CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 15-Dec-2020
Day Change Summary
Previous Current
14-Dec-2020 15-Dec-2020 Change Change % Previous Week
Open 0.7828 0.7879 0.0052 0.7% 0.7810
High 0.7861 0.7881 0.0021 0.3% 0.7874
Low 0.7828 0.7877 0.0050 0.6% 0.7799
Close 0.7842 0.7881 0.0040 0.5% 0.7835
Range 0.0033 0.0004 -0.0029 -87.9% 0.0075
ATR 0.0035 0.0035 0.0000 1.0% 0.0000
Volume 16 17 1 6.3% 123
Daily Pivots for day following 15-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.7892 0.7890 0.7883
R3 0.7888 0.7886 0.7882
R2 0.7884 0.7884 0.7882
R1 0.7882 0.7882 0.7881 0.7883
PP 0.7880 0.7880 0.7880 0.7880
S1 0.7878 0.7878 0.7881 0.7879
S2 0.7876 0.7876 0.7880
S3 0.7872 0.7874 0.7880
S4 0.7868 0.7870 0.7879
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 0.7881 0.7799 0.0082 1.0% 0.0036 0.5% 100% True False 27
10 0.7881 0.7732 0.0150 1.9% 0.0033 0.4% 100% True False 26
20 0.7881 0.7631 0.0251 3.2% 0.0031 0.4% 100% True False 20
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 0.7898
2.618 0.7891
1.618 0.7887
1.000 0.7885
0.618 0.7883
HIGH 0.7881
0.618 0.7879
0.500 0.7879
0.382 0.7879
LOW 0.7877
0.618 0.7875
1.000 0.7873
1.618 0.7871
2.618 0.7867
4.250 0.7860
Fisher Pivots for day following 15-Dec-2020
Pivot 1 day 3 day
R1 0.7880 0.7872
PP 0.7880 0.7862
S1 0.7879 0.7853

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

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