CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 28-Oct-2021
Day Change Summary
Previous Current
27-Oct-2021 28-Oct-2021 Change Change % Previous Week
Open 0.8071 0.8090 0.0019 0.2% 0.8087
High 0.8130 0.8111 -0.0020 -0.2% 0.8137
Low 0.8041 0.8076 0.0035 0.4% 0.8058
Close 0.8101 0.8099 -0.0002 0.0% 0.8086
Range 0.0089 0.0035 -0.0054 -60.7% 0.0080
ATR 0.0053 0.0052 -0.0001 -2.4% 0.0000
Volume 123,635 71,584 -52,051 -42.1% 315,382
Daily Pivots for day following 28-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.8200 0.8184 0.8118
R3 0.8165 0.8149 0.8108
R2 0.8130 0.8130 0.8105
R1 0.8114 0.8114 0.8102 0.8122
PP 0.8095 0.8095 0.8095 0.8099
S1 0.8079 0.8079 0.8095 0.8087
S2 0.8060 0.8060 0.8092
S3 0.8025 0.8044 0.8089
S4 0.7990 0.8009 0.8079
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 0.8130 0.8041 0.0089 1.1% 0.0048 0.6% 65% False False 73,227
10 0.8137 0.8041 0.0096 1.2% 0.0047 0.6% 60% False False 68,996
20 0.8137 0.7849 0.0288 3.6% 0.0048 0.6% 87% False False 69,811
40 0.8137 0.7754 0.0384 4.7% 0.0058 0.7% 90% False False 70,503
60 0.8137 0.7723 0.0415 5.1% 0.0056 0.7% 91% False False 47,309
80 0.8137 0.7723 0.0415 5.1% 0.0056 0.7% 91% False False 35,530
100 0.8288 0.7723 0.0566 7.0% 0.0056 0.7% 66% False False 28,460
120 0.8324 0.7723 0.0601 7.4% 0.0055 0.7% 63% False False 23,737
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8259
2.618 0.8202
1.618 0.8167
1.000 0.8146
0.618 0.8132
HIGH 0.8111
0.618 0.8097
0.500 0.8093
0.382 0.8089
LOW 0.8076
0.618 0.8054
1.000 0.8041
1.618 0.8019
2.618 0.7984
4.250 0.7927
Fisher Pivots for day following 28-Oct-2021
Pivot 1 day 3 day
R1 0.8097 0.8094
PP 0.8095 0.8090
S1 0.8093 0.8086

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

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