CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 16-Dec-2020
Day Change Summary
Previous Current
15-Dec-2020 16-Dec-2020 Change Change % Previous Week
Open 0.7879 0.7850 -0.0029 -0.4% 0.7810
High 0.7881 0.7850 -0.0031 -0.4% 0.7874
Low 0.7877 0.7832 -0.0046 -0.6% 0.7799
Close 0.7881 0.7847 -0.0035 -0.4% 0.7835
Range 0.0004 0.0019 0.0015 362.5% 0.0075
ATR 0.0035 0.0036 0.0001 3.0% 0.0000
Volume 17 5 -12 -70.6% 123
Daily Pivots for day following 16-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.7898 0.7891 0.7857
R3 0.7880 0.7872 0.7852
R2 0.7861 0.7861 0.7850
R1 0.7854 0.7854 0.7848 0.7848
PP 0.7843 0.7843 0.7843 0.7840
S1 0.7835 0.7835 0.7845 0.7830
S2 0.7824 0.7824 0.7843
S3 0.7806 0.7817 0.7841
S4 0.7787 0.7798 0.7836
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 0.7805 0.0077 1.0% 0.0033 0.4% 55% False False 12
10 0.7881 0.7740 0.0141 1.8% 0.0034 0.4% 76% False False 26
20 0.7881 0.7631 0.0251 3.2% 0.0031 0.4% 86% False False 20
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7929
2.618 0.7898
1.618 0.7880
1.000 0.7869
0.618 0.7861
HIGH 0.7850
0.618 0.7843
0.500 0.7841
0.382 0.7839
LOW 0.7832
0.618 0.7820
1.000 0.7813
1.618 0.7802
2.618 0.7783
4.250 0.7753
Fisher Pivots for day following 16-Dec-2020
Pivot 1 day 3 day
R1 0.7845 0.7854
PP 0.7843 0.7852
S1 0.7841 0.7849

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

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