CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 22-Dec-2020
Day Change Summary
Previous Current
21-Dec-2020 22-Dec-2020 Change Change % Previous Week
Open 0.7780 0.7780 0.0000 0.0% 0.7828
High 0.7806 0.7780 -0.0026 -0.3% 0.7886
Low 0.7729 0.7748 0.0019 0.2% 0.7824
Close 0.7802 0.7759 -0.0044 -0.6% 0.7824
Range 0.0077 0.0033 -0.0045 -57.8% 0.0062
ATR 0.0041 0.0042 0.0001 2.4% 0.0000
Volume 19 15 -4 -21.1% 67
Daily Pivots for day following 22-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.7860 0.7842 0.7776
R3 0.7827 0.7809 0.7767
R2 0.7795 0.7795 0.7764
R1 0.7777 0.7777 0.7761 0.7769
PP 0.7762 0.7762 0.7762 0.7758
S1 0.7744 0.7744 0.7756 0.7737
S2 0.7730 0.7730 0.7753
S3 0.7697 0.7712 0.7750
S4 0.7665 0.7679 0.7741
Weekly Pivots for week ending 18-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.8029 0.7988 0.7858
R3 0.7968 0.7927 0.7841
R2 0.7906 0.7906 0.7835
R1 0.7865 0.7865 0.7830 0.7855
PP 0.7845 0.7845 0.7845 0.7839
S1 0.7804 0.7804 0.7818 0.7793
S2 0.7783 0.7783 0.7813
S3 0.7722 0.7742 0.7807
S4 0.7660 0.7681 0.7790
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7886 0.7729 0.0157 2.0% 0.0036 0.5% 19% False False 13
10 0.7886 0.7729 0.0157 2.0% 0.0036 0.5% 19% False False 20
20 0.7886 0.7655 0.0231 3.0% 0.0033 0.4% 45% False False 21
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 0.7918
2.618 0.7865
1.618 0.7833
1.000 0.7813
0.618 0.7800
HIGH 0.7780
0.618 0.7768
0.500 0.7764
0.382 0.7760
LOW 0.7748
0.618 0.7727
1.000 0.7715
1.618 0.7695
2.618 0.7662
4.250 0.7609
Fisher Pivots for day following 22-Dec-2020
Pivot 1 day 3 day
R1 0.7764 0.7791
PP 0.7762 0.7780
S1 0.7760 0.7769

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

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