CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 09-Sep-2021
Day Change Summary
Previous Current
08-Sep-2021 09-Sep-2021 Change Change % Previous Week
Open 0.7907 0.7880 -0.0027 -0.3% 0.7929
High 0.7919 0.7921 0.0002 0.0% 0.8009
Low 0.7835 0.7856 0.0021 0.3% 0.7902
Close 0.7889 0.7905 0.0016 0.2% 0.7990
Range 0.0084 0.0065 -0.0019 -22.6% 0.0107
ATR 0.0059 0.0059 0.0000 0.8% 0.0000
Volume 64,354 79,519 15,165 23.6% 16,272
Daily Pivots for day following 09-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.8089 0.8062 0.7940
R3 0.8024 0.7997 0.7922
R2 0.7959 0.7959 0.7916
R1 0.7932 0.7932 0.7910 0.7945
PP 0.7894 0.7894 0.7894 0.7900
S1 0.7867 0.7867 0.7899 0.7880
S2 0.7829 0.7829 0.7893
S3 0.7764 0.7802 0.7887
S4 0.7699 0.7737 0.7869
Weekly Pivots for week ending 03-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.8286 0.8245 0.8049
R3 0.8180 0.8138 0.8019
R2 0.8073 0.8073 0.8010
R1 0.8032 0.8032 0.8000 0.8053
PP 0.7967 0.7967 0.7967 0.7977
S1 0.7925 0.7925 0.7980 0.7946
S2 0.7860 0.7860 0.7970
S3 0.7754 0.7819 0.7961
S4 0.7647 0.7712 0.7931
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8009 0.7835 0.0174 2.2% 0.0068 0.9% 40% False False 36,236
10 0.8009 0.7835 0.0174 2.2% 0.0059 0.8% 40% False False 18,976
20 0.8009 0.7723 0.0286 3.6% 0.0058 0.7% 64% False False 9,848
40 0.8048 0.7723 0.0326 4.1% 0.0055 0.7% 56% False False 5,075
60 0.8223 0.7723 0.0501 6.3% 0.0058 0.7% 36% False False 3,412
80 0.8324 0.7723 0.0601 7.6% 0.0054 0.7% 30% False False 2,616
100 0.8324 0.7723 0.0601 7.6% 0.0053 0.7% 30% False False 2,105
120 0.8324 0.7723 0.0601 7.6% 0.0051 0.6% 30% False False 1,760
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8197
2.618 0.8091
1.618 0.8026
1.000 0.7986
0.618 0.7961
HIGH 0.7921
0.618 0.7896
0.500 0.7888
0.382 0.7880
LOW 0.7856
0.618 0.7815
1.000 0.7791
1.618 0.7750
2.618 0.7685
4.250 0.7579
Fisher Pivots for day following 09-Sep-2021
Pivot 1 day 3 day
R1 0.7899 0.7910
PP 0.7894 0.7908
S1 0.7888 0.7906

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

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