CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 18-Oct-2021
Day Change Summary
Previous Current
15-Oct-2021 18-Oct-2021 Change Change % Previous Week
Open 0.8083 0.8087 0.0004 0.0% 0.8015
High 0.8106 0.8098 -0.0008 -0.1% 0.8106
Low 0.8066 0.8058 -0.0008 -0.1% 0.8000
Close 0.8075 0.8080 0.0005 0.1% 0.8075
Range 0.0040 0.0040 0.0000 0.0% 0.0106
ATR 0.0055 0.0054 -0.0001 -2.0% 0.0000
Volume 71,857 60,983 -10,874 -15.1% 310,711
Daily Pivots for day following 18-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.8198 0.8179 0.8102
R3 0.8158 0.8139 0.8091
R2 0.8118 0.8118 0.8087
R1 0.8099 0.8099 0.8083 0.8089
PP 0.8078 0.8078 0.8078 0.8073
S1 0.8059 0.8059 0.8076 0.8049
S2 0.8038 0.8038 0.8072
S3 0.7998 0.8019 0.8069
S4 0.7958 0.7979 0.8058
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% 0.0043 0.5% 75% False False 65,341
10 0.8106 0.7906 0.0200 2.5% 0.0045 0.6% 87% False False 66,555
20 0.8106 0.7782 0.0324 4.0% 0.0057 0.7% 92% False False 76,486
40 0.8106 0.7754 0.0352 4.4% 0.0059 0.7% 93% False False 56,848
60 0.8106 0.7723 0.0383 4.7% 0.0055 0.7% 93% False False 38,053
80 0.8147 0.7723 0.0424 5.2% 0.0057 0.7% 84% False False 28,574
100 0.8324 0.7723 0.0601 7.4% 0.0056 0.7% 59% False False 22,908
120 0.8324 0.7723 0.0601 7.4% 0.0054 0.7% 59% False False 19,100
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 0.8268
2.618 0.8202
1.618 0.8162
1.000 0.8138
0.618 0.8122
HIGH 0.8098
0.618 0.8082
0.500 0.8078
0.382 0.8073
LOW 0.8058
0.618 0.8033
1.000 0.8018
1.618 0.7993
2.618 0.7953
4.250 0.7888
Fisher Pivots for day following 18-Oct-2021
Pivot 1 day 3 day
R1 0.8079 0.8076
PP 0.8078 0.8073
S1 0.8078 0.8070

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

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