CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 31-Aug-2021
Day Change Summary
Previous Current
30-Aug-2021 31-Aug-2021 Change Change % Previous Week
Open 0.7929 0.7932 0.0003 0.0% 0.7791
High 0.7951 0.7954 0.0003 0.0% 0.7948
Low 0.7914 0.7902 -0.0012 -0.2% 0.7791
Close 0.7931 0.7931 0.0000 0.0% 0.7923
Range 0.0037 0.0052 0.0015 39.2% 0.0157
ATR 0.0056 0.0056 0.0000 -0.6% 0.0000
Volume 1,371 2,821 1,450 105.8% 4,272
Daily Pivots for day following 31-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.8083 0.8059 0.7959
R3 0.8032 0.8007 0.7945
R2 0.7980 0.7980 0.7940
R1 0.7956 0.7956 0.7936 0.7942
PP 0.7929 0.7929 0.7929 0.7922
S1 0.7904 0.7904 0.7926 0.7891
S2 0.7877 0.7877 0.7922
S3 0.7826 0.7853 0.7917
S4 0.7774 0.7801 0.7903
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 0.7954 0.7868 0.0086 1.1% 0.0051 0.6% 74% True False 1,340
10 0.7954 0.7723 0.0231 2.9% 0.0065 0.8% 90% True False 1,170
20 0.8014 0.7723 0.0292 3.7% 0.0051 0.6% 72% False False 806
40 0.8049 0.7723 0.0326 4.1% 0.0055 0.7% 64% False False 496
60 0.8288 0.7723 0.0566 7.1% 0.0056 0.7% 37% False False 392
80 0.8324 0.7723 0.0601 7.6% 0.0053 0.7% 35% False False 325
100 0.8324 0.7723 0.0601 7.6% 0.0052 0.7% 35% False False 272
120 0.8324 0.7723 0.0601 7.6% 0.0051 0.6% 35% False False 232
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8172
2.618 0.8088
1.618 0.8037
1.000 0.8005
0.618 0.7985
HIGH 0.7954
0.618 0.7934
0.500 0.7928
0.382 0.7922
LOW 0.7902
0.618 0.7870
1.000 0.7851
1.618 0.7819
2.618 0.7767
4.250 0.7683
Fisher Pivots for day following 31-Aug-2021
Pivot 1 day 3 day
R1 0.7930 0.7924
PP 0.7929 0.7917
S1 0.7928 0.7911

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

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