CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 23-Aug-2021
Day Change Summary
Previous Current
20-Aug-2021 23-Aug-2021 Change Change % Previous Week
Open 0.7792 0.7791 -0.0001 0.0% 0.7986
High 0.7802 0.7908 0.0106 1.4% 0.7991
Low 0.7723 0.7791 0.0069 0.9% 0.7723
Close 0.7783 0.7907 0.0124 1.6% 0.7783
Range 0.0080 0.0117 0.0038 47.2% 0.0268
ATR 0.0054 0.0059 0.0005 9.5% 0.0000
Volume 633 916 283 44.7% 4,197
Daily Pivots for day following 23-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.8220 0.8180 0.7971
R3 0.8103 0.8063 0.7939
R2 0.7986 0.7986 0.7928
R1 0.7946 0.7946 0.7917 0.7966
PP 0.7869 0.7869 0.7869 0.7878
S1 0.7829 0.7829 0.7896 0.7849
S2 0.7752 0.7752 0.7885
S3 0.7635 0.7712 0.7874
S4 0.7518 0.7595 0.7842
Weekly Pivots for week ending 20-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.8636 0.8478 0.7930
R3 0.8368 0.8210 0.7857
R2 0.8100 0.8100 0.7832
R1 0.7942 0.7942 0.7808 0.7887
PP 0.7832 0.7832 0.7832 0.7805
S1 0.7674 0.7674 0.7758 0.7619
S2 0.7564 0.7564 0.7734
S3 0.7296 0.7406 0.7709
S4 0.7028 0.7138 0.7636
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7955 0.7723 0.0232 2.9% 0.0079 1.0% 79% False False 949
10 0.8006 0.7723 0.0283 3.6% 0.0056 0.7% 65% False False 709
20 0.8048 0.7723 0.0326 4.1% 0.0050 0.6% 57% False False 507
40 0.8137 0.7723 0.0415 5.2% 0.0057 0.7% 44% False False 322
60 0.8324 0.7723 0.0601 7.6% 0.0055 0.7% 31% False False 295
80 0.8324 0.7723 0.0601 7.6% 0.0053 0.7% 31% False False 237
100 0.8324 0.7723 0.0601 7.6% 0.0051 0.6% 31% False False 198
120 0.8324 0.7723 0.0601 7.6% 0.0050 0.6% 31% False False 176
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 0.0008
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 0.8405
2.618 0.8214
1.618 0.8097
1.000 0.8025
0.618 0.7980
HIGH 0.7908
0.618 0.7863
0.500 0.7850
0.382 0.7836
LOW 0.7791
0.618 0.7719
1.000 0.7674
1.618 0.7602
2.618 0.7485
4.250 0.7294
Fisher Pivots for day following 23-Aug-2021
Pivot 1 day 3 day
R1 0.7888 0.7876
PP 0.7869 0.7846
S1 0.7850 0.7815

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

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