CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 19-May-2021
Day Change Summary
Previous Current
18-May-2021 19-May-2021 Change Change % Previous Week
Open 0.8306 0.8283 -0.0024 -0.3% 0.8249
High 0.8323 0.8293 -0.0030 -0.4% 0.8301
Low 0.8278 0.8237 -0.0041 -0.5% 0.8197
Close 0.8293 0.8241 -0.0052 -0.6% 0.8256
Range 0.0045 0.0056 0.0011 24.4% 0.0104
ATR 0.0049 0.0049 0.0001 1.1% 0.0000
Volume 24 30 6 25.0% 378
Daily Pivots for day following 19-May-2021
Classic Woodie Camarilla DeMark
R4 0.8425 0.8389 0.8271
R3 0.8369 0.8333 0.8256
R2 0.8313 0.8313 0.8251
R1 0.8277 0.8277 0.8246 0.8267
PP 0.8257 0.8257 0.8257 0.8252
S1 0.8221 0.8221 0.8235 0.8211
S2 0.8201 0.8201 0.8230
S3 0.8145 0.8165 0.8225
S4 0.8089 0.8109 0.8210
Weekly Pivots for week ending 14-May-2021
Classic Woodie Camarilla DeMark
R4 0.8562 0.8512 0.8312
R3 0.8458 0.8409 0.8284
R2 0.8355 0.8355 0.8274
R1 0.8305 0.8305 0.8265 0.8330
PP 0.8251 0.8251 0.8251 0.8263
S1 0.8202 0.8202 0.8246 0.8226
S2 0.8148 0.8148 0.8237
S3 0.8044 0.8098 0.8227
S4 0.7941 0.7995 0.8199
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8323 0.8197 0.0126 1.5% 0.0053 0.6% 35% False False 34
10 0.8323 0.8140 0.0183 2.2% 0.0052 0.6% 55% False False 61
20 0.8323 0.7983 0.0340 4.1% 0.0044 0.5% 76% False False 55
40 0.8323 0.7906 0.0417 5.1% 0.0045 0.5% 80% False False 48
60 0.8323 0.7850 0.0473 5.7% 0.0047 0.6% 83% False False 59
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8531
2.618 0.8440
1.618 0.8384
1.000 0.8349
0.618 0.8328
HIGH 0.8293
0.618 0.8272
0.500 0.8265
0.382 0.8258
LOW 0.8237
0.618 0.8202
1.000 0.8181
1.618 0.8146
2.618 0.8090
4.250 0.7999
Fisher Pivots for day following 19-May-2021
Pivot 1 day 3 day
R1 0.8265 0.8280
PP 0.8257 0.8267
S1 0.8249 0.8254

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

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