CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 23-Sep-2021
Day Change Summary
Previous Current
22-Sep-2021 23-Sep-2021 Change Change % Previous Week
Open 0.7801 0.7827 0.0026 0.3% 0.7883
High 0.7874 0.7915 0.0041 0.5% 0.7935
Low 0.7795 0.7814 0.0019 0.2% 0.7828
Close 0.7825 0.7905 0.0080 1.0% 0.7845
Range 0.0079 0.0101 0.0022 27.2% 0.0108
ATR 0.0063 0.0066 0.0003 4.2% 0.0000
Volume 94,350 89,713 -4,637 -4.9% 350,044
Daily Pivots for day following 23-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.8179 0.8142 0.7960
R3 0.8079 0.8042 0.7932
R2 0.7978 0.7978 0.7923
R1 0.7941 0.7941 0.7914 0.7960
PP 0.7878 0.7878 0.7878 0.7887
S1 0.7841 0.7841 0.7895 0.7859
S2 0.7777 0.7777 0.7886
S3 0.7677 0.7740 0.7877
S4 0.7576 0.7640 0.7849
Weekly Pivots for week ending 17-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.8192 0.8126 0.7904
R3 0.8084 0.8018 0.7874
R2 0.7977 0.7977 0.7864
R1 0.7911 0.7911 0.7854 0.7890
PP 0.7869 0.7869 0.7869 0.7859
S1 0.7803 0.7803 0.7835 0.7782
S2 0.7762 0.7762 0.7825
S3 0.7654 0.7696 0.7815
S4 0.7547 0.7588 0.7785
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7915 0.7754 0.0161 2.0% 0.0083 1.0% 94% True False 88,992
10 0.7947 0.7754 0.0193 2.4% 0.0068 0.9% 78% False False 81,821
20 0.8009 0.7754 0.0255 3.2% 0.0064 0.8% 59% False False 50,399
40 0.8048 0.7723 0.0326 4.1% 0.0057 0.7% 56% False False 25,476
60 0.8127 0.7723 0.0405 5.1% 0.0059 0.8% 45% False False 17,036
80 0.8311 0.7723 0.0588 7.4% 0.0057 0.7% 31% False False 12,830
100 0.8324 0.7723 0.0601 7.6% 0.0055 0.7% 30% False False 10,283
120 0.8324 0.7723 0.0601 7.6% 0.0053 0.7% 30% False False 8,576
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 22 trading days
Fibonacci Retracements and Extensions
4.250 0.8342
2.618 0.8178
1.618 0.8077
1.000 0.8015
0.618 0.7977
HIGH 0.7915
0.618 0.7876
0.500 0.7864
0.382 0.7852
LOW 0.7814
0.618 0.7752
1.000 0.7714
1.618 0.7651
2.618 0.7551
4.250 0.7387
Fisher Pivots for day following 23-Sep-2021
Pivot 1 day 3 day
R1 0.7891 0.7886
PP 0.7878 0.7867
S1 0.7864 0.7848

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

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