CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 23-Dec-2020
Day Change Summary
Previous Current
22-Dec-2020 23-Dec-2020 Change Change % Previous Week
Open 0.7780 0.7769 -0.0011 -0.1% 0.7828
High 0.7780 0.7792 0.0012 0.1% 0.7886
Low 0.7748 0.7756 0.0009 0.1% 0.7824
Close 0.7759 0.7784 0.0026 0.3% 0.7824
Range 0.0033 0.0036 0.0003 9.2% 0.0062
ATR 0.0042 0.0041 0.0000 -1.0% 0.0000
Volume 15 17 2 13.3% 67
Daily Pivots for day following 23-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.7884 0.7869 0.7804
R3 0.7848 0.7834 0.7794
R2 0.7813 0.7813 0.7791
R1 0.7798 0.7798 0.7787 0.7806
PP 0.7777 0.7777 0.7777 0.7781
S1 0.7763 0.7763 0.7781 0.7770
S2 0.7742 0.7742 0.7777
S3 0.7706 0.7727 0.7774
S4 0.7671 0.7692 0.7764
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% 0.0039 0.5% 35% False False 16
10 0.7886 0.7729 0.0157 2.0% 0.0036 0.5% 35% False False 14
20 0.7886 0.7684 0.0202 2.6% 0.0033 0.4% 50% False False 19
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7942
2.618 0.7884
1.618 0.7849
1.000 0.7827
0.618 0.7813
HIGH 0.7792
0.618 0.7778
0.500 0.7774
0.382 0.7770
LOW 0.7756
0.618 0.7734
1.000 0.7721
1.618 0.7699
2.618 0.7663
4.250 0.7605
Fisher Pivots for day following 23-Dec-2020
Pivot 1 day 3 day
R1 0.7781 0.7779
PP 0.7777 0.7773
S1 0.7774 0.7768

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

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