CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 01-Oct-2021

Day Change Summary
	Previous	Current
	30-Sep-2021	01-Oct-2021	Change	Change %	Previous Week
Open	0.7838	0.7885	0.0047	0.6%	0.7900
High	0.7917	0.7919	0.0002	0.0%	0.7940
Low	0.7835	0.7849	0.0015	0.2%	0.7827
Close	0.7899	0.7913	0.0014	0.2%	0.7913
Range	0.0082	0.0070	-0.0013	-15.2%	0.0113
ATR	0.0065	0.0066	0.0000	0.5%	0.0000
Volume	108,452	93,406	-15,046	-13.9%	446,414

Daily Pivots for day following 01-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8102	0.8077	0.7951
R3	0.8033	0.8008	0.7932
R2	0.7963	0.7963	0.7926
R1	0.7938	0.7938	0.7919	0.7951
PP	0.7894	0.7894	0.7894	0.7900
S1	0.7869	0.7869	0.7907	0.7881
S2	0.7824	0.7824	0.7900
S3	0.7755	0.7799	0.7894
S4	0.7685	0.7730	0.7875

Weekly Pivots for week ending 01-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8231	0.8184	0.7975
R3	0.8118	0.8072	0.7944
R2	0.8006	0.8006	0.7934
R1	0.7959	0.7959	0.7923	0.7983
PP	0.7893	0.7893	0.7893	0.7905
S1	0.7847	0.7847	0.7903	0.7870
S2	0.7781	0.7781	0.7892
S3	0.7668	0.7734	0.7882
S4	0.7556	0.7622	0.7851

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7940	0.7827	0.0113	1.4%	0.0065	0.8%	76%	False	False	89,282
10	0.7940	0.7754	0.0186	2.4%	0.0071	0.9%	86%	False	False	88,350
20	0.8009	0.7754	0.0255	3.2%	0.0068	0.9%	63%	False	False	75,758
40	0.8009	0.7723	0.0286	3.6%	0.0060	0.8%	67%	False	False	38,389
60	0.8048	0.7723	0.0326	4.1%	0.0059	0.7%	59%	False	False	25,658
80	0.8283	0.7723	0.0560	7.1%	0.0059	0.7%	34%	False	False	19,286
100	0.8324	0.7723	0.0601	7.6%	0.0056	0.7%	32%	False	False	15,456
120	0.8324	0.7723	0.0601	7.6%	0.0055	0.7%	32%	False	False	12,891

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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8214
2.618	0.8100
1.618	0.8031
1.000	0.7988
0.618	0.7961
HIGH	0.7919
0.618	0.7892
0.500	0.7884
0.382	0.7876
LOW	0.7849
0.618	0.7806
1.000	0.7780
1.618	0.7737
2.618	0.7667
4.250	0.7554

Fisher Pivots for day following 01-Oct-2021
Pivot	1 day	3 day
R1	0.7903	0.7900
PP	0.7894	0.7886
S1	0.7884	0.7873

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