CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 14-Oct-2021
Day Change Summary
Previous Current
13-Oct-2021 14-Oct-2021 Change Change % Previous Week
Open 0.8023 0.8036 0.0013 0.2% 0.7910
High 0.8044 0.8094 0.0050 0.6% 0.8031
Low 0.8013 0.8035 0.0022 0.3% 0.7902
Close 0.8042 0.8085 0.0044 0.5% 0.8025
Range 0.0031 0.0060 0.0029 91.9% 0.0129
ATR 0.0056 0.0057 0.0000 0.4% 0.0000
Volume 60,535 70,211 9,676 16.0% 374,010
Daily Pivots for day following 14-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.8250 0.8227 0.8118
R3 0.8190 0.8167 0.8101
R2 0.8131 0.8131 0.8096
R1 0.8108 0.8108 0.8090 0.8119
PP 0.8071 0.8071 0.8071 0.8077
S1 0.8048 0.8048 0.8080 0.8060
S2 0.8012 0.8012 0.8074
S3 0.7952 0.7989 0.8069
S4 0.7893 0.7929 0.8052
Weekly Pivots for week ending 08-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.8373 0.8328 0.8096
R3 0.8244 0.8199 0.8060
R2 0.8115 0.8115 0.8049
R1 0.8070 0.8070 0.8037 0.8092
PP 0.7986 0.7986 0.7986 0.7997
S1 0.7941 0.7941 0.8013 0.7963
S2 0.7857 0.7857 0.8001
S3 0.7728 0.7812 0.7990
S4 0.7599 0.7683 0.7954
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8094 0.7960 0.0134 1.7% 0.0047 0.6% 93% True False 63,856
10 0.8094 0.7849 0.0245 3.0% 0.0050 0.6% 96% True False 70,627
20 0.8094 0.7754 0.0341 4.2% 0.0061 0.8% 97% True False 78,787
40 0.8094 0.7723 0.0372 4.6% 0.0062 0.8% 98% True False 53,596
60 0.8094 0.7723 0.0372 4.6% 0.0055 0.7% 98% True False 35,844
80 0.8159 0.7723 0.0437 5.4% 0.0057 0.7% 83% False False 26,915
100 0.8324 0.7723 0.0601 7.4% 0.0056 0.7% 60% False False 21,580
120 0.8324 0.7723 0.0601 7.4% 0.0054 0.7% 60% False False 17,994
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0011
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8347
2.618 0.8250
1.618 0.8190
1.000 0.8154
0.618 0.8131
HIGH 0.8094
0.618 0.8071
0.500 0.8064
0.382 0.8057
LOW 0.8035
0.618 0.7998
1.000 0.7975
1.618 0.7938
2.618 0.7879
4.250 0.7782
Fisher Pivots for day following 14-Oct-2021
Pivot 1 day 3 day
R1 0.8078 0.8072
PP 0.8071 0.8060
S1 0.8064 0.8047

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

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