CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 11-May-2021
Day Change Summary
Previous Current
10-May-2021 11-May-2021 Change Change % Previous Week
Open 0.8249 0.8266 0.0017 0.2% 0.8145
High 0.8279 0.8280 0.0001 0.0% 0.8247
Low 0.8246 0.8250 0.0004 0.0% 0.8098
Close 0.8267 0.8273 0.0006 0.1% 0.8238
Range 0.0033 0.0030 -0.0003 -9.1% 0.0150
ATR 0.0047 0.0046 -0.0001 -2.6% 0.0000
Volume 105 72 -33 -31.4% 473
Daily Pivots for day following 11-May-2021
Classic Woodie Camarilla DeMark
R4 0.8357 0.8345 0.8289
R3 0.8327 0.8315 0.8281
R2 0.8297 0.8297 0.8278
R1 0.8285 0.8285 0.8275 0.8291
PP 0.8267 0.8267 0.8267 0.8270
S1 0.8255 0.8255 0.8270 0.8261
S2 0.8237 0.8237 0.8267
S3 0.8207 0.8225 0.8264
S4 0.8177 0.8195 0.8256
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 0.8280 0.8132 0.0148 1.8% 0.0045 0.5% 95% True False 102
10 0.8280 0.8058 0.0222 2.7% 0.0042 0.5% 97% True False 74
20 0.8280 0.7906 0.0374 4.5% 0.0046 0.6% 98% True False 65
40 0.8280 0.7906 0.0374 4.5% 0.0044 0.5% 98% True False 46
60 0.8280 0.7850 0.0430 5.2% 0.0046 0.6% 98% True False 62
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0009
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8407
2.618 0.8358
1.618 0.8328
1.000 0.8310
0.618 0.8298
HIGH 0.8280
0.618 0.8268
0.500 0.8265
0.382 0.8261
LOW 0.8250
0.618 0.8231
1.000 0.8220
1.618 0.8201
2.618 0.8171
4.250 0.8122
Fisher Pivots for day following 11-May-2021
Pivot 1 day 3 day
R1 0.8270 0.8263
PP 0.8267 0.8253
S1 0.8265 0.8243

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

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