CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 16-Sep-2021
Day Change Summary
Previous Current
15-Sep-2021 16-Sep-2021 Change Change % Previous Week
Open 0.7879 0.7919 0.0040 0.5% 0.7980
High 0.7920 0.7925 0.0005 0.1% 0.7986
Low 0.7868 0.7874 0.0006 0.1% 0.7835
Close 0.7910 0.7886 -0.0024 -0.3% 0.7899
Range 0.0053 0.0052 -0.0001 -1.9% 0.0152
ATR 0.0058 0.0057 0.0000 -0.8% 0.0000
Volume 66,102 61,212 -4,890 -7.4% 274,151
Daily Pivots for day following 16-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.8049 0.8019 0.7914
R3 0.7998 0.7968 0.7900
R2 0.7946 0.7946 0.7895
R1 0.7916 0.7916 0.7891 0.7906
PP 0.7895 0.7895 0.7895 0.7890
S1 0.7865 0.7865 0.7881 0.7854
S2 0.7843 0.7843 0.7877
S3 0.7792 0.7813 0.7872
S4 0.7740 0.7762 0.7858
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 0.7868 0.0079 1.0% 0.0054 0.7% 23% False False 74,650
10 0.8009 0.7835 0.0174 2.2% 0.0061 0.8% 30% False False 55,443
20 0.8009 0.7723 0.0286 3.6% 0.0063 0.8% 57% False False 28,405
40 0.8048 0.7723 0.0326 4.1% 0.0052 0.7% 50% False False 14,372
60 0.8159 0.7723 0.0437 5.5% 0.0056 0.7% 37% False False 9,624
80 0.8324 0.7723 0.0601 7.6% 0.0055 0.7% 27% False False 7,279
100 0.8324 0.7723 0.0601 7.6% 0.0053 0.7% 27% False False 5,835
120 0.8324 0.7723 0.0601 7.6% 0.0052 0.7% 27% False False 4,870
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 0.0013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8144
2.618 0.8060
1.618 0.8008
1.000 0.7977
0.618 0.7957
HIGH 0.7925
0.618 0.7905
0.500 0.7899
0.382 0.7893
LOW 0.7874
0.618 0.7842
1.000 0.7822
1.618 0.7790
2.618 0.7739
4.250 0.7655
Fisher Pivots for day following 16-Sep-2021
Pivot 1 day 3 day
R1 0.7899 0.7901
PP 0.7895 0.7896
S1 0.7890 0.7891

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.