CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 04-Dec-2020
Day Change Summary
Previous Current
03-Dec-2020 04-Dec-2020 Change Change % Previous Week
Open 0.7740 0.7787 0.0047 0.6% 0.7707
High 0.7783 0.7830 0.0047 0.6% 0.7830
Low 0.7740 0.7781 0.0041 0.5% 0.7698
Close 0.7783 0.7830 0.0047 0.6% 0.7830
Range 0.0043 0.0050 0.0007 15.1% 0.0132
ATR 0.0031 0.0032 0.0001 4.2% 0.0000
Volume 88 13 -75 -85.2% 135
Daily Pivots for day following 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.7962 0.7945 0.7857
R3 0.7912 0.7896 0.7843
R2 0.7863 0.7863 0.7839
R1 0.7846 0.7846 0.7834 0.7855
PP 0.7813 0.7813 0.7813 0.7818
S1 0.7797 0.7797 0.7825 0.7805
S2 0.7764 0.7764 0.7820
S3 0.7714 0.7747 0.7816
S4 0.7665 0.7698 0.7802
Weekly Pivots for week ending 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.8182 0.8138 0.7902
R3 0.8050 0.8006 0.7866
R2 0.7918 0.7918 0.7854
R1 0.7874 0.7874 0.7842 0.7896
PP 0.7786 0.7786 0.7786 0.7797
S1 0.7742 0.7742 0.7817 0.7764
S2 0.7654 0.7654 0.7805
S3 0.7522 0.7610 0.7793
S4 0.7390 0.7478 0.7757
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7830 0.7698 0.0132 1.7% 0.0036 0.5% 100% True False 27
10 0.7830 0.7639 0.0191 2.4% 0.0031 0.4% 100% True False 22
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 0.8040
2.618 0.7960
1.618 0.7910
1.000 0.7880
0.618 0.7861
HIGH 0.7830
0.618 0.7811
0.500 0.7805
0.382 0.7799
LOW 0.7781
0.618 0.7750
1.000 0.7731
1.618 0.7700
2.618 0.7651
4.250 0.7570
Fisher Pivots for day following 04-Dec-2020
Pivot 1 day 3 day
R1 0.7821 0.7813
PP 0.7813 0.7797
S1 0.7805 0.7781

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

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