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

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols