CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 16-Jun-2021
Day Change Summary
Previous Current
15-Jun-2021 16-Jun-2021 Change Change % Previous Week
Open 0.8235 0.8208 -0.0028 -0.3% 0.8282
High 0.8245 0.8226 -0.0019 -0.2% 0.8293
Low 0.8194 0.8141 -0.0053 -0.6% 0.8100
Close 0.8204 0.8153 -0.0051 -0.6% 0.8219
Range 0.0051 0.0085 0.0034 67.3% 0.0193
ATR 0.0055 0.0057 0.0002 3.8% 0.0000
Volume 61,677 88,058 26,381 42.8% 332,141
Daily Pivots for day following 16-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.8427 0.8374 0.8199
R3 0.8342 0.8290 0.8176
R2 0.8258 0.8258 0.8168
R1 0.8205 0.8205 0.8160 0.8189
PP 0.8173 0.8173 0.8173 0.8165
S1 0.8121 0.8121 0.8145 0.8105
S2 0.8089 0.8089 0.8137
S3 0.8004 0.8036 0.8129
S4 0.7920 0.7952 0.8106
Weekly Pivots for week ending 11-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.8783 0.8694 0.8325
R3 0.8590 0.8501 0.8272
R2 0.8397 0.8397 0.8254
R1 0.8308 0.8308 0.8236 0.8256
PP 0.8204 0.8204 0.8204 0.8178
S1 0.8115 0.8115 0.8201 0.8063
S2 0.8011 0.8011 0.8183
S3 0.7818 0.7922 0.8165
S4 0.7625 0.7729 0.8112
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8285 0.8100 0.0185 2.3% 0.0083 1.0% 28% False False 79,168
10 0.8313 0.8100 0.0213 2.6% 0.0063 0.8% 25% False False 55,292
20 0.8328 0.8100 0.0228 2.8% 0.0055 0.7% 23% False False 28,569
40 0.8328 0.7905 0.0423 5.2% 0.0053 0.7% 59% False False 14,513
60 0.8328 0.7905 0.0423 5.2% 0.0051 0.6% 59% False False 9,709
80 0.8328 0.7843 0.0485 5.9% 0.0052 0.6% 64% False False 7,301
100 0.8328 0.7767 0.0561 6.9% 0.0051 0.6% 69% False False 5,846
120 0.8328 0.7756 0.0572 7.0% 0.0049 0.6% 69% False False 4,877
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0012
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8585
2.618 0.8447
1.618 0.8362
1.000 0.8310
0.618 0.8278
HIGH 0.8226
0.618 0.8193
0.500 0.8183
0.382 0.8173
LOW 0.8141
0.618 0.8089
1.000 0.8057
1.618 0.8004
2.618 0.7920
4.250 0.7782
Fisher Pivots for day following 16-Jun-2021
Pivot 1 day 3 day
R1 0.8183 0.8193
PP 0.8173 0.8180
S1 0.8163 0.8166

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

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