CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 10-Dec-2020
Day Change Summary
Previous Current
09-Dec-2020 10-Dec-2020 Change Change % Previous Week
Open 0.7822 0.7870 0.0048 0.6% 0.7707
High 0.7835 0.7874 0.0039 0.5% 0.7830
Low 0.7799 0.7805 0.0006 0.1% 0.7698
Close 0.7805 0.7851 0.0046 0.6% 0.7830
Range 0.0036 0.0069 0.0033 91.7% 0.0132
ATR 0.0032 0.0034 0.0003 8.4% 0.0000
Volume 81 7 -74 -91.4% 135
Daily Pivots for day following 10-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.8050 0.8019 0.7888
R3 0.7981 0.7950 0.7869
R2 0.7912 0.7912 0.7863
R1 0.7881 0.7881 0.7857 0.7862
PP 0.7843 0.7843 0.7843 0.7833
S1 0.7812 0.7812 0.7844 0.7793
S2 0.7774 0.7774 0.7838
S3 0.7705 0.7743 0.7832
S4 0.7636 0.7674 0.7813
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 0.7874 0.7781 0.0093 1.2% 0.0040 0.5% 75% True False 24
10 0.7874 0.7686 0.0188 2.4% 0.0035 0.4% 88% True False 24
20 0.7874 0.7600 0.0274 3.5% 0.0031 0.4% 92% True False 19
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 0.0006
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 0.8167
2.618 0.8054
1.618 0.7985
1.000 0.7943
0.618 0.7916
HIGH 0.7874
0.618 0.7847
0.500 0.7839
0.382 0.7831
LOW 0.7805
0.618 0.7762
1.000 0.7736
1.618 0.7693
2.618 0.7624
4.250 0.7511
Fisher Pivots for day following 10-Dec-2020
Pivot 1 day 3 day
R1 0.7847 0.7846
PP 0.7843 0.7841
S1 0.7839 0.7836

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

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