CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 02-Sep-2021
Day Change Summary
Previous Current
01-Sep-2021 02-Sep-2021 Change Change % Previous Week
Open 0.7928 0.7922 -0.0006 -0.1% 0.7791
High 0.7948 0.7968 0.0020 0.3% 0.7948
Low 0.7913 0.7912 -0.0001 0.0% 0.7791
Close 0.7926 0.7964 0.0038 0.5% 0.7923
Range 0.0035 0.0056 0.0021 58.6% 0.0157
ATR 0.0054 0.0054 0.0000 0.1% 0.0000
Volume 2,451 2,162 -289 -11.8% 4,272
Daily Pivots for day following 02-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.8114 0.8094 0.7994
R3 0.8059 0.8039 0.7979
R2 0.8003 0.8003 0.7974
R1 0.7983 0.7983 0.7969 0.7993
PP 0.7948 0.7948 0.7948 0.7953
S1 0.7928 0.7928 0.7958 0.7938
S2 0.7892 0.7892 0.7953
S3 0.7837 0.7872 0.7948
S4 0.7781 0.7817 0.7933
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 0.7968 0.7868 0.0100 1.3% 0.0049 0.6% 96% True False 1,989
10 0.7968 0.7723 0.0245 3.1% 0.0059 0.7% 98% True False 1,371
20 0.8006 0.7723 0.0283 3.6% 0.0052 0.7% 85% False False 1,020
40 0.8048 0.7723 0.0326 4.1% 0.0054 0.7% 74% False False 608
60 0.8283 0.7723 0.0560 7.0% 0.0056 0.7% 43% False False 462
80 0.8324 0.7723 0.0601 7.5% 0.0054 0.7% 40% False False 381
100 0.8324 0.7723 0.0601 7.5% 0.0052 0.7% 40% False False 317
120 0.8324 0.7723 0.0601 7.5% 0.0051 0.6% 40% False False 269
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8203
2.618 0.8113
1.618 0.8057
1.000 0.8023
0.618 0.8002
HIGH 0.7968
0.618 0.7946
0.500 0.7940
0.382 0.7933
LOW 0.7912
0.618 0.7878
1.000 0.7857
1.618 0.7822
2.618 0.7767
4.250 0.7676
Fisher Pivots for day following 02-Sep-2021
Pivot 1 day 3 day
R1 0.7956 0.7954
PP 0.7948 0.7944
S1 0.7940 0.7935

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

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