CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 28-Dec-2020
Day Change Summary
Previous Current
24-Dec-2020 28-Dec-2020 Change Change % Previous Week
Open 0.7801 0.7782 -0.0019 -0.2% 0.7780
High 0.7809 0.7791 -0.0018 -0.2% 0.7809
Low 0.7796 0.7775 -0.0021 -0.3% 0.7729
Close 0.7809 0.7791 -0.0018 -0.2% 0.7809
Range 0.0013 0.0016 0.0003 24.0% 0.0080
ATR 0.0040 0.0039 0.0000 -1.2% 0.0000
Volume 5 1 -4 -80.0% 56
Daily Pivots for day following 28-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.7832 0.7827 0.7799
R3 0.7816 0.7811 0.7795
R2 0.7801 0.7801 0.7793
R1 0.7796 0.7796 0.7792 0.7798
PP 0.7785 0.7785 0.7785 0.7787
S1 0.7780 0.7780 0.7789 0.7783
S2 0.7770 0.7770 0.7788
S3 0.7754 0.7765 0.7786
S4 0.7739 0.7749 0.7782
Weekly Pivots for week ending 25-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.8021 0.7994 0.7852
R3 0.7941 0.7915 0.7830
R2 0.7862 0.7862 0.7823
R1 0.7835 0.7835 0.7816 0.7848
PP 0.7782 0.7782 0.7782 0.7789
S1 0.7756 0.7756 0.7801 0.7769
S2 0.7703 0.7703 0.7794
S3 0.7623 0.7676 0.7787
S4 0.7544 0.7597 0.7765
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7809 0.7729 0.0080 1.0% 0.0035 0.4% 77% False False 11
10 0.7886 0.7729 0.0157 2.0% 0.0028 0.4% 39% False False 12
20 0.7886 0.7698 0.0188 2.4% 0.0032 0.4% 49% False False 19
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7856
2.618 0.7831
1.618 0.7816
1.000 0.7806
0.618 0.7800
HIGH 0.7791
0.618 0.7785
0.500 0.7783
0.382 0.7781
LOW 0.7775
0.618 0.7765
1.000 0.7760
1.618 0.7750
2.618 0.7734
4.250 0.7709
Fisher Pivots for day following 28-Dec-2020
Pivot 1 day 3 day
R1 0.7788 0.7788
PP 0.7785 0.7785
S1 0.7783 0.7782

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

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