CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 27-Oct-2021
Day Change Summary
Previous Current
26-Oct-2021 27-Oct-2021 Change Change % Previous Week
Open 0.8076 0.8071 -0.0006 -0.1% 0.8087
High 0.8097 0.8130 0.0034 0.4% 0.8137
Low 0.8067 0.8041 -0.0026 -0.3% 0.8058
Close 0.8073 0.8101 0.0028 0.3% 0.8086
Range 0.0030 0.0089 0.0059 196.7% 0.0080
ATR 0.0050 0.0053 0.0003 5.4% 0.0000
Volume 54,596 123,635 69,039 126.5% 315,382
Daily Pivots for day following 27-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.8358 0.8318 0.8149
R3 0.8269 0.8229 0.8125
R2 0.8180 0.8180 0.8117
R1 0.8140 0.8140 0.8109 0.8160
PP 0.8091 0.8091 0.8091 0.8100
S1 0.8051 0.8051 0.8092 0.8071
S2 0.8002 0.8002 0.8084
S3 0.7913 0.7962 0.8076
S4 0.7824 0.7873 0.8052
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 0.8041 0.0096 1.2% 0.0054 0.7% 62% False True 70,997
10 0.8137 0.8035 0.0103 1.3% 0.0050 0.6% 64% False False 68,858
20 0.8137 0.7835 0.0303 3.7% 0.0051 0.6% 88% False False 71,655
40 0.8137 0.7754 0.0384 4.7% 0.0058 0.7% 90% False False 68,775
60 0.8137 0.7723 0.0415 5.1% 0.0056 0.7% 91% False False 46,119
80 0.8137 0.7723 0.0415 5.1% 0.0056 0.7% 91% False False 34,636
100 0.8288 0.7723 0.0566 7.0% 0.0056 0.7% 67% False False 27,745
120 0.8324 0.7723 0.0601 7.4% 0.0055 0.7% 63% False False 23,142
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 0.0012
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 0.8508
2.618 0.8363
1.618 0.8274
1.000 0.8219
0.618 0.8185
HIGH 0.8130
0.618 0.8096
0.500 0.8086
0.382 0.8075
LOW 0.8041
0.618 0.7986
1.000 0.7952
1.618 0.7897
2.618 0.7808
4.250 0.7663
Fisher Pivots for day following 27-Oct-2021
Pivot 1 day 3 day
R1 0.8096 0.8096
PP 0.8091 0.8091
S1 0.8086 0.8086

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

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