CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 01-Sep-2021
Day Change Summary
Previous Current
31-Aug-2021 01-Sep-2021 Change Change % Previous Week
Open 0.7932 0.7928 -0.0004 -0.1% 0.7791
High 0.7954 0.7948 -0.0006 -0.1% 0.7948
Low 0.7902 0.7913 0.0011 0.1% 0.7791
Close 0.7931 0.7926 -0.0006 -0.1% 0.7923
Range 0.0052 0.0035 -0.0017 -32.0% 0.0157
ATR 0.0056 0.0054 -0.0001 -2.7% 0.0000
Volume 2,821 2,451 -370 -13.1% 4,272
Daily Pivots for day following 01-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.8034 0.8015 0.7945
R3 0.7999 0.7980 0.7935
R2 0.7964 0.7964 0.7932
R1 0.7945 0.7945 0.7929 0.7937
PP 0.7929 0.7929 0.7929 0.7925
S1 0.7910 0.7910 0.7922 0.7902
S2 0.7894 0.7894 0.7919
S3 0.7859 0.7875 0.7916
S4 0.7824 0.7840 0.7906
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% 67% False False 1,717
10 0.7954 0.7723 0.0231 2.9% 0.0065 0.8% 88% False False 1,366
20 0.8014 0.7723 0.0292 3.7% 0.0052 0.7% 70% False False 921
40 0.8048 0.7723 0.0326 4.1% 0.0054 0.7% 62% False False 557
60 0.8288 0.7723 0.0566 7.1% 0.0056 0.7% 36% False False 431
80 0.8324 0.7723 0.0601 7.6% 0.0053 0.7% 34% False False 354
100 0.8324 0.7723 0.0601 7.6% 0.0052 0.7% 34% False False 296
120 0.8324 0.7723 0.0601 7.6% 0.0050 0.6% 34% False False 251
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8096
2.618 0.8039
1.618 0.8004
1.000 0.7983
0.618 0.7969
HIGH 0.7948
0.618 0.7934
0.500 0.7930
0.382 0.7926
LOW 0.7913
0.618 0.7891
1.000 0.7878
1.618 0.7856
2.618 0.7821
4.250 0.7764
Fisher Pivots for day following 01-Sep-2021
Pivot 1 day 3 day
R1 0.7930 0.7928
PP 0.7929 0.7927
S1 0.7927 0.7926

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

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