CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 19-Oct-2021
Day Change Summary
Previous Current
18-Oct-2021 19-Oct-2021 Change Change % Previous Week
Open 0.8087 0.8078 -0.0009 -0.1% 0.8015
High 0.8098 0.8123 0.0025 0.3% 0.8106
Low 0.8058 0.8075 0.0018 0.2% 0.8000
Close 0.8080 0.8091 0.0011 0.1% 0.8075
Range 0.0040 0.0048 0.0008 18.8% 0.0106
ATR 0.0054 0.0054 0.0000 -0.9% 0.0000
Volume 60,983 66,847 5,864 9.6% 310,711
Daily Pivots for day following 19-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.8239 0.8212 0.8117
R3 0.8191 0.8165 0.8104
R2 0.8144 0.8144 0.8099
R1 0.8117 0.8117 0.8095 0.8130
PP 0.8096 0.8096 0.8096 0.8103
S1 0.8070 0.8070 0.8086 0.8083
S2 0.8049 0.8049 0.8082
S3 0.8001 0.8022 0.8077
S4 0.7954 0.7975 0.8064
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 0.8123 0.8013 0.0110 1.4% 0.0044 0.5% 71% True False 66,086
10 0.8123 0.7906 0.0217 2.7% 0.0044 0.5% 85% True False 66,281
20 0.8123 0.7795 0.0328 4.0% 0.0056 0.7% 90% True False 75,727
40 0.8123 0.7754 0.0369 4.6% 0.0057 0.7% 91% True False 58,496
60 0.8123 0.7723 0.0400 4.9% 0.0055 0.7% 92% True False 39,167
80 0.8137 0.7723 0.0415 5.1% 0.0057 0.7% 89% False False 29,409
100 0.8324 0.7723 0.0601 7.4% 0.0056 0.7% 61% False False 23,576
120 0.8324 0.7723 0.0601 7.4% 0.0054 0.7% 61% False False 19,657
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0008
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8324
2.618 0.8247
1.618 0.8199
1.000 0.8170
0.618 0.8152
HIGH 0.8123
0.618 0.8104
0.500 0.8099
0.382 0.8093
LOW 0.8075
0.618 0.8046
1.000 0.8028
1.618 0.7998
2.618 0.7951
4.250 0.7873
Fisher Pivots for day following 19-Oct-2021
Pivot 1 day 3 day
R1 0.8099 0.8090
PP 0.8096 0.8090
S1 0.8093 0.8090

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

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