CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 18-Dec-2020
Day Change Summary
Previous Current
17-Dec-2020 18-Dec-2020 Change Change % Previous Week
Open 0.7873 0.7845 -0.0028 -0.4% 0.7828
High 0.7886 0.7852 -0.0034 -0.4% 0.7886
Low 0.7862 0.7824 -0.0038 -0.5% 0.7824
Close 0.7863 0.7824 -0.0039 -0.5% 0.7824
Range 0.0024 0.0028 0.0005 19.1% 0.0062
ATR 0.0036 0.0036 0.0000 0.4% 0.0000
Volume 14 15 1 7.1% 67
Daily Pivots for day following 18-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.7917 0.7899 0.7839
R3 0.7889 0.7871 0.7832
R2 0.7861 0.7861 0.7829
R1 0.7843 0.7843 0.7827 0.7838
PP 0.7833 0.7833 0.7833 0.7831
S1 0.7815 0.7815 0.7821 0.7810
S2 0.7805 0.7805 0.7819
S3 0.7777 0.7787 0.7816
S4 0.7749 0.7759 0.7809
Weekly Pivots for week ending 18-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.8029 0.7988 0.7858
R3 0.7968 0.7927 0.7841
R2 0.7906 0.7906 0.7835
R1 0.7865 0.7865 0.7830 0.7855
PP 0.7845 0.7845 0.7845 0.7839
S1 0.7804 0.7804 0.7818 0.7793
S2 0.7783 0.7783 0.7813
S3 0.7722 0.7742 0.7807
S4 0.7660 0.7681 0.7790
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7886 0.7824 0.0062 0.8% 0.0021 0.3% 0% False True 13
10 0.7886 0.7799 0.0087 1.1% 0.0030 0.4% 29% False False 19
20 0.7886 0.7639 0.0247 3.2% 0.0030 0.4% 75% False False 20
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7971
2.618 0.7925
1.618 0.7897
1.000 0.7880
0.618 0.7869
HIGH 0.7852
0.618 0.7841
0.500 0.7838
0.382 0.7835
LOW 0.7824
0.618 0.7807
1.000 0.7796
1.618 0.7779
2.618 0.7751
4.250 0.7705
Fisher Pivots for day following 18-Dec-2020
Pivot 1 day 3 day
R1 0.7838 0.7855
PP 0.7833 0.7845
S1 0.7829 0.7834

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

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