CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 13-Sep-2021
Day Change Summary
Previous Current
10-Sep-2021 13-Sep-2021 Change Change % Previous Week
Open 0.7895 0.7883 -0.0013 -0.2% 0.7980
High 0.7947 0.7912 -0.0035 -0.4% 0.7986
Low 0.7876 0.7876 0.0000 0.0% 0.7835
Close 0.7899 0.7894 -0.0005 -0.1% 0.7899
Range 0.0071 0.0036 -0.0035 -49.6% 0.0152
ATR 0.0060 0.0058 -0.0002 -2.9% 0.0000
Volume 102,597 76,918 -25,679 -25.0% 274,151
Daily Pivots for day following 13-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.8000 0.7983 0.7914
R3 0.7965 0.7947 0.7904
R2 0.7929 0.7929 0.7901
R1 0.7912 0.7912 0.7897 0.7921
PP 0.7894 0.7894 0.7894 0.7898
S1 0.7876 0.7876 0.7891 0.7885
S2 0.7858 0.7858 0.7887
S3 0.7823 0.7841 0.7884
S4 0.7787 0.7805 0.7874
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 0.7986 0.7835 0.0152 1.9% 0.0068 0.9% 39% False False 70,213
10 0.8009 0.7835 0.0174 2.2% 0.0057 0.7% 34% False False 36,734
20 0.8009 0.7723 0.0286 3.6% 0.0061 0.8% 60% False False 18,790
40 0.8048 0.7723 0.0326 4.1% 0.0055 0.7% 53% False False 9,551
60 0.8159 0.7723 0.0437 5.5% 0.0057 0.7% 39% False False 6,399
80 0.8324 0.7723 0.0601 7.6% 0.0054 0.7% 29% False False 4,859
100 0.8324 0.7723 0.0601 7.6% 0.0052 0.7% 29% False False 3,898
120 0.8324 0.7723 0.0601 7.6% 0.0051 0.6% 29% False False 3,255
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0013
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8062
2.618 0.8004
1.618 0.7969
1.000 0.7947
0.618 0.7933
HIGH 0.7912
0.618 0.7898
0.500 0.7894
0.382 0.7890
LOW 0.7876
0.618 0.7854
1.000 0.7841
1.618 0.7819
2.618 0.7783
4.250 0.7725
Fisher Pivots for day following 13-Sep-2021
Pivot 1 day 3 day
R1 0.7894 0.7901
PP 0.7894 0.7899
S1 0.7894 0.7896

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

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