CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 31-Mar-2021
Day Change Summary
Previous Current
30-Mar-2021 31-Mar-2021 Change Change % Previous Week
Open 0.7920 0.7916 -0.0004 -0.1% 0.8000
High 0.7948 0.7973 0.0025 0.3% 0.8016
Low 0.7909 0.7916 0.0007 0.1% 0.7920
Close 0.7917 0.7958 0.0041 0.5% 0.7942
Range 0.0039 0.0057 0.0018 44.9% 0.0096
ATR 0.0046 0.0047 0.0001 1.6% 0.0000
Volume 24 65 41 170.8% 84
Daily Pivots for day following 31-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8118 0.8094 0.7989
R3 0.8062 0.8038 0.7973
R2 0.8005 0.8005 0.7968
R1 0.7981 0.7981 0.7963 0.7993
PP 0.7949 0.7949 0.7949 0.7955
S1 0.7925 0.7925 0.7952 0.7937
S2 0.7892 0.7892 0.7947
S3 0.7836 0.7868 0.7942
S4 0.7779 0.7812 0.7926
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 0.7973 0.7909 0.0064 0.8% 0.0039 0.5% 76% True False 27
10 0.8084 0.7909 0.0175 2.2% 0.0046 0.6% 28% False False 29
20 0.8084 0.7858 0.0227 2.8% 0.0045 0.6% 44% False False 64
40 0.8084 0.7791 0.0294 3.7% 0.0042 0.5% 57% False False 61
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 0.0010
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.8213
2.618 0.8120
1.618 0.8064
1.000 0.8029
0.618 0.8007
HIGH 0.7973
0.618 0.7951
0.500 0.7944
0.382 0.7938
LOW 0.7916
0.618 0.7881
1.000 0.7860
1.618 0.7825
2.618 0.7768
4.250 0.7676
Fisher Pivots for day following 31-Mar-2021
Pivot 1 day 3 day
R1 0.7953 0.7952
PP 0.7949 0.7946
S1 0.7944 0.7941

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

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