CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 21-Sep-2021
Day Change Summary
Previous Current
20-Sep-2021 21-Sep-2021 Change Change % Previous Week
Open 0.7835 0.7800 -0.0035 -0.4% 0.7883
High 0.7837 0.7847 0.0010 0.1% 0.7935
Low 0.7754 0.7782 0.0028 0.4% 0.7828
Close 0.7795 0.7805 0.0010 0.1% 0.7845
Range 0.0083 0.0065 -0.0018 -21.7% 0.0108
ATR 0.0062 0.0062 0.0000 0.4% 0.0000
Volume 99,480 82,030 -17,450 -17.5% 350,044
Daily Pivots for day following 21-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.8006 0.7970 0.7840
R3 0.7941 0.7905 0.7822
R2 0.7876 0.7876 0.7816
R1 0.7840 0.7840 0.7810 0.7858
PP 0.7811 0.7811 0.7811 0.7820
S1 0.7775 0.7775 0.7799 0.7793
S2 0.7746 0.7746 0.7793
S3 0.7681 0.7710 0.7787
S4 0.7616 0.7645 0.7769
Weekly Pivots for week ending 17-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.8192 0.8126 0.7904
R3 0.8084 0.8018 0.7874
R2 0.7977 0.7977 0.7864
R1 0.7911 0.7911 0.7854 0.7890
PP 0.7869 0.7869 0.7869 0.7859
S1 0.7803 0.7803 0.7835 0.7782
S2 0.7762 0.7762 0.7825
S3 0.7654 0.7696 0.7815
S4 0.7547 0.7588 0.7785
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7925 0.7754 0.0172 2.2% 0.0067 0.9% 30% False False 77,642
10 0.7947 0.7754 0.0193 2.5% 0.0065 0.8% 26% False False 77,802
20 0.8009 0.7754 0.0255 3.3% 0.0059 0.8% 20% False False 41,266
40 0.8048 0.7723 0.0326 4.2% 0.0055 0.7% 25% False False 20,887
60 0.8137 0.7723 0.0415 5.3% 0.0058 0.7% 20% False False 13,970
80 0.8324 0.7723 0.0601 7.7% 0.0056 0.7% 14% False False 10,538
100 0.8324 0.7723 0.0601 7.7% 0.0054 0.7% 14% False False 8,443
120 0.8324 0.7723 0.0601 7.7% 0.0053 0.7% 14% False False 7,043
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 0.0016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8123
2.618 0.8017
1.618 0.7952
1.000 0.7912
0.618 0.7887
HIGH 0.7847
0.618 0.7822
0.500 0.7814
0.382 0.7806
LOW 0.7782
0.618 0.7741
1.000 0.7717
1.618 0.7676
2.618 0.7611
4.250 0.7505
Fisher Pivots for day following 21-Sep-2021
Pivot 1 day 3 day
R1 0.7814 0.7833
PP 0.7811 0.7824
S1 0.7808 0.7814

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

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