CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 30-Aug-2021
Day Change Summary
Previous Current
27-Aug-2021 30-Aug-2021 Change Change % Previous Week
Open 0.7885 0.7929 0.0044 0.6% 0.7791
High 0.7931 0.7951 0.0020 0.3% 0.7948
Low 0.7868 0.7914 0.0047 0.6% 0.7791
Close 0.7923 0.7931 0.0008 0.1% 0.7923
Range 0.0064 0.0037 -0.0027 -41.7% 0.0157
ATR 0.0058 0.0056 -0.0001 -2.6% 0.0000
Volume 1,144 1,371 227 19.8% 4,272
Daily Pivots for day following 30-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.8043 0.8024 0.7951
R3 0.8006 0.7987 0.7941
R2 0.7969 0.7969 0.7938
R1 0.7950 0.7950 0.7934 0.7960
PP 0.7932 0.7932 0.7932 0.7937
S1 0.7913 0.7913 0.7928 0.7923
S2 0.7895 0.7895 0.7924
S3 0.7858 0.7876 0.7921
S4 0.7821 0.7839 0.7911
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 0.7951 0.7868 0.0084 1.1% 0.0050 0.6% 76% True False 945
10 0.7955 0.7723 0.0232 2.9% 0.0065 0.8% 90% False False 947
20 0.8014 0.7723 0.0292 3.7% 0.0051 0.6% 72% False False 681
40 0.8127 0.7723 0.0405 5.1% 0.0057 0.7% 52% False False 431
60 0.8291 0.7723 0.0568 7.2% 0.0055 0.7% 37% False False 355
80 0.8324 0.7723 0.0601 7.6% 0.0053 0.7% 35% False False 291
100 0.8324 0.7723 0.0601 7.6% 0.0052 0.7% 35% False False 244
120 0.8324 0.7723 0.0601 7.6% 0.0050 0.6% 35% False False 209
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 0.0008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8108
2.618 0.8048
1.618 0.8011
1.000 0.7988
0.618 0.7974
HIGH 0.7951
0.618 0.7937
0.500 0.7933
0.382 0.7928
LOW 0.7914
0.618 0.7891
1.000 0.7877
1.618 0.7854
2.618 0.7817
4.250 0.7757
Fisher Pivots for day following 30-Aug-2021
Pivot 1 day 3 day
R1 0.7933 0.7924
PP 0.7932 0.7917
S1 0.7932 0.7909

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

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