CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 04-Oct-2021
Day Change Summary
Previous Current
01-Oct-2021 04-Oct-2021 Change Change % Previous Week
Open 0.7885 0.7910 0.0025 0.3% 0.7900
High 0.7919 0.7963 0.0045 0.6% 0.7940
Low 0.7849 0.7902 0.0053 0.7% 0.7827
Close 0.7913 0.7948 0.0035 0.4% 0.7913
Range 0.0070 0.0062 -0.0008 -11.5% 0.0113
ATR 0.0066 0.0065 0.0000 -0.4% 0.0000
Volume 93,406 80,149 -13,257 -14.2% 446,414
Daily Pivots for day following 04-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.8122 0.8097 0.7982
R3 0.8061 0.8035 0.7965
R2 0.7999 0.7999 0.7959
R1 0.7974 0.7974 0.7954 0.7986
PP 0.7938 0.7938 0.7938 0.7944
S1 0.7912 0.7912 0.7942 0.7925
S2 0.7876 0.7876 0.7937
S3 0.7815 0.7851 0.7931
S4 0.7753 0.7789 0.7914
Weekly Pivots for week ending 01-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.8231 0.8184 0.7975
R3 0.8118 0.8072 0.7944
R2 0.8006 0.8006 0.7934
R1 0.7959 0.7959 0.7923 0.7983
PP 0.7893 0.7893 0.7893 0.7905
S1 0.7847 0.7847 0.7903 0.7870
S2 0.7781 0.7781 0.7892
S3 0.7668 0.7734 0.7882
S4 0.7556 0.7622 0.7851
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7963 0.7827 0.0136 1.7% 0.0070 0.9% 89% True False 91,448
10 0.7963 0.7782 0.0182 2.3% 0.0069 0.9% 92% True False 86,417
20 0.7986 0.7754 0.0233 2.9% 0.0068 0.9% 84% False False 79,392
40 0.8009 0.7723 0.0286 3.6% 0.0060 0.8% 79% False False 40,386
60 0.8048 0.7723 0.0326 4.1% 0.0058 0.7% 69% False False 26,993
80 0.8275 0.7723 0.0553 7.0% 0.0059 0.7% 41% False False 20,270
100 0.8324 0.7723 0.0601 7.6% 0.0056 0.7% 38% False False 16,257
120 0.8324 0.7723 0.0601 7.6% 0.0055 0.7% 38% False False 13,558
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0013
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8224
2.618 0.8124
1.618 0.8063
1.000 0.8025
0.618 0.8001
HIGH 0.7963
0.618 0.7940
0.500 0.7932
0.382 0.7925
LOW 0.7902
0.618 0.7863
1.000 0.7840
1.618 0.7802
2.618 0.7740
4.250 0.7640
Fisher Pivots for day following 04-Oct-2021
Pivot 1 day 3 day
R1 0.7943 0.7932
PP 0.7938 0.7915
S1 0.7932 0.7899

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

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