CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 26-Oct-2021
Day Change Summary
Previous Current
25-Oct-2021 26-Oct-2021 Change Change % Previous Week
Open 0.8087 0.8076 -0.0011 -0.1% 0.8087
High 0.8104 0.8097 -0.0008 -0.1% 0.8137
Low 0.8064 0.8067 0.0003 0.0% 0.8058
Close 0.8074 0.8073 -0.0001 0.0% 0.8086
Range 0.0041 0.0030 -0.0011 -25.9% 0.0080
ATR 0.0052 0.0050 -0.0002 -3.0% 0.0000
Volume 52,908 54,596 1,688 3.2% 315,382
Daily Pivots for day following 26-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.8169 0.8151 0.8090
R3 0.8139 0.8121 0.8081
R2 0.8109 0.8109 0.8079
R1 0.8091 0.8091 0.8076 0.8085
PP 0.8079 0.8079 0.8079 0.8076
S1 0.8061 0.8061 0.8070 0.8055
S2 0.8049 0.8049 0.8068
S3 0.8019 0.8031 0.8065
S4 0.7989 0.8001 0.8057
Weekly Pivots for week ending 22-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.8332 0.8289 0.8130
R3 0.8253 0.8209 0.8108
R2 0.8173 0.8173 0.8101
R1 0.8130 0.8130 0.8093 0.8112
PP 0.8094 0.8094 0.8094 0.8085
S1 0.8050 0.8050 0.8079 0.8032
S2 0.8014 0.8014 0.8071
S3 0.7935 0.7971 0.8064
S4 0.7855 0.7891 0.8042
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8137 0.8064 0.0074 0.9% 0.0044 0.5% 13% False False 59,011
10 0.8137 0.8013 0.0124 1.5% 0.0044 0.5% 48% False False 62,548
20 0.8137 0.7827 0.0310 3.8% 0.0050 0.6% 79% False False 69,559
40 0.8137 0.7754 0.0384 4.8% 0.0057 0.7% 83% False False 65,755
60 0.8137 0.7723 0.0415 5.1% 0.0055 0.7% 85% False False 44,063
80 0.8137 0.7723 0.0415 5.1% 0.0057 0.7% 85% False False 33,093
100 0.8291 0.7723 0.0568 7.0% 0.0056 0.7% 62% False False 26,515
120 0.8324 0.7723 0.0601 7.4% 0.0054 0.7% 58% False False 22,112
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.8224
2.618 0.8175
1.618 0.8145
1.000 0.8127
0.618 0.8115
HIGH 0.8097
0.618 0.8085
0.500 0.8082
0.382 0.8078
LOW 0.8067
0.618 0.8048
1.000 0.8037
1.618 0.8018
2.618 0.7988
4.250 0.7939
Fisher Pivots for day following 26-Oct-2021
Pivot 1 day 3 day
R1 0.8082 0.8090
PP 0.8079 0.8084
S1 0.8076 0.8079

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

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