CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 14-Sep-2021
Day Change Summary
Previous Current
13-Sep-2021 14-Sep-2021 Change Change % Previous Week
Open 0.7883 0.7906 0.0023 0.3% 0.7980
High 0.7912 0.7935 0.0024 0.3% 0.7986
Low 0.7876 0.7874 -0.0003 0.0% 0.7835
Close 0.7894 0.7882 -0.0012 -0.2% 0.7899
Range 0.0036 0.0062 0.0026 73.2% 0.0152
ATR 0.0058 0.0058 0.0000 0.4% 0.0000
Volume 76,918 66,423 -10,495 -13.6% 274,151
Daily Pivots for day following 14-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.8081 0.8043 0.7916
R3 0.8020 0.7982 0.7899
R2 0.7958 0.7958 0.7893
R1 0.7920 0.7920 0.7888 0.7909
PP 0.7897 0.7897 0.7897 0.7891
S1 0.7859 0.7859 0.7876 0.7847
S2 0.7835 0.7835 0.7871
S3 0.7774 0.7797 0.7865
S4 0.7712 0.7736 0.7848
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 0.7947 0.7835 0.0112 1.4% 0.0063 0.8% 42% False False 77,962
10 0.8009 0.7835 0.0174 2.2% 0.0059 0.8% 27% False False 43,239
20 0.8009 0.7723 0.0286 3.6% 0.0062 0.8% 56% False False 22,093
40 0.8048 0.7723 0.0326 4.1% 0.0054 0.7% 49% False False 11,199
60 0.8159 0.7723 0.0437 5.5% 0.0057 0.7% 37% False False 7,504
80 0.8324 0.7723 0.0601 7.6% 0.0054 0.7% 27% False False 5,689
100 0.8324 0.7723 0.0601 7.6% 0.0053 0.7% 27% False False 4,562
120 0.8324 0.7723 0.0601 7.6% 0.0051 0.7% 27% False False 3,809
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8196
2.618 0.8096
1.618 0.8035
1.000 0.7997
0.618 0.7973
HIGH 0.7935
0.618 0.7912
0.500 0.7904
0.382 0.7897
LOW 0.7874
0.618 0.7835
1.000 0.7812
1.618 0.7774
2.618 0.7712
4.250 0.7612
Fisher Pivots for day following 14-Sep-2021
Pivot 1 day 3 day
R1 0.7904 0.7910
PP 0.7897 0.7901
S1 0.7889 0.7891

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

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