CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 05-Oct-2021
Day Change Summary
Previous Current
04-Oct-2021 05-Oct-2021 Change Change % Previous Week
Open 0.7910 0.7944 0.0035 0.4% 0.7900
High 0.7963 0.7971 0.0008 0.1% 0.7940
Low 0.7902 0.7918 0.0016 0.2% 0.7827
Close 0.7948 0.7950 0.0002 0.0% 0.7913
Range 0.0062 0.0053 -0.0009 -13.8% 0.0113
ATR 0.0065 0.0064 -0.0001 -1.3% 0.0000
Volume 80,149 69,591 -10,558 -13.2% 446,414
Daily Pivots for day following 05-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.8105 0.8081 0.7979
R3 0.8052 0.8028 0.7965
R2 0.7999 0.7999 0.7960
R1 0.7975 0.7975 0.7955 0.7987
PP 0.7946 0.7946 0.7946 0.7952
S1 0.7922 0.7922 0.7945 0.7934
S2 0.7893 0.7893 0.7940
S3 0.7840 0.7869 0.7935
S4 0.7787 0.7816 0.7921
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 0.7971 0.7827 0.0144 1.8% 0.0066 0.8% 86% True False 86,663
10 0.7971 0.7795 0.0176 2.2% 0.0068 0.9% 88% True False 85,173
20 0.7971 0.7754 0.0217 2.7% 0.0067 0.8% 91% True False 81,487
40 0.8009 0.7723 0.0286 3.6% 0.0060 0.8% 80% False False 42,103
60 0.8048 0.7723 0.0326 4.1% 0.0059 0.7% 70% False False 28,151
80 0.8243 0.7723 0.0520 6.5% 0.0059 0.7% 44% False False 21,137
100 0.8324 0.7723 0.0601 7.6% 0.0056 0.7% 38% False False 16,952
120 0.8324 0.7723 0.0601 7.6% 0.0055 0.7% 38% False False 14,137
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 0.0014
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8196
2.618 0.8109
1.618 0.8056
1.000 0.8024
0.618 0.8003
HIGH 0.7971
0.618 0.7950
0.500 0.7944
0.382 0.7938
LOW 0.7918
0.618 0.7885
1.000 0.7865
1.618 0.7832
2.618 0.7779
4.250 0.7692
Fisher Pivots for day following 05-Oct-2021
Pivot 1 day 3 day
R1 0.7948 0.7937
PP 0.7946 0.7923
S1 0.7944 0.7910

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

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