CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 08-Oct-2021
Day Change Summary
Previous Current
07-Oct-2021 08-Oct-2021 Change Change % Previous Week
Open 0.7941 0.7967 0.0026 0.3% 0.7910
High 0.7974 0.8031 0.0057 0.7% 0.8031
Low 0.7937 0.7960 0.0024 0.3% 0.7902
Close 0.7965 0.8025 0.0060 0.8% 0.8025
Range 0.0038 0.0071 0.0033 88.0% 0.0129
ATR 0.0061 0.0062 0.0001 1.1% 0.0000
Volume 63,527 80,426 16,899 26.6% 374,010
Daily Pivots for day following 08-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.8217 0.8191 0.8064
R3 0.8146 0.8121 0.8044
R2 0.8076 0.8076 0.8038
R1 0.8050 0.8050 0.8031 0.8063
PP 0.8005 0.8005 0.8005 0.8012
S1 0.7980 0.7980 0.8019 0.7993
S2 0.7935 0.7935 0.8012
S3 0.7864 0.7909 0.8006
S4 0.7794 0.7839 0.7986
Weekly Pivots for week ending 08-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.8373 0.8328 0.8096
R3 0.8244 0.8199 0.8060
R2 0.8115 0.8115 0.8049
R1 0.8070 0.8070 0.8037 0.8092
PP 0.7986 0.7986 0.7986 0.7997
S1 0.7941 0.7941 0.8013 0.7963
S2 0.7857 0.7857 0.8001
S3 0.7728 0.7812 0.7990
S4 0.7599 0.7683 0.7954
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8031 0.7902 0.0129 1.6% 0.0053 0.7% 96% True False 74,802
10 0.8031 0.7827 0.0204 2.5% 0.0059 0.7% 97% True False 82,042
20 0.8031 0.7754 0.0277 3.5% 0.0063 0.8% 98% True False 80,377
40 0.8031 0.7723 0.0308 3.8% 0.0062 0.8% 98% True False 47,674
60 0.8048 0.7723 0.0326 4.1% 0.0058 0.7% 93% False False 31,882
80 0.8159 0.7723 0.0437 5.4% 0.0059 0.7% 69% False False 23,934
100 0.8324 0.7723 0.0601 7.5% 0.0056 0.7% 50% False False 19,194
120 0.8324 0.7723 0.0601 7.5% 0.0055 0.7% 50% False False 16,005
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8330
2.618 0.8215
1.618 0.8145
1.000 0.8101
0.618 0.8074
HIGH 0.8031
0.618 0.8004
0.500 0.7995
0.382 0.7987
LOW 0.7960
0.618 0.7916
1.000 0.7890
1.618 0.7846
2.618 0.7775
4.250 0.7660
Fisher Pivots for day following 08-Oct-2021
Pivot 1 day 3 day
R1 0.8015 0.8006
PP 0.8005 0.7987
S1 0.7995 0.7968

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

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