CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 15-Sep-2021
Day Change Summary
Previous Current
14-Sep-2021 15-Sep-2021 Change Change % Previous Week
Open 0.7906 0.7879 -0.0027 -0.3% 0.7980
High 0.7935 0.7920 -0.0015 -0.2% 0.7986
Low 0.7874 0.7868 -0.0006 -0.1% 0.7835
Close 0.7882 0.7910 0.0028 0.4% 0.7899
Range 0.0062 0.0053 -0.0009 -14.6% 0.0152
ATR 0.0058 0.0058 0.0000 -0.7% 0.0000
Volume 66,423 66,102 -321 -0.5% 274,151
Daily Pivots for day following 15-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.8057 0.8036 0.7939
R3 0.8004 0.7983 0.7924
R2 0.7952 0.7952 0.7920
R1 0.7931 0.7931 0.7915 0.7941
PP 0.7899 0.7899 0.7899 0.7904
S1 0.7878 0.7878 0.7905 0.7889
S2 0.7847 0.7847 0.7900
S3 0.7794 0.7826 0.7896
S4 0.7742 0.7773 0.7881
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 0.7856 0.0091 1.2% 0.0057 0.7% 60% False False 78,311
10 0.8009 0.7835 0.0174 2.2% 0.0059 0.8% 43% False False 49,567
20 0.8009 0.7723 0.0286 3.6% 0.0062 0.8% 66% False False 25,369
40 0.8048 0.7723 0.0326 4.1% 0.0053 0.7% 58% False False 12,846
60 0.8159 0.7723 0.0437 5.5% 0.0056 0.7% 43% False False 8,605
80 0.8324 0.7723 0.0601 7.6% 0.0055 0.7% 31% False False 6,514
100 0.8324 0.7723 0.0601 7.6% 0.0053 0.7% 31% False False 5,223
120 0.8324 0.7723 0.0601 7.6% 0.0051 0.6% 31% False False 4,360
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8143
2.618 0.8057
1.618 0.8005
1.000 0.7973
0.618 0.7952
HIGH 0.7920
0.618 0.7900
0.500 0.7894
0.382 0.7888
LOW 0.7868
0.618 0.7835
1.000 0.7815
1.618 0.7783
2.618 0.7730
4.250 0.7644
Fisher Pivots for day following 15-Sep-2021
Pivot 1 day 3 day
R1 0.7905 0.7907
PP 0.7899 0.7904
S1 0.7894 0.7901

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

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