CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 22-Jun-2021

Day Change Summary
	Previous	Current
	21-Jun-2021	22-Jun-2021	Change	Change %	Previous Week
Open	0.8024	0.8090	0.0066	0.8%	0.8220
High	0.8096	0.8129	0.0033	0.4%	0.8246
Low	0.8008	0.8063	0.0055	0.7%	0.8013
Close	0.8092	0.8117	0.0025	0.3%	0.8048
Range	0.0088	0.0066	-0.0022	-24.6%	0.0233
ATR	0.0063	0.0063	0.0000	0.3%	0.0000
Volume	74,714	68,573	-6,141	-8.2%	403,281

Daily Pivots for day following 22-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8301	0.8275	0.8153
R3	0.8235	0.8209	0.8135
R2	0.8169	0.8169	0.8129
R1	0.8143	0.8143	0.8123	0.8156
PP	0.8103	0.8103	0.8103	0.8109
S1	0.8077	0.8077	0.8110	0.8090
S2	0.8037	0.8037	0.8104
S3	0.7971	0.8011	0.8098
S4	0.7905	0.7945	0.8080

Weekly Pivots for week ending 18-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8801	0.8658	0.8176
R3	0.8568	0.8425	0.8112
R2	0.8335	0.8335	0.8091
R1	0.8192	0.8192	0.8069	0.8147
PP	0.8102	0.8102	0.8102	0.8080
S1	0.7959	0.7959	0.8027	0.7914
S2	0.7869	0.7869	0.8005
S3	0.7636	0.7726	0.7984
S4	0.7403	0.7493	0.7920

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8226	0.8008	0.0218	2.7%	0.0081	1.0%	50%	False	False	85,739
10	0.8293	0.8008	0.0285	3.5%	0.0078	1.0%	38%	False	False	81,917
20	0.8328	0.8008	0.0320	3.9%	0.0062	0.8%	34%	False	False	45,530
40	0.8328	0.8008	0.0320	3.9%	0.0055	0.7%	34%	False	False	23,009
60	0.8328	0.7905	0.0423	5.2%	0.0054	0.7%	50%	False	False	15,381
80	0.8328	0.7853	0.0475	5.8%	0.0053	0.7%	56%	False	False	11,555
100	0.8328	0.7771	0.0557	6.9%	0.0052	0.6%	62%	False	False	9,251
120	0.8328	0.7767	0.0561	6.9%	0.0051	0.6%	62%	False	False	7,715

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8409
2.618	0.8301
1.618	0.8235
1.000	0.8195
0.618	0.8169
HIGH	0.8129
0.618	0.8103
0.500	0.8096
0.382	0.8088
LOW	0.8063
0.618	0.8022
1.000	0.7997
1.618	0.7956
2.618	0.7890
4.250	0.7782

Fisher Pivots for day following 22-Jun-2021
Pivot	1 day	3 day
R1	0.8110	0.8100
PP	0.8103	0.8084
S1	0.8096	0.8068

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