CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 17-Mar-2021
Day Change Summary
Previous Current
16-Mar-2021 17-Mar-2021 Change Change % Previous Week
Open 0.8021 0.8016 -0.0006 -0.1% 0.7905
High 0.8041 0.8057 0.0016 0.2% 0.8021
Low 0.8003 0.8010 0.0007 0.1% 0.7874
Close 0.8036 0.8052 0.0016 0.2% 0.8020
Range 0.0038 0.0047 0.0009 22.4% 0.0147
ATR 0.0047 0.0047 0.0000 -0.1% 0.0000
Volume 10 9 -1 -10.0% 801
Daily Pivots for day following 17-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8179 0.8162 0.8078
R3 0.8133 0.8116 0.8065
R2 0.8086 0.8086 0.8061
R1 0.8069 0.8069 0.8056 0.8078
PP 0.8040 0.8040 0.8040 0.8044
S1 0.8023 0.8023 0.8048 0.8031
S2 0.7993 0.7993 0.8043
S3 0.7947 0.7976 0.8039
S4 0.7900 0.7930 0.8026
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 0.8057 0.7934 0.0123 1.5% 0.0044 0.6% 96% True False 55
10 0.8057 0.7858 0.0199 2.5% 0.0045 0.6% 98% True False 99
20 0.8057 0.7850 0.0207 2.6% 0.0049 0.6% 98% True False 89
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8254
2.618 0.8178
1.618 0.8132
1.000 0.8103
0.618 0.8085
HIGH 0.8057
0.618 0.8039
0.500 0.8033
0.382 0.8028
LOW 0.8010
0.618 0.7981
1.000 0.7964
1.618 0.7935
2.618 0.7888
4.250 0.7812
Fisher Pivots for day following 17-Mar-2021
Pivot 1 day 3 day
R1 0.8046 0.8044
PP 0.8040 0.8036
S1 0.8033 0.8027

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.