CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 27-Aug-2021
Day Change Summary
Previous Current
26-Aug-2021 27-Aug-2021 Change Change % Previous Week
Open 0.7944 0.7885 -0.0059 -0.7% 0.7791
High 0.7945 0.7931 -0.0014 -0.2% 0.7948
Low 0.7877 0.7868 -0.0009 -0.1% 0.7791
Close 0.7882 0.7923 0.0042 0.5% 0.7923
Range 0.0068 0.0064 -0.0005 -6.6% 0.0157
ATR 0.0057 0.0058 0.0000 0.8% 0.0000
Volume 799 1,144 345 43.2% 4,272
Daily Pivots for day following 27-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.8098 0.8074 0.7958
R3 0.8034 0.8010 0.7940
R2 0.7971 0.7971 0.7935
R1 0.7947 0.7947 0.7929 0.7959
PP 0.7907 0.7907 0.7907 0.7913
S1 0.7883 0.7883 0.7917 0.7895
S2 0.7844 0.7844 0.7911
S3 0.7780 0.7820 0.7906
S4 0.7717 0.7756 0.7888
Weekly Pivots for week ending 27-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.8358 0.8298 0.8009
R3 0.8201 0.8141 0.7966
R2 0.8044 0.8044 0.7952
R1 0.7984 0.7984 0.7937 0.8014
PP 0.7887 0.7887 0.7887 0.7903
S1 0.7827 0.7827 0.7909 0.7857
S2 0.7730 0.7730 0.7894
S3 0.7573 0.7670 0.7880
S4 0.7416 0.7513 0.7837
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7948 0.7791 0.0157 2.0% 0.0066 0.8% 84% False False 854
10 0.7991 0.7723 0.0268 3.4% 0.0066 0.8% 75% False False 846
20 0.8028 0.7723 0.0306 3.9% 0.0052 0.7% 66% False False 619
40 0.8127 0.7723 0.0405 5.1% 0.0058 0.7% 50% False False 400
60 0.8291 0.7723 0.0568 7.2% 0.0055 0.7% 35% False False 334
80 0.8324 0.7723 0.0601 7.6% 0.0054 0.7% 33% False False 275
100 0.8324 0.7723 0.0601 7.6% 0.0052 0.7% 33% False False 230
120 0.8324 0.7723 0.0601 7.6% 0.0050 0.6% 33% False False 201
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 False
Stretch 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8201
2.618 0.8097
1.618 0.8034
1.000 0.7995
0.618 0.7970
HIGH 0.7931
0.618 0.7907
0.500 0.7899
0.382 0.7892
LOW 0.7868
0.618 0.7828
1.000 0.7804
1.618 0.7765
2.618 0.7701
4.250 0.7598
Fisher Pivots for day following 27-Aug-2021
Pivot 1 day 3 day
R1 0.7915 0.7917
PP 0.7907 0.7912
S1 0.7899 0.7906

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

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