CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 29-Dec-2020
Day Change Summary
Previous Current
28-Dec-2020 29-Dec-2020 Change Change % Previous Week
Open 0.7782 0.7812 0.0030 0.4% 0.7780
High 0.7791 0.7828 0.0037 0.5% 0.7809
Low 0.7775 0.7807 0.0032 0.4% 0.7729
Close 0.7791 0.7809 0.0019 0.2% 0.7809
Range 0.0016 0.0021 0.0005 32.3% 0.0080
ATR 0.0039 0.0039 0.0000 -0.5% 0.0000
Volume 1 22 21 2,100.0% 56
Daily Pivots for day following 29-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.7876 0.7863 0.7820
R3 0.7856 0.7843 0.7815
R2 0.7835 0.7835 0.7813
R1 0.7822 0.7822 0.7811 0.7818
PP 0.7815 0.7815 0.7815 0.7813
S1 0.7802 0.7802 0.7807 0.7798
S2 0.7794 0.7794 0.7805
S3 0.7774 0.7781 0.7803
S4 0.7753 0.7761 0.7798
Weekly Pivots for week ending 25-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.8021 0.7994 0.7852
R3 0.7941 0.7915 0.7830
R2 0.7862 0.7862 0.7823
R1 0.7835 0.7835 0.7816 0.7848
PP 0.7782 0.7782 0.7782 0.7789
S1 0.7756 0.7756 0.7801 0.7769
S2 0.7703 0.7703 0.7794
S3 0.7623 0.7676 0.7787
S4 0.7544 0.7597 0.7765
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7828 0.7748 0.0080 1.0% 0.0023 0.3% 77% True False 12
10 0.7886 0.7729 0.0157 2.0% 0.0027 0.3% 51% False False 13
20 0.7886 0.7704 0.0182 2.3% 0.0032 0.4% 58% 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 0.0008
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7915
2.618 0.7881
1.618 0.7861
1.000 0.7848
0.618 0.7840
HIGH 0.7828
0.618 0.7820
0.500 0.7817
0.382 0.7815
LOW 0.7807
0.618 0.7794
1.000 0.7787
1.618 0.7774
2.618 0.7753
4.250 0.7720
Fisher Pivots for day following 29-Dec-2020
Pivot 1 day 3 day
R1 0.7817 0.7806
PP 0.7815 0.7804
S1 0.7812 0.7801

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

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