CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 05-May-2021
Day Change Summary
Previous Current
04-May-2021 05-May-2021 Change Change % Previous Week
Open 0.8137 0.8132 -0.0005 -0.1% 0.8020
High 0.8141 0.8163 0.0022 0.3% 0.8151
Low 0.8098 0.8132 0.0034 0.4% 0.8015
Close 0.8127 0.8144 0.0017 0.2% 0.8145
Range 0.0043 0.0031 -0.0012 -27.9% 0.0136
ATR 0.0045 0.0045 -0.0001 -1.5% 0.0000
Volume 118 160 42 35.6% 146
Daily Pivots for day following 05-May-2021
Classic Woodie Camarilla DeMark
R4 0.8239 0.8223 0.8161
R3 0.8208 0.8192 0.8153
R2 0.8177 0.8177 0.8150
R1 0.8161 0.8161 0.8147 0.8169
PP 0.8146 0.8146 0.8146 0.8150
S1 0.8130 0.8130 0.8141 0.8138
S2 0.8115 0.8115 0.8138
S3 0.8084 0.8099 0.8135
S4 0.8053 0.8068 0.8127
Weekly Pivots for week ending 30-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.8511 0.8464 0.8220
R3 0.8375 0.8328 0.8182
R2 0.8239 0.8239 0.8170
R1 0.8192 0.8192 0.8157 0.8216
PP 0.8103 0.8103 0.8103 0.8115
S1 0.8056 0.8056 0.8133 0.8080
S2 0.7967 0.7967 0.8120
S3 0.7831 0.7920 0.8108
S4 0.7695 0.7784 0.8070
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8163 0.8098 0.0065 0.8% 0.0033 0.4% 72% True False 71
10 0.8163 0.7983 0.0180 2.2% 0.0036 0.4% 90% True False 50
20 0.8163 0.7906 0.0257 3.1% 0.0044 0.5% 93% True False 52
40 0.8163 0.7886 0.0277 3.4% 0.0044 0.5% 93% True False 52
60 0.8163 0.7840 0.0323 4.0% 0.0044 0.5% 94% True False 58
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8294
2.618 0.8244
1.618 0.8213
1.000 0.8194
0.618 0.8182
HIGH 0.8163
0.618 0.8151
0.500 0.8147
0.382 0.8143
LOW 0.8132
0.618 0.8112
1.000 0.8101
1.618 0.8081
2.618 0.8050
4.250 0.8000
Fisher Pivots for day following 05-May-2021
Pivot 1 day 3 day
R1 0.8147 0.8139
PP 0.8146 0.8135
S1 0.8145 0.8130

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

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