CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 12-Mar-2021
Day Change Summary
Previous Current
11-Mar-2021 12-Mar-2021 Change Change % Previous Week
Open 0.7953 0.7990 0.0038 0.5% 0.7905
High 0.7980 0.8021 0.0042 0.5% 0.8021
Low 0.7934 0.7960 0.0027 0.3% 0.7874
Close 0.7975 0.8020 0.0046 0.6% 0.8020
Range 0.0046 0.0061 0.0015 32.6% 0.0147
ATR 0.0048 0.0049 0.0001 1.9% 0.0000
Volume 131 115 -16 -12.2% 801
Daily Pivots for day following 12-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8183 0.8163 0.8054
R3 0.8122 0.8102 0.8037
R2 0.8061 0.8061 0.8031
R1 0.8041 0.8041 0.8026 0.8051
PP 0.8000 0.8000 0.8000 0.8006
S1 0.7980 0.7980 0.8014 0.7990
S2 0.7939 0.7939 0.8009
S3 0.7878 0.7919 0.8003
S4 0.7817 0.7858 0.7986
Weekly Pivots for week ending 12-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8413 0.8363 0.8101
R3 0.8266 0.8216 0.8060
R2 0.8119 0.8119 0.8047
R1 0.8069 0.8069 0.8033 0.8094
PP 0.7972 0.7972 0.7972 0.7984
S1 0.7922 0.7922 0.8007 0.7947
S2 0.7825 0.7825 0.7993
S3 0.7678 0.7775 0.7980
S4 0.7531 0.7628 0.7939
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8021 0.7874 0.0147 1.8% 0.0047 0.6% 99% True False 160
10 0.8021 0.7854 0.0168 2.1% 0.0047 0.6% 99% True False 117
20 0.8021 0.7842 0.0179 2.2% 0.0049 0.6% 99% True False 97
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.8280
2.618 0.8181
1.618 0.8120
1.000 0.8082
0.618 0.8059
HIGH 0.8021
0.618 0.7998
0.500 0.7991
0.382 0.7983
LOW 0.7960
0.618 0.7922
1.000 0.7899
1.618 0.7861
2.618 0.7800
4.250 0.7701
Fisher Pivots for day following 12-Mar-2021
Pivot 1 day 3 day
R1 0.8010 0.7998
PP 0.8000 0.7976
S1 0.7991 0.7954

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

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