CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 21-Oct-2021
Day Change Summary
Previous Current
20-Oct-2021 21-Oct-2021 Change Change % Previous Week
Open 0.8089 0.8118 0.0029 0.4% 0.8015
High 0.8125 0.8137 0.0013 0.2% 0.8106
Low 0.8084 0.8074 -0.0010 -0.1% 0.8000
Close 0.8120 0.8077 -0.0043 -0.5% 0.8075
Range 0.0041 0.0063 0.0023 55.6% 0.0106
ATR 0.0053 0.0054 0.0001 1.4% 0.0000
Volume 63,706 60,430 -3,276 -5.1% 310,711
Daily Pivots for day following 21-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.8285 0.8244 0.8112
R3 0.8222 0.8181 0.8094
R2 0.8159 0.8159 0.8089
R1 0.8118 0.8118 0.8083 0.8107
PP 0.8096 0.8096 0.8096 0.8091
S1 0.8055 0.8055 0.8071 0.8044
S2 0.8033 0.8033 0.8065
S3 0.7970 0.7992 0.8060
S4 0.7907 0.7929 0.8042
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 0.8137 0.8058 0.0080 1.0% 0.0046 0.6% 25% True False 64,764
10 0.8137 0.7960 0.0177 2.2% 0.0046 0.6% 66% True False 64,310
20 0.8137 0.7827 0.0310 3.8% 0.0052 0.6% 81% True False 72,730
40 0.8137 0.7754 0.0384 4.7% 0.0058 0.7% 84% True False 61,564
60 0.8137 0.7723 0.0415 5.1% 0.0055 0.7% 86% True False 41,227
80 0.8137 0.7723 0.0415 5.1% 0.0058 0.7% 86% True False 30,960
100 0.8311 0.7723 0.0588 7.3% 0.0056 0.7% 60% False False 24,810
120 0.8324 0.7723 0.0601 7.4% 0.0055 0.7% 59% False False 20,691
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.8405
2.618 0.8302
1.618 0.8239
1.000 0.8200
0.618 0.8176
HIGH 0.8137
0.618 0.8113
0.500 0.8106
0.382 0.8098
LOW 0.8074
0.618 0.8035
1.000 0.8011
1.618 0.7972
2.618 0.7909
4.250 0.7806
Fisher Pivots for day following 21-Oct-2021
Pivot 1 day 3 day
R1 0.8106 0.8106
PP 0.8096 0.8096
S1 0.8087 0.8087

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

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