CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 28-Sep-2021
Day Change Summary
Previous Current
27-Sep-2021 28-Sep-2021 Change Change % Previous Week
Open 0.7900 0.7919 0.0019 0.2% 0.7835
High 0.7930 0.7940 0.0010 0.1% 0.7915
Low 0.7891 0.7869 -0.0022 -0.3% 0.7754
Close 0.7923 0.7887 -0.0036 -0.5% 0.7897
Range 0.0039 0.0071 0.0032 80.8% 0.0161
ATR 0.0063 0.0064 0.0001 0.8% 0.0000
Volume 69,322 93,516 24,194 34.9% 437,087
Daily Pivots for day following 28-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.8110 0.8069 0.7925
R3 0.8039 0.7998 0.7906
R2 0.7969 0.7969 0.7899
R1 0.7928 0.7928 0.7893 0.7913
PP 0.7898 0.7898 0.7898 0.7891
S1 0.7857 0.7857 0.7880 0.7843
S2 0.7828 0.7828 0.7874
S3 0.7757 0.7787 0.7867
S4 0.7687 0.7716 0.7848
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 0.7940 0.7795 0.0145 1.8% 0.0069 0.9% 63% True False 83,683
10 0.7940 0.7754 0.0186 2.4% 0.0068 0.9% 72% True False 80,662
20 0.8009 0.7754 0.0255 3.2% 0.0064 0.8% 52% False False 61,951
40 0.8014 0.7723 0.0292 3.7% 0.0058 0.7% 56% False False 31,316
60 0.8127 0.7723 0.0405 5.1% 0.0059 0.8% 41% False False 20,937
80 0.8291 0.7723 0.0568 7.2% 0.0057 0.7% 29% False False 15,754
100 0.8324 0.7723 0.0601 7.6% 0.0055 0.7% 27% False False 12,623
120 0.8324 0.7723 0.0601 7.6% 0.0054 0.7% 27% False False 10,528
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8239
2.618 0.8124
1.618 0.8054
1.000 0.8010
0.618 0.7983
HIGH 0.7940
0.618 0.7913
0.500 0.7904
0.382 0.7896
LOW 0.7869
0.618 0.7825
1.000 0.7799
1.618 0.7755
2.618 0.7684
4.250 0.7569
Fisher Pivots for day following 28-Sep-2021
Pivot 1 day 3 day
R1 0.7904 0.7897
PP 0.7898 0.7893
S1 0.7892 0.7890

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

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