CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 31-Dec-2020
Day Change Summary
Previous Current
30-Dec-2020 31-Dec-2020 Change Change % Previous Week
Open 0.7827 0.7869 0.0043 0.5% 0.7780
High 0.7849 0.7869 0.0021 0.3% 0.7809
Low 0.7804 0.7836 0.0032 0.4% 0.7729
Close 0.7838 0.7836 -0.0003 0.0% 0.7809
Range 0.0045 0.0034 -0.0012 -25.6% 0.0080
ATR 0.0040 0.0039 0.0000 -1.1% 0.0000
Volume 19 27 8 42.1% 56
Daily Pivots for day following 31-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.7947 0.7925 0.7854
R3 0.7914 0.7891 0.7845
R2 0.7880 0.7880 0.7842
R1 0.7858 0.7858 0.7839 0.7852
PP 0.7847 0.7847 0.7847 0.7844
S1 0.7824 0.7824 0.7832 0.7819
S2 0.7813 0.7813 0.7829
S3 0.7780 0.7791 0.7826
S4 0.7746 0.7757 0.7817
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 0.7869 0.7775 0.0094 1.2% 0.0025 0.3% 64% True False 14
10 0.7886 0.7729 0.0157 2.0% 0.0032 0.4% 68% False False 15
20 0.7886 0.7729 0.0157 2.0% 0.0033 0.4% 68% False False 20
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 True
Stretch 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8011
2.618 0.7957
1.618 0.7923
1.000 0.7903
0.618 0.7890
HIGH 0.7869
0.618 0.7856
0.500 0.7852
0.382 0.7848
LOW 0.7836
0.618 0.7815
1.000 0.7802
1.618 0.7781
2.618 0.7748
4.250 0.7693
Fisher Pivots for day following 31-Dec-2020
Pivot 1 day 3 day
R1 0.7852 0.7836
PP 0.7847 0.7836
S1 0.7841 0.7836

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.