CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 21-Dec-2020
Day Change Summary
Previous Current
18-Dec-2020 21-Dec-2020 Change Change % Previous Week
Open 0.7845 0.7780 -0.0065 -0.8% 0.7828
High 0.7852 0.7806 -0.0046 -0.6% 0.7886
Low 0.7824 0.7729 -0.0095 -1.2% 0.7824
Close 0.7824 0.7802 -0.0022 -0.3% 0.7824
Range 0.0028 0.0077 0.0049 175.0% 0.0062
ATR 0.0036 0.0041 0.0004 11.5% 0.0000
Volume 15 19 4 26.7% 67
Daily Pivots for day following 21-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.8010 0.7983 0.7844
R3 0.7933 0.7906 0.7823
R2 0.7856 0.7856 0.7816
R1 0.7829 0.7829 0.7809 0.7843
PP 0.7779 0.7779 0.7779 0.7786
S1 0.7752 0.7752 0.7795 0.7766
S2 0.7702 0.7702 0.7788
S3 0.7625 0.7675 0.7781
S4 0.7548 0.7598 0.7760
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 0.7729 0.0157 2.0% 0.0030 0.4% 47% False True 14
10 0.7886 0.7729 0.0157 2.0% 0.0036 0.5% 47% False True 19
20 0.7886 0.7639 0.0247 3.2% 0.0033 0.4% 66% False False 20
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 0.0007
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 0.8133
2.618 0.8008
1.618 0.7931
1.000 0.7883
0.618 0.7854
HIGH 0.7806
0.618 0.7777
0.500 0.7768
0.382 0.7758
LOW 0.7729
0.618 0.7681
1.000 0.7652
1.618 0.7604
2.618 0.7527
4.250 0.7402
Fisher Pivots for day following 21-Dec-2020
Pivot 1 day 3 day
R1 0.7791 0.7807
PP 0.7779 0.7806
S1 0.7768 0.7804

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

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