CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 24-Sep-2021

Day Change Summary
	Previous	Current
	23-Sep-2021	24-Sep-2021	Change	Change %	Previous Week
Open	0.7827	0.7900	0.0073	0.9%	0.7835
High	0.7915	0.7910	-0.0005	-0.1%	0.7915
Low	0.7814	0.7854	0.0040	0.5%	0.7754
Close	0.7905	0.7897	-0.0008	-0.1%	0.7897
Range	0.0101	0.0056	-0.0045	-44.3%	0.0161
ATR	0.0066	0.0065	-0.0001	-1.1%	0.0000
Volume	89,713	71,514	-18,199	-20.3%	437,087

Daily Pivots for day following 24-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8055	0.8032	0.7928
R3	0.7999	0.7976	0.7912
R2	0.7943	0.7943	0.7907
R1	0.7920	0.7920	0.7902	0.7904
PP	0.7887	0.7887	0.7887	0.7879
S1	0.7864	0.7864	0.7892	0.7848
S2	0.7831	0.7831	0.7887
S3	0.7775	0.7808	0.7882
S4	0.7719	0.7752	0.7866

Weekly Pivots for week ending 24-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8338	0.8279	0.7986
R3	0.8177	0.8118	0.7941
R2	0.8016	0.8016	0.7927
R1	0.7957	0.7957	0.7912	0.7986
PP	0.7855	0.7855	0.7855	0.7870
S1	0.7796	0.7796	0.7882	0.7825
S2	0.7694	0.7694	0.7867
S3	0.7533	0.7635	0.7853
S4	0.7372	0.7474	0.7808

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7915	0.7754	0.0161	2.0%	0.0077	1.0%	89%	False	False	87,417
10	0.7935	0.7754	0.0182	2.3%	0.0067	0.8%	79%	False	False	78,713
20	0.8009	0.7754	0.0255	3.2%	0.0063	0.8%	56%	False	False	53,934
40	0.8048	0.7723	0.0326	4.1%	0.0057	0.7%	54%	False	False	27,261
60	0.8127	0.7723	0.0405	5.1%	0.0060	0.8%	43%	False	False	18,227
80	0.8311	0.7723	0.0588	7.4%	0.0057	0.7%	30%	False	False	13,721
100	0.8324	0.7723	0.0601	7.6%	0.0055	0.7%	29%	False	False	10,997
120	0.8324	0.7723	0.0601	7.6%	0.0053	0.7%	29%	False	False	9,172

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8148
2.618	0.8057
1.618	0.8001
1.000	0.7966
0.618	0.7945
HIGH	0.7910
0.618	0.7889
0.500	0.7882
0.382	0.7875
LOW	0.7854
0.618	0.7819
1.000	0.7798
1.618	0.7763
2.618	0.7707
4.250	0.7616

Fisher Pivots for day following 24-Sep-2021
Pivot	1 day	3 day
R1	0.7892	0.7883
PP	0.7887	0.7869
S1	0.7882	0.7855

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