CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 24-Sep-2021
Day Change Summary
Previous Current
23-Sep-2021 24-Sep-2021 Change Change % Previous Week
Open 0.7827 0.7900 0.0073 0.9% 0.7835
High 0.7915 0.7910 -0.0005 -0.1% 0.7915
Low 0.7814 0.7854 0.0040 0.5% 0.7754
Close 0.7905 0.7897 -0.0008 -0.1% 0.7897
Range 0.0101 0.0056 -0.0045 -44.3% 0.0161
ATR 0.0066 0.0065 -0.0001 -1.1% 0.0000
Volume 89,713 71,514 -18,199 -20.3% 437,087
Daily Pivots for day following 24-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.8055 0.8032 0.7928
R3 0.7999 0.7976 0.7912
R2 0.7943 0.7943 0.7907
R1 0.7920 0.7920 0.7902 0.7904
PP 0.7887 0.7887 0.7887 0.7879
S1 0.7864 0.7864 0.7892 0.7848
S2 0.7831 0.7831 0.7887
S3 0.7775 0.7808 0.7882
S4 0.7719 0.7752 0.7866
Weekly Pivots for week ending 24-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.8338 0.8279 0.7986
R3 0.8177 0.8118 0.7941
R2 0.8016 0.8016 0.7927
R1 0.7957 0.7957 0.7912 0.7986
PP 0.7855 0.7855 0.7855 0.7870
S1 0.7796 0.7796 0.7882 0.7825
S2 0.7694 0.7694 0.7867
S3 0.7533 0.7635 0.7853
S4 0.7372 0.7474 0.7808
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% 0.0077 1.0% 89% False False 87,417
10 0.7935 0.7754 0.0182 2.3% 0.0067 0.8% 79% False False 78,713
20 0.8009 0.7754 0.0255 3.2% 0.0063 0.8% 56% False False 53,934
40 0.8048 0.7723 0.0326 4.1% 0.0057 0.7% 54% False False 27,261
60 0.8127 0.7723 0.0405 5.1% 0.0060 0.8% 43% False False 18,227
80 0.8311 0.7723 0.0588 7.4% 0.0057 0.7% 30% False False 13,721
100 0.8324 0.7723 0.0601 7.6% 0.0055 0.7% 29% False False 10,997
120 0.8324 0.7723 0.0601 7.6% 0.0053 0.7% 29% False False 9,172
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8148
2.618 0.8057
1.618 0.8001
1.000 0.7966
0.618 0.7945
HIGH 0.7910
0.618 0.7889
0.500 0.7882
0.382 0.7875
LOW 0.7854
0.618 0.7819
1.000 0.7798
1.618 0.7763
2.618 0.7707
4.250 0.7616
Fisher Pivots for day following 24-Sep-2021
Pivot 1 day 3 day
R1 0.7892 0.7883
PP 0.7887 0.7869
S1 0.7882 0.7855

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

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