S1 0.8267 0.8269

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

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