CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 23-Jun-2021
Day Change Summary
Previous Current
22-Jun-2021 23-Jun-2021 Change Change % Previous Week
Open 0.8090 0.8126 0.0037 0.5% 0.8220
High 0.8129 0.8162 0.0034 0.4% 0.8246
Low 0.8063 0.8111 0.0049 0.6% 0.8013
Close 0.8117 0.8127 0.0010 0.1% 0.8048
Range 0.0066 0.0051 -0.0015 -22.7% 0.0233
ATR 0.0063 0.0062 -0.0001 -1.4% 0.0000
Volume 68,573 72,168 3,595 5.2% 403,281
Daily Pivots for day following 23-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.8286 0.8257 0.8155
R3 0.8235 0.8206 0.8141
R2 0.8184 0.8184 0.8136
R1 0.8155 0.8155 0.8131 0.8170
PP 0.8133 0.8133 0.8133 0.8140
S1 0.8104 0.8104 0.8122 0.8119
S2 0.8082 0.8082 0.8117
S3 0.8031 0.8053 0.8112
S4 0.7980 0.8002 0.8098
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 0.8162 0.8008 0.0154 1.9% 0.0075 0.9% 77% True False 82,561
10 0.8285 0.8008 0.0277 3.4% 0.0079 1.0% 43% False False 80,864
20 0.8328 0.8008 0.0320 3.9% 0.0063 0.8% 37% False False 49,113
40 0.8328 0.8008 0.0320 3.9% 0.0056 0.7% 37% False False 24,812
60 0.8328 0.7905 0.0423 5.2% 0.0054 0.7% 52% False False 16,584
80 0.8328 0.7853 0.0475 5.8% 0.0053 0.7% 58% False False 12,457
100 0.8328 0.7774 0.0554 6.8% 0.0051 0.6% 64% False False 9,972
120 0.8328 0.7767 0.0561 6.9% 0.0051 0.6% 64% False False 8,316
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 0.0015
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8379
2.618 0.8296
1.618 0.8245
1.000 0.8213
0.618 0.8194
HIGH 0.8162
0.618 0.8143
0.500 0.8137
0.382 0.8130
LOW 0.8111
0.618 0.8079
1.000 0.8060
1.618 0.8028
2.618 0.7977
4.250 0.7894
Fisher Pivots for day following 23-Jun-2021
Pivot 1 day 3 day
R1 0.8137 0.8113
PP 0.8133 0.8099
S1 0.8130 0.8085

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

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