CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 30-Mar-2021
Day Change Summary
Previous Current
29-Mar-2021 30-Mar-2021 Change Change % Previous Week
Open 0.7938 0.7920 -0.0018 -0.2% 0.8000
High 0.7949 0.7948 -0.0001 0.0% 0.8016
Low 0.7921 0.7909 -0.0012 -0.1% 0.7920
Close 0.7940 0.7917 -0.0023 -0.3% 0.7942
Range 0.0028 0.0039 0.0011 39.3% 0.0096
ATR 0.0046 0.0046 -0.0001 -1.1% 0.0000
Volume 29 24 -5 -17.2% 84
Daily Pivots for day following 30-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8042 0.8018 0.7938
R3 0.8003 0.7979 0.7928
R2 0.7964 0.7964 0.7924
R1 0.7940 0.7940 0.7921 0.7933
PP 0.7925 0.7925 0.7925 0.7921
S1 0.7901 0.7901 0.7913 0.7894
S2 0.7886 0.7886 0.7910
S3 0.7847 0.7862 0.7906
S4 0.7808 0.7823 0.7896
Weekly Pivots for week ending 26-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8246 0.8189 0.7994
R3 0.8150 0.8094 0.7968
R2 0.8055 0.8055 0.7959
R1 0.7998 0.7998 0.7950 0.7979
PP 0.7959 0.7959 0.7959 0.7949
S1 0.7903 0.7903 0.7933 0.7883
S2 0.7864 0.7864 0.7924
S3 0.7768 0.7807 0.7915
S4 0.7673 0.7712 0.7889
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7971 0.7909 0.0062 0.8% 0.0035 0.4% 13% False True 18
10 0.8084 0.7909 0.0175 2.2% 0.0045 0.6% 5% False True 23
20 0.8084 0.7858 0.0227 2.9% 0.0044 0.6% 26% False False 63
40 0.8084 0.7778 0.0306 3.9% 0.0042 0.5% 45% False False 60
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8114
2.618 0.8050
1.618 0.8011
1.000 0.7987
0.618 0.7972
HIGH 0.7948
0.618 0.7933
0.500 0.7929
0.382 0.7924
LOW 0.7909
0.618 0.7885
1.000 0.7870
1.618 0.7846
2.618 0.7807
4.250 0.7743
Fisher Pivots for day following 30-Mar-2021
Pivot 1 day 3 day
R1 0.7929 0.7935
PP 0.7925 0.7929
S1 0.7921 0.7923

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.