CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 30-Sep-2021
Day Change Summary
Previous Current
29-Sep-2021 30-Sep-2021 Change Change % Previous Week
Open 0.7883 0.7838 -0.0045 -0.6% 0.7835
High 0.7893 0.7917 0.0024 0.3% 0.7915
Low 0.7827 0.7835 0.0008 0.1% 0.7754
Close 0.7844 0.7899 0.0055 0.7% 0.7897
Range 0.0066 0.0082 0.0016 24.2% 0.0161
ATR 0.0064 0.0065 0.0001 2.0% 0.0000
Volume 81,718 108,452 26,734 32.7% 437,087
Daily Pivots for day following 30-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.8129 0.8096 0.7944
R3 0.8047 0.8014 0.7922
R2 0.7965 0.7965 0.7914
R1 0.7932 0.7932 0.7907 0.7949
PP 0.7883 0.7883 0.7883 0.7892
S1 0.7850 0.7850 0.7891 0.7867
S2 0.7801 0.7801 0.7884
S3 0.7719 0.7768 0.7876
S4 0.7637 0.7686 0.7854
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 0.7827 0.0113 1.4% 0.0063 0.8% 64% False False 84,904
10 0.7940 0.7754 0.0186 2.4% 0.0073 0.9% 78% False False 86,948
20 0.8009 0.7754 0.0255 3.2% 0.0067 0.8% 57% False False 71,195
40 0.8014 0.7723 0.0292 3.7% 0.0059 0.7% 61% False False 36,058
60 0.8048 0.7723 0.0326 4.1% 0.0059 0.7% 54% False False 24,103
80 0.8288 0.7723 0.0566 7.2% 0.0059 0.7% 31% False False 18,122
100 0.8324 0.7723 0.0601 7.6% 0.0056 0.7% 29% False False 14,523
120 0.8324 0.7723 0.0601 7.6% 0.0055 0.7% 29% False False 12,113
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8265
2.618 0.8131
1.618 0.8049
1.000 0.7999
0.618 0.7967
HIGH 0.7917
0.618 0.7885
0.500 0.7876
0.382 0.7866
LOW 0.7835
0.618 0.7784
1.000 0.7753
1.618 0.7702
2.618 0.7620
4.250 0.7486
Fisher Pivots for day following 30-Sep-2021
Pivot 1 day 3 day
R1 0.7891 0.7894
PP 0.7883 0.7889
S1 0.7876 0.7883

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

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