CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 10-May-2021
Day Change Summary
Previous Current
07-May-2021 10-May-2021 Change Change % Previous Week
Open 0.8223 0.8249 0.0026 0.3% 0.8145
High 0.8247 0.8279 0.0032 0.4% 0.8247
Low 0.8206 0.8246 0.0041 0.5% 0.8098
Close 0.8238 0.8267 0.0029 0.4% 0.8238
Range 0.0042 0.0033 -0.0009 -20.5% 0.0150
ATR 0.0047 0.0047 0.0000 -1.0% 0.0000
Volume 67 105 38 56.7% 473
Daily Pivots for day following 10-May-2021
Classic Woodie Camarilla DeMark
R4 0.8363 0.8348 0.8285
R3 0.8330 0.8315 0.8276
R2 0.8297 0.8297 0.8273
R1 0.8282 0.8282 0.8270 0.8290
PP 0.8264 0.8264 0.8264 0.8268
S1 0.8249 0.8249 0.8264 0.8257
S2 0.8231 0.8231 0.8261
S3 0.8198 0.8216 0.8258
S4 0.8165 0.8183 0.8249
Weekly Pivots for week ending 07-May-2021
Classic Woodie Camarilla DeMark
R4 0.8643 0.8590 0.8320
R3 0.8493 0.8440 0.8279
R2 0.8344 0.8344 0.8265
R1 0.8291 0.8291 0.8252 0.8317
PP 0.8194 0.8194 0.8194 0.8207
S1 0.8141 0.8141 0.8224 0.8168
S2 0.8045 0.8045 0.8211
S3 0.7895 0.7992 0.8197
S4 0.7746 0.7842 0.8156
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8279 0.8098 0.0182 2.2% 0.0048 0.6% 93% True False 112
10 0.8279 0.8056 0.0223 2.7% 0.0041 0.5% 95% True False 69
20 0.8279 0.7906 0.0373 4.5% 0.0048 0.6% 97% True False 64
40 0.8279 0.7906 0.0373 4.5% 0.0044 0.5% 97% True False 44
60 0.8279 0.7842 0.0437 5.3% 0.0046 0.6% 97% True False 62
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 0.8419
2.618 0.8365
1.618 0.8332
1.000 0.8312
0.618 0.8299
HIGH 0.8279
0.618 0.8266
0.500 0.8263
0.382 0.8259
LOW 0.8246
0.618 0.8226
1.000 0.8213
1.618 0.8193
2.618 0.8160
4.250 0.8106
Fisher Pivots for day following 10-May-2021
Pivot 1 day 3 day
R1 0.8266 0.8248
PP 0.8264 0.8229
S1 0.8263 0.8209

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

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