CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 07-Oct-2021
Day Change Summary
Previous Current
06-Oct-2021 07-Oct-2021 Change Change % Previous Week
Open 0.7948 0.7941 -0.0007 -0.1% 0.7900
High 0.7950 0.7974 0.0025 0.3% 0.7940
Low 0.7906 0.7937 0.0031 0.4% 0.7827
Close 0.7942 0.7965 0.0024 0.3% 0.7913
Range 0.0044 0.0038 -0.0007 -14.8% 0.0113
ATR 0.0063 0.0061 -0.0002 -2.9% 0.0000
Volume 80,317 63,527 -16,790 -20.9% 446,414
Daily Pivots for day following 07-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.8071 0.8056 0.7986
R3 0.8034 0.8018 0.7975
R2 0.7996 0.7996 0.7972
R1 0.7981 0.7981 0.7968 0.7988
PP 0.7959 0.7959 0.7959 0.7962
S1 0.7943 0.7943 0.7962 0.7951
S2 0.7921 0.7921 0.7958
S3 0.7884 0.7906 0.7955
S4 0.7846 0.7868 0.7944
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 0.7974 0.7849 0.0125 1.6% 0.0053 0.7% 93% True False 77,398
10 0.7974 0.7827 0.0147 1.8% 0.0058 0.7% 94% True False 81,151
20 0.7974 0.7754 0.0221 2.8% 0.0063 0.8% 96% True False 81,486
40 0.8009 0.7723 0.0286 3.6% 0.0060 0.8% 85% False False 45,667
60 0.8048 0.7723 0.0326 4.1% 0.0058 0.7% 75% False False 30,545
80 0.8223 0.7723 0.0501 6.3% 0.0059 0.7% 48% False False 22,931
100 0.8324 0.7723 0.0601 7.5% 0.0056 0.7% 40% False False 18,390
120 0.8324 0.7723 0.0601 7.5% 0.0055 0.7% 40% False False 15,335
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 0.0013
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 0.8133
2.618 0.8072
1.618 0.8035
1.000 0.8012
0.618 0.7997
HIGH 0.7974
0.618 0.7960
0.500 0.7955
0.382 0.7951
LOW 0.7937
0.618 0.7913
1.000 0.7899
1.618 0.7876
2.618 0.7838
4.250 0.7777
Fisher Pivots for day following 07-Oct-2021
Pivot 1 day 3 day
R1 0.7962 0.7957
PP 0.7959 0.7948
S1 0.7955 0.7940

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

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