CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 15-Oct-2021
Day Change Summary
Previous Current
14-Oct-2021 15-Oct-2021 Change Change % Previous Week
Open 0.8036 0.8083 0.0048 0.6% 0.8015
High 0.8094 0.8106 0.0012 0.1% 0.8106
Low 0.8035 0.8066 0.0031 0.4% 0.8000
Close 0.8085 0.8075 -0.0011 -0.1% 0.8075
Range 0.0060 0.0040 -0.0020 -32.8% 0.0106
ATR 0.0057 0.0055 -0.0001 -2.1% 0.0000
Volume 70,211 71,857 1,646 2.3% 310,711
Daily Pivots for day following 15-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.8202 0.8178 0.8097
R3 0.8162 0.8138 0.8086
R2 0.8122 0.8122 0.8082
R1 0.8098 0.8098 0.8078 0.8090
PP 0.8082 0.8082 0.8082 0.8078
S1 0.8058 0.8058 0.8071 0.8050
S2 0.8042 0.8042 0.8067
S3 0.8002 0.8018 0.8064
S4 0.7962 0.7978 0.8053
Weekly Pivots for week ending 15-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.8377 0.8331 0.8133
R3 0.8271 0.8226 0.8104
R2 0.8166 0.8166 0.8094
R1 0.8120 0.8120 0.8084 0.8143
PP 0.8060 0.8060 0.8060 0.8071
S1 0.8015 0.8015 0.8065 0.8037
S2 0.7955 0.7955 0.8055
S3 0.7849 0.7909 0.8045
S4 0.7744 0.7804 0.8016
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8106 0.8000 0.0106 1.3% 0.0040 0.5% 71% True False 62,142
10 0.8106 0.7902 0.0204 2.5% 0.0047 0.6% 85% True False 68,472
20 0.8106 0.7754 0.0352 4.4% 0.0059 0.7% 91% True False 78,411
40 0.8106 0.7723 0.0383 4.7% 0.0060 0.7% 92% True False 55,339
60 0.8106 0.7723 0.0383 4.7% 0.0055 0.7% 92% True False 37,039
80 0.8147 0.7723 0.0424 5.3% 0.0057 0.7% 83% False False 27,812
100 0.8324 0.7723 0.0601 7.4% 0.0056 0.7% 59% False False 22,298
120 0.8324 0.7723 0.0601 7.4% 0.0054 0.7% 59% False False 18,592
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8276
2.618 0.8210
1.618 0.8170
1.000 0.8146
0.618 0.8130
HIGH 0.8106
0.618 0.8090
0.500 0.8086
0.382 0.8081
LOW 0.8066
0.618 0.8041
1.000 0.8026
1.618 0.8001
2.618 0.7961
4.250 0.7896
Fisher Pivots for day following 15-Oct-2021
Pivot 1 day 3 day
R1 0.8086 0.8069
PP 0.8082 0.8064
S1 0.8078 0.8059

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

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