CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 21-Oct-2021

Day Change Summary
	Previous	Current
	20-Oct-2021	21-Oct-2021	Change	Change %	Previous Week
Open	0.8089	0.8118	0.0029	0.4%	0.8015
High	0.8125	0.8137	0.0013	0.2%	0.8106
Low	0.8084	0.8074	-0.0010	-0.1%	0.8000
Close	0.8120	0.8077	-0.0043	-0.5%	0.8075
Range	0.0041	0.0063	0.0023	55.6%	0.0106
ATR	0.0053	0.0054	0.0001	1.4%	0.0000
Volume	63,706	60,430	-3,276	-5.1%	310,711

Daily Pivots for day following 21-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8285	0.8244	0.8112
R3	0.8222	0.8181	0.8094
R2	0.8159	0.8159	0.8089
R1	0.8118	0.8118	0.8083	0.8107
PP	0.8096	0.8096	0.8096	0.8091
S1	0.8055	0.8055	0.8071	0.8044
S2	0.8033	0.8033	0.8065
S3	0.7970	0.7992	0.8060
S4	0.7907	0.7929	0.8042

Weekly Pivots for week ending 15-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8377	0.8331	0.8133
R3	0.8271	0.8226	0.8104
R2	0.8166	0.8166	0.8094
R1	0.8120	0.8120	0.8084	0.8143
PP	0.8060	0.8060	0.8060	0.8071
S1	0.8015	0.8015	0.8065	0.8037
S2	0.7955	0.7955	0.8055
S3	0.7849	0.7909	0.8045
S4	0.7744	0.7804	0.8016

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8137	0.8058	0.0080	1.0%	0.0046	0.6%	25%	True	False	64,764
10	0.8137	0.7960	0.0177	2.2%	0.0046	0.6%	66%	True	False	64,310
20	0.8137	0.7827	0.0310	3.8%	0.0052	0.6%	81%	True	False	72,730
40	0.8137	0.7754	0.0384	4.7%	0.0058	0.7%	84%	True	False	61,564
60	0.8137	0.7723	0.0415	5.1%	0.0055	0.7%	86%	True	False	41,227
80	0.8137	0.7723	0.0415	5.1%	0.0058	0.7%	86%	True	False	30,960
100	0.8311	0.7723	0.0588	7.3%	0.0056	0.7%	60%	False	False	24,810
120	0.8324	0.7723	0.0601	7.4%	0.0055	0.7%	59%	False	False	20,691

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.8405
2.618	0.8302
1.618	0.8239
1.000	0.8200
0.618	0.8176
HIGH	0.8137
0.618	0.8113
0.500	0.8106
0.382	0.8098
LOW	0.8074
0.618	0.8035
1.000	0.8011
1.618	0.7972
2.618	0.7909
4.250	0.7806

Fisher Pivots for day following 21-Oct-2021
Pivot	1 day	3 day
R1	0.8106	0.8106
PP	0.8096	0.8096
S1	0.8087	0.8087

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