CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 07-Sep-2021
Day Change Summary
Previous Current
03-Sep-2021 07-Sep-2021 Change Change % Previous Week
Open 0.7966 0.7980 0.0015 0.2% 0.7929
High 0.8009 0.7986 -0.0023 -0.3% 0.8009
Low 0.7962 0.7899 -0.0063 -0.8% 0.7902
Close 0.7990 0.7909 -0.0082 -1.0% 0.7990
Range 0.0047 0.0087 0.0040 85.1% 0.0107
ATR 0.0054 0.0057 0.0003 4.9% 0.0000
Volume 7,467 27,681 20,214 270.7% 16,272
Daily Pivots for day following 07-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.8192 0.8137 0.7956
R3 0.8105 0.8050 0.7932
R2 0.8018 0.8018 0.7924
R1 0.7963 0.7963 0.7916 0.7947
PP 0.7931 0.7931 0.7931 0.7923
S1 0.7876 0.7876 0.7901 0.7860
S2 0.7844 0.7844 0.7893
S3 0.7757 0.7789 0.7885
S4 0.7670 0.7702 0.7861
Weekly Pivots for week ending 03-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.8286 0.8245 0.8049
R3 0.8180 0.8138 0.8019
R2 0.8073 0.8073 0.8010
R1 0.8032 0.8032 0.8000 0.8053
PP 0.7967 0.7967 0.7967 0.7977
S1 0.7925 0.7925 0.7980 0.7946
S2 0.7860 0.7860 0.7970
S3 0.7754 0.7819 0.7961
S4 0.7647 0.7712 0.7931
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8009 0.7899 0.0110 1.4% 0.0055 0.7% 9% False True 8,516
10 0.8009 0.7868 0.0141 1.8% 0.0053 0.7% 29% False False 4,730
20 0.8009 0.7723 0.0286 3.6% 0.0054 0.7% 65% False False 2,720
40 0.8048 0.7723 0.0326 4.1% 0.0055 0.7% 57% False False 1,483
60 0.8243 0.7723 0.0520 6.6% 0.0057 0.7% 36% False False 1,020
80 0.8324 0.7723 0.0601 7.6% 0.0054 0.7% 31% False False 818
100 0.8324 0.7723 0.0601 7.6% 0.0053 0.7% 31% False False 667
120 0.8324 0.7723 0.0601 7.6% 0.0051 0.6% 31% False False 562
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.8356
2.618 0.8214
1.618 0.8127
1.000 0.8073
0.618 0.8040
HIGH 0.7986
0.618 0.7953
0.500 0.7943
0.382 0.7932
LOW 0.7899
0.618 0.7845
1.000 0.7812
1.618 0.7758
2.618 0.7671
4.250 0.7529
Fisher Pivots for day following 07-Sep-2021
Pivot 1 day 3 day
R1 0.7943 0.7954
PP 0.7931 0.7939
S1 0.7920 0.7924

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

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