CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 22-Sep-2021

Day Change Summary
	Previous	Current
	21-Sep-2021	22-Sep-2021	Change	Change %	Previous Week
Open	0.7800	0.7801	0.0001	0.0%	0.7883
High	0.7847	0.7874	0.0028	0.4%	0.7935
Low	0.7782	0.7795	0.0014	0.2%	0.7828
Close	0.7805	0.7825	0.0021	0.3%	0.7845
Range	0.0065	0.0079	0.0014	21.5%	0.0108
ATR	0.0062	0.0063	0.0001	2.0%	0.0000
Volume	82,030	94,350	12,320	15.0%	350,044

Daily Pivots for day following 22-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8068	0.8026	0.7868
R3	0.7989	0.7947	0.7847
R2	0.7910	0.7910	0.7839
R1	0.7868	0.7868	0.7832	0.7889
PP	0.7831	0.7831	0.7831	0.7842
S1	0.7789	0.7789	0.7818	0.7810
S2	0.7752	0.7752	0.7811
S3	0.7673	0.7710	0.7803
S4	0.7594	0.7631	0.7782

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%	0.0073	0.9%	42%	False	False	83,292
10	0.7947	0.7754	0.0193	2.5%	0.0065	0.8%	37%	False	False	80,802
20	0.8009	0.7754	0.0255	3.3%	0.0061	0.8%	28%	False	False	45,941
40	0.8048	0.7723	0.0326	4.2%	0.0056	0.7%	31%	False	False	23,241
60	0.8127	0.7723	0.0405	5.2%	0.0059	0.7%	25%	False	False	15,542
80	0.8324	0.7723	0.0601	7.7%	0.0057	0.7%	17%	False	False	11,709
100	0.8324	0.7723	0.0601	7.7%	0.0055	0.7%	17%	False	False	9,386
120	0.8324	0.7723	0.0601	7.7%	0.0053	0.7%	17%	False	False	7,828

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	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8210
2.618	0.8081
1.618	0.8002
1.000	0.7953
0.618	0.7923
HIGH	0.7874
0.618	0.7844
0.500	0.7835
0.382	0.7825
LOW	0.7795
0.618	0.7746
1.000	0.7716
1.618	0.7667
2.618	0.7588
4.250	0.7459

Fisher Pivots for day following 22-Sep-2021
Pivot	1 day	3 day
R1	0.7835	0.7821
PP	0.7831	0.7818
S1	0.7828	0.7814

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols