CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 27-Sep-2021
Day Change Summary
Previous Current
24-Sep-2021 27-Sep-2021 Change Change % Previous Week
Open 0.7900 0.7900 -0.0001 0.0% 0.7835
High 0.7910 0.7930 0.0020 0.2% 0.7915
Low 0.7854 0.7891 0.0037 0.5% 0.7754
Close 0.7897 0.7923 0.0026 0.3% 0.7897
Range 0.0056 0.0039 -0.0017 -30.4% 0.0161
ATR 0.0065 0.0063 -0.0002 -2.9% 0.0000
Volume 71,514 69,322 -2,192 -3.1% 437,087
Daily Pivots for day following 27-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.8031 0.8016 0.7944
R3 0.7992 0.7977 0.7933
R2 0.7953 0.7953 0.7930
R1 0.7938 0.7938 0.7926 0.7946
PP 0.7914 0.7914 0.7914 0.7918
S1 0.7899 0.7899 0.7919 0.7907
S2 0.7875 0.7875 0.7915
S3 0.7836 0.7860 0.7912
S4 0.7797 0.7821 0.7901
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 0.7930 0.7782 0.0148 1.9% 0.0068 0.9% 95% True False 81,385
10 0.7935 0.7754 0.0182 2.3% 0.0067 0.8% 93% False False 77,953
20 0.8009 0.7754 0.0255 3.2% 0.0062 0.8% 66% False False 57,343
40 0.8028 0.7723 0.0306 3.9% 0.0057 0.7% 65% False False 28,981
60 0.8127 0.7723 0.0405 5.1% 0.0059 0.8% 49% False False 19,381
80 0.8291 0.7723 0.0568 7.2% 0.0057 0.7% 35% False False 14,586
100 0.8324 0.7723 0.0601 7.6% 0.0055 0.7% 33% False False 11,689
120 0.8324 0.7723 0.0601 7.6% 0.0053 0.7% 33% False False 9,749
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 10 trading days
Fibonacci Retracements and Extensions
4.250 0.8095
2.618 0.8032
1.618 0.7993
1.000 0.7969
0.618 0.7954
HIGH 0.7930
0.618 0.7915
0.500 0.7910
0.382 0.7905
LOW 0.7891
0.618 0.7866
1.000 0.7852
1.618 0.7827
2.618 0.7788
4.250 0.7725
Fisher Pivots for day following 27-Sep-2021
Pivot 1 day 3 day
R1 0.7918 0.7906
PP 0.7914 0.7889
S1 0.7910 0.7872

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

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