CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 17-Dec-2020
Day Change Summary
Previous Current
16-Dec-2020 17-Dec-2020 Change Change % Previous Week
Open 0.7850 0.7873 0.0023 0.3% 0.7810
High 0.7850 0.7886 0.0036 0.5% 0.7874
Low 0.7832 0.7862 0.0031 0.4% 0.7799
Close 0.7847 0.7863 0.0016 0.2% 0.7835
Range 0.0019 0.0024 0.0005 27.0% 0.0075
ATR 0.0036 0.0036 0.0000 0.6% 0.0000
Volume 5 14 9 180.0% 123
Daily Pivots for day following 17-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.7941 0.7925 0.7875
R3 0.7917 0.7902 0.7869
R2 0.7894 0.7894 0.7867
R1 0.7878 0.7878 0.7865 0.7874
PP 0.7870 0.7870 0.7870 0.7868
S1 0.7855 0.7855 0.7860 0.7851
S2 0.7847 0.7847 0.7858
S3 0.7823 0.7831 0.7856
S4 0.7800 0.7808 0.7850
Weekly Pivots for week ending 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.8059 0.8022 0.7876
R3 0.7985 0.7947 0.7855
R2 0.7910 0.7910 0.7849
R1 0.7873 0.7873 0.7842 0.7892
PP 0.7836 0.7836 0.7836 0.7845
S1 0.7798 0.7798 0.7828 0.7817
S2 0.7761 0.7761 0.7821
S3 0.7687 0.7724 0.7815
S4 0.7612 0.7649 0.7794
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7886 0.7825 0.0061 0.8% 0.0024 0.3% 62% True False 13
10 0.7886 0.7781 0.0105 1.3% 0.0032 0.4% 78% True False 18
20 0.7886 0.7631 0.0255 3.2% 0.0031 0.4% 91% True False 20
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 0.0005
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7985
2.618 0.7947
1.618 0.7924
1.000 0.7909
0.618 0.7900
HIGH 0.7886
0.618 0.7877
0.500 0.7874
0.382 0.7871
LOW 0.7862
0.618 0.7847
1.000 0.7839
1.618 0.7824
2.618 0.7800
4.250 0.7762
Fisher Pivots for day following 17-Dec-2020
Pivot 1 day 3 day
R1 0.7874 0.7861
PP 0.7870 0.7860
S1 0.7866 0.7859

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.