CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 10-Sep-2021
Day Change Summary
Previous Current
09-Sep-2021 10-Sep-2021 Change Change % Previous Week
Open 0.7880 0.7895 0.0015 0.2% 0.7980
High 0.7921 0.7947 0.0026 0.3% 0.7986
Low 0.7856 0.7876 0.0021 0.3% 0.7835
Close 0.7905 0.7899 -0.0006 -0.1% 0.7899
Range 0.0065 0.0071 0.0006 8.5% 0.0152
ATR 0.0059 0.0060 0.0001 1.4% 0.0000
Volume 79,519 102,597 23,078 29.0% 274,151
Daily Pivots for day following 10-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.8119 0.8079 0.7937
R3 0.8048 0.8009 0.7918
R2 0.7978 0.7978 0.7911
R1 0.7938 0.7938 0.7905 0.7958
PP 0.7907 0.7907 0.7907 0.7917
S1 0.7868 0.7868 0.7892 0.7887
S2 0.7837 0.7837 0.7886
S3 0.7766 0.7797 0.7879
S4 0.7696 0.7727 0.7860
Weekly Pivots for week ending 10-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.8361 0.8281 0.7982
R3 0.8209 0.8130 0.7940
R2 0.8058 0.8058 0.7926
R1 0.7978 0.7978 0.7912 0.7942
PP 0.7906 0.7906 0.7906 0.7888
S1 0.7827 0.7827 0.7885 0.7791
S2 0.7755 0.7755 0.7871
S3 0.7603 0.7675 0.7857
S4 0.7452 0.7524 0.7815
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8009 0.7835 0.0174 2.2% 0.0071 0.9% 37% False False 56,323
10 0.8009 0.7835 0.0174 2.2% 0.0060 0.8% 37% False False 29,156
20 0.8009 0.7723 0.0286 3.6% 0.0060 0.8% 62% False False 14,970
40 0.8048 0.7723 0.0326 4.1% 0.0055 0.7% 54% False False 7,635
60 0.8159 0.7723 0.0437 5.5% 0.0058 0.7% 40% False False 5,120
80 0.8324 0.7723 0.0601 7.6% 0.0055 0.7% 29% False False 3,898
100 0.8324 0.7723 0.0601 7.6% 0.0053 0.7% 29% False False 3,130
120 0.8324 0.7723 0.0601 7.6% 0.0051 0.6% 29% False False 2,615
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8246
2.618 0.8131
1.618 0.8061
1.000 0.8017
0.618 0.7990
HIGH 0.7947
0.618 0.7920
0.500 0.7911
0.382 0.7903
LOW 0.7876
0.618 0.7832
1.000 0.7806
1.618 0.7762
2.618 0.7691
4.250 0.7576
Fisher Pivots for day following 10-Sep-2021
Pivot 1 day 3 day
R1 0.7911 0.7896
PP 0.7907 0.7893
S1 0.7903 0.7891

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

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