CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 18-Mar-2021
Day Change Summary
Previous Current
17-Mar-2021 18-Mar-2021 Change Change % Previous Week
Open 0.8016 0.8082 0.0067 0.8% 0.7905
High 0.8057 0.8084 0.0028 0.3% 0.8021
Low 0.8010 0.7986 -0.0024 -0.3% 0.7874
Close 0.8052 0.7994 -0.0059 -0.7% 0.8020
Range 0.0047 0.0098 0.0052 110.8% 0.0147
ATR 0.0047 0.0051 0.0004 7.7% 0.0000
Volume 9 77 68 755.6% 801
Daily Pivots for day following 18-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8315 0.8252 0.8047
R3 0.8217 0.8154 0.8020
R2 0.8119 0.8119 0.8011
R1 0.8056 0.8056 0.8002 0.8039
PP 0.8021 0.8021 0.8021 0.8012
S1 0.7958 0.7958 0.7985 0.7941
S2 0.7923 0.7923 0.7976
S3 0.7825 0.7860 0.7967
S4 0.7727 0.7762 0.7940
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 0.8084 0.7960 0.0124 1.6% 0.0055 0.7% 27% True False 44
10 0.8084 0.7858 0.0227 2.8% 0.0049 0.6% 60% True False 99
20 0.8084 0.7850 0.0235 2.9% 0.0052 0.7% 61% True False 91
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 0.8501
2.618 0.8341
1.618 0.8243
1.000 0.8182
0.618 0.8145
HIGH 0.8084
0.618 0.8047
0.500 0.8035
0.382 0.8023
LOW 0.7986
0.618 0.7925
1.000 0.7888
1.618 0.7827
2.618 0.7729
4.250 0.7570
Fisher Pivots for day following 18-Mar-2021
Pivot 1 day 3 day
R1 0.8035 0.8035
PP 0.8021 0.8021
S1 0.8007 0.8007

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

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