CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 12-May-2021
Day Change Summary
Previous Current
11-May-2021 12-May-2021 Change Change % Previous Week
Open 0.8266 0.8284 0.0019 0.2% 0.8145
High 0.8280 0.8301 0.0021 0.3% 0.8247
Low 0.8250 0.8244 -0.0006 -0.1% 0.8098
Close 0.8273 0.8261 -0.0012 -0.1% 0.8238
Range 0.0030 0.0057 0.0027 90.0% 0.0150
ATR 0.0046 0.0047 0.0001 1.8% 0.0000
Volume 72 89 17 23.6% 473
Daily Pivots for day following 12-May-2021
Classic Woodie Camarilla DeMark
R4 0.8439 0.8407 0.8292
R3 0.8382 0.8350 0.8277
R2 0.8325 0.8325 0.8271
R1 0.8293 0.8293 0.8266 0.8281
PP 0.8268 0.8268 0.8268 0.8262
S1 0.8236 0.8236 0.8256 0.8224
S2 0.8211 0.8211 0.8251
S3 0.8154 0.8179 0.8245
S4 0.8097 0.8122 0.8230
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 0.8301 0.8140 0.0161 1.9% 0.0051 0.6% 75% True False 88
10 0.8301 0.8098 0.0203 2.5% 0.0042 0.5% 81% True False 80
20 0.8301 0.7906 0.0395 4.8% 0.0047 0.6% 90% True False 62
40 0.8301 0.7906 0.0395 4.8% 0.0045 0.5% 90% True False 48
60 0.8301 0.7850 0.0451 5.5% 0.0046 0.6% 91% True False 62
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8543
2.618 0.8450
1.618 0.8393
1.000 0.8358
0.618 0.8336
HIGH 0.8301
0.618 0.8279
0.500 0.8272
0.382 0.8265
LOW 0.8244
0.618 0.8208
1.000 0.8187
1.618 0.8151
2.618 0.8094
4.250 0.8001
Fisher Pivots for day following 12-May-2021
Pivot 1 day 3 day
R1 0.8272 0.8272
PP 0.8268 0.8268
S1 0.8265 0.8265

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

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