CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 06-Oct-2021
Day Change Summary
Previous Current
05-Oct-2021 06-Oct-2021 Change Change % Previous Week
Open 0.7944 0.7948 0.0004 0.0% 0.7900
High 0.7971 0.7950 -0.0021 -0.3% 0.7940
Low 0.7918 0.7906 -0.0012 -0.2% 0.7827
Close 0.7950 0.7942 -0.0009 -0.1% 0.7913
Range 0.0053 0.0044 -0.0009 -17.0% 0.0113
ATR 0.0064 0.0063 -0.0001 -2.2% 0.0000
Volume 69,591 80,317 10,726 15.4% 446,414
Daily Pivots for day following 06-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.8064 0.8047 0.7966
R3 0.8020 0.8003 0.7954
R2 0.7976 0.7976 0.7950
R1 0.7959 0.7959 0.7946 0.7946
PP 0.7932 0.7932 0.7932 0.7926
S1 0.7915 0.7915 0.7937 0.7902
S2 0.7888 0.7888 0.7933
S3 0.7844 0.7871 0.7929
S4 0.7800 0.7827 0.7917
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 0.7971 0.7835 0.0136 1.7% 0.0062 0.8% 79% False False 86,383
10 0.7971 0.7814 0.0157 2.0% 0.0064 0.8% 81% False False 83,769
20 0.7971 0.7754 0.0217 2.7% 0.0065 0.8% 87% False False 82,285
40 0.8009 0.7723 0.0286 3.6% 0.0060 0.8% 77% False False 44,100
60 0.8048 0.7723 0.0326 4.1% 0.0058 0.7% 67% False False 29,488
80 0.8241 0.7723 0.0519 6.5% 0.0059 0.7% 42% False False 22,137
100 0.8324 0.7723 0.0601 7.6% 0.0056 0.7% 36% False False 17,755
120 0.8324 0.7723 0.0601 7.6% 0.0055 0.7% 36% False False 14,806
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0014
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8137
2.618 0.8065
1.618 0.8021
1.000 0.7994
0.618 0.7977
HIGH 0.7950
0.618 0.7933
0.500 0.7928
0.382 0.7922
LOW 0.7906
0.618 0.7878
1.000 0.7862
1.618 0.7834
2.618 0.7790
4.250 0.7719
Fisher Pivots for day following 06-Oct-2021
Pivot 1 day 3 day
R1 0.7937 0.7940
PP 0.7932 0.7938
S1 0.7928 0.7936

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

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