CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 20-Oct-2021
Day Change Summary
Previous Current
19-Oct-2021 20-Oct-2021 Change Change % Previous Week
Open 0.8078 0.8089 0.0011 0.1% 0.8015
High 0.8123 0.8125 0.0002 0.0% 0.8106
Low 0.8075 0.8084 0.0009 0.1% 0.8000
Close 0.8091 0.8120 0.0029 0.4% 0.8075
Range 0.0048 0.0041 -0.0007 -14.7% 0.0106
ATR 0.0054 0.0053 -0.0001 -1.8% 0.0000
Volume 66,847 63,706 -3,141 -4.7% 310,711
Daily Pivots for day following 20-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.8231 0.8216 0.8142
R3 0.8190 0.8175 0.8131
R2 0.8150 0.8150 0.8127
R1 0.8135 0.8135 0.8123 0.8142
PP 0.8109 0.8109 0.8109 0.8113
S1 0.8094 0.8094 0.8116 0.8102
S2 0.8069 0.8069 0.8112
S3 0.8028 0.8054 0.8108
S4 0.7988 0.8013 0.8097
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 0.8125 0.8035 0.0090 1.1% 0.0046 0.6% 94% True False 66,720
10 0.8125 0.7937 0.0188 2.3% 0.0044 0.5% 97% True False 64,620
20 0.8125 0.7814 0.0311 3.8% 0.0054 0.7% 98% True False 74,194
40 0.8125 0.7754 0.0371 4.6% 0.0057 0.7% 99% True False 60,068
60 0.8125 0.7723 0.0402 5.0% 0.0055 0.7% 99% True False 40,225
80 0.8127 0.7723 0.0405 5.0% 0.0057 0.7% 98% False False 30,205
100 0.8324 0.7723 0.0601 7.4% 0.0056 0.7% 66% False False 24,206
120 0.8324 0.7723 0.0601 7.4% 0.0054 0.7% 66% False False 20,187
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8297
2.618 0.8231
1.618 0.8190
1.000 0.8165
0.618 0.8150
HIGH 0.8125
0.618 0.8109
0.500 0.8104
0.382 0.8099
LOW 0.8084
0.618 0.8059
1.000 0.8044
1.618 0.8018
2.618 0.7978
4.250 0.7912
Fisher Pivots for day following 20-Oct-2021
Pivot 1 day 3 day
R1 0.8114 0.8110
PP 0.8109 0.8101
S1 0.8104 0.8091

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

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