CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 11-Dec-2020
Day Change Summary
Previous Current
10-Dec-2020 11-Dec-2020 Change Change % Previous Week
Open 0.7870 0.7827 -0.0044 -0.6% 0.7810
High 0.7874 0.7865 -0.0009 -0.1% 0.7874
Low 0.7805 0.7825 0.0021 0.3% 0.7799
Close 0.7851 0.7835 -0.0016 -0.2% 0.7835
Range 0.0069 0.0040 -0.0029 -42.0% 0.0075
ATR 0.0034 0.0035 0.0000 1.2% 0.0000
Volume 7 16 9 128.6% 123
Daily Pivots for day following 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.7962 0.7938 0.7857
R3 0.7922 0.7898 0.7846
R2 0.7882 0.7882 0.7842
R1 0.7858 0.7858 0.7839 0.7870
PP 0.7842 0.7842 0.7842 0.7848
S1 0.7818 0.7818 0.7831 0.7830
S2 0.7802 0.7802 0.7828
S3 0.7762 0.7778 0.7824
S4 0.7722 0.7738 0.7813
Weekly Pivots for week ending 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.8059 0.8022 0.7876
R3 0.7985 0.7947 0.7855
R2 0.7910 0.7910 0.7849
R1 0.7873 0.7873 0.7842 0.7892
PP 0.7836 0.7836 0.7836 0.7845
S1 0.7798 0.7798 0.7828 0.7817
S2 0.7761 0.7761 0.7821
S3 0.7687 0.7724 0.7815
S4 0.7612 0.7649 0.7794
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7874 0.7799 0.0075 1.0% 0.0038 0.5% 48% False False 24
10 0.7874 0.7698 0.0176 2.2% 0.0037 0.5% 78% False False 25
20 0.7874 0.7600 0.0274 3.5% 0.0031 0.4% 86% False False 19
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 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8035
2.618 0.7970
1.618 0.7930
1.000 0.7905
0.618 0.7890
HIGH 0.7865
0.618 0.7850
0.500 0.7845
0.382 0.7840
LOW 0.7825
0.618 0.7800
1.000 0.7785
1.618 0.7760
2.618 0.7720
4.250 0.7655
Fisher Pivots for day following 11-Dec-2020
Pivot 1 day 3 day
R1 0.7845 0.7836
PP 0.7842 0.7836
S1 0.7838 0.7835

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

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