CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 09-Dec-2020
Day Change Summary
Previous Current
08-Dec-2020 09-Dec-2020 Change Change % Previous Week
Open 0.7826 0.7822 -0.0004 -0.1% 0.7707
High 0.7831 0.7835 0.0005 0.1% 0.7830
Low 0.7805 0.7799 -0.0006 -0.1% 0.7698
Close 0.7807 0.7805 -0.0002 0.0% 0.7830
Range 0.0026 0.0036 0.0010 38.5% 0.0132
ATR 0.0031 0.0032 0.0000 1.1% 0.0000
Volume 6 81 75 1,250.0% 135
Daily Pivots for day following 09-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.7921 0.7899 0.7825
R3 0.7885 0.7863 0.7815
R2 0.7849 0.7849 0.7812
R1 0.7827 0.7827 0.7808 0.7820
PP 0.7813 0.7813 0.7813 0.7810
S1 0.7791 0.7791 0.7802 0.7784
S2 0.7777 0.7777 0.7798
S3 0.7741 0.7755 0.7795
S4 0.7705 0.7719 0.7785
Weekly Pivots for week ending 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.8182 0.8138 0.7902
R3 0.8050 0.8006 0.7866
R2 0.7918 0.7918 0.7854
R1 0.7874 0.7874 0.7842 0.7896
PP 0.7786 0.7786 0.7786 0.7797
S1 0.7742 0.7742 0.7817 0.7764
S2 0.7654 0.7654 0.7805
S3 0.7522 0.7610 0.7793
S4 0.7390 0.7478 0.7757
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7835 0.7740 0.0095 1.2% 0.0035 0.4% 68% True False 40
10 0.7835 0.7684 0.0151 1.9% 0.0030 0.4% 80% True False 23
20 0.7835 0.7600 0.0235 3.0% 0.0029 0.4% 87% True False 19
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7988
2.618 0.7929
1.618 0.7893
1.000 0.7871
0.618 0.7857
HIGH 0.7835
0.618 0.7821
0.500 0.7817
0.382 0.7813
LOW 0.7799
0.618 0.7777
1.000 0.7763
1.618 0.7741
2.618 0.7705
4.250 0.7646
Fisher Pivots for day following 09-Dec-2020
Pivot 1 day 3 day
R1 0.7817 0.7817
PP 0.7813 0.7813
S1 0.7809 0.7809

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

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