CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 24-Dec-2020
Day Change Summary
Previous Current
23-Dec-2020 24-Dec-2020 Change Change % Previous Week
Open 0.7769 0.7801 0.0032 0.4% 0.7828
High 0.7792 0.7809 0.0017 0.2% 0.7886
Low 0.7756 0.7796 0.0040 0.5% 0.7824
Close 0.7784 0.7809 0.0025 0.3% 0.7824
Range 0.0036 0.0013 -0.0023 -64.8% 0.0062
ATR 0.0041 0.0040 -0.0001 -2.9% 0.0000
Volume 17 5 -12 -70.6% 67
Daily Pivots for day following 24-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.7842 0.7838 0.7815
R3 0.7829 0.7825 0.7812
R2 0.7817 0.7817 0.7811
R1 0.7813 0.7813 0.7810 0.7815
PP 0.7804 0.7804 0.7804 0.7805
S1 0.7800 0.7800 0.7807 0.7802
S2 0.7792 0.7792 0.7806
S3 0.7779 0.7788 0.7805
S4 0.7767 0.7775 0.7802
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 0.7852 0.7729 0.0123 1.6% 0.0037 0.5% 65% False False 14
10 0.7886 0.7729 0.0157 2.0% 0.0030 0.4% 51% False False 13
20 0.7886 0.7686 0.0200 2.6% 0.0033 0.4% 61% False False 19
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 0.0007
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7862
2.618 0.7841
1.618 0.7829
1.000 0.7821
0.618 0.7816
HIGH 0.7809
0.618 0.7804
0.500 0.7802
0.382 0.7801
LOW 0.7796
0.618 0.7788
1.000 0.7784
1.618 0.7776
2.618 0.7763
4.250 0.7743
Fisher Pivots for day following 24-Dec-2020
Pivot 1 day 3 day
R1 0.7806 0.7798
PP 0.7804 0.7788
S1 0.7802 0.7778

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

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