CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 08-Jul-2021
Day Change Summary
Previous Current
07-Jul-2021 08-Jul-2021 Change Change % Previous Week
Open 0.8027 0.8011 -0.0016 -0.2% 0.8134
High 0.8050 0.8014 -0.0036 -0.4% 0.8139
Low 0.7987 0.7942 -0.0045 -0.6% 0.8032
Close 0.8015 0.7979 -0.0036 -0.4% 0.8101
Range 0.0063 0.0072 0.0009 14.4% 0.0107
ATR 0.0063 0.0064 0.0001 1.1% 0.0000
Volume 80,120 106,591 26,471 33.0% 307,179
Daily Pivots for day following 08-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.8193 0.8157 0.8018
R3 0.8121 0.8086 0.7999
R2 0.8050 0.8050 0.7992
R1 0.8014 0.8014 0.7986 0.7996
PP 0.7978 0.7978 0.7978 0.7969
S1 0.7943 0.7943 0.7972 0.7925
S2 0.7907 0.7907 0.7966
S3 0.7835 0.7871 0.7959
S4 0.7764 0.7800 0.7940
Weekly Pivots for week ending 02-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.8410 0.8362 0.8160
R3 0.8304 0.8256 0.8130
R2 0.8197 0.8197 0.8121
R1 0.8149 0.8149 0.8111 0.8120
PP 0.8091 0.8091 0.8091 0.8076
S1 0.8043 0.8043 0.8091 0.8013
S2 0.7984 0.7984 0.8081
S3 0.7878 0.7936 0.8072
S4 0.7771 0.7830 0.8042
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8128 0.7942 0.0186 2.3% 0.0081 1.0% 20% False True 88,778
10 0.8149 0.7942 0.0207 2.6% 0.0061 0.8% 18% False True 71,577
20 0.8285 0.7942 0.0343 4.3% 0.0070 0.9% 11% False True 76,221
40 0.8328 0.7942 0.0386 4.8% 0.0060 0.7% 10% False True 42,590
60 0.8328 0.7905 0.0423 5.3% 0.0057 0.7% 18% False False 28,501
80 0.8328 0.7905 0.0423 5.3% 0.0054 0.7% 18% False False 21,393
100 0.8328 0.7843 0.0485 6.1% 0.0054 0.7% 28% False False 17,127
120 0.8328 0.7767 0.0561 7.0% 0.0052 0.7% 38% False False 14,279
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8317
2.618 0.8201
1.618 0.8129
1.000 0.8085
0.618 0.8058
HIGH 0.8014
0.618 0.7986
0.500 0.7978
0.382 0.7969
LOW 0.7942
0.618 0.7898
1.000 0.7871
1.618 0.7826
2.618 0.7755
4.250 0.7638
Fisher Pivots for day following 08-Jul-2021
Pivot 1 day 3 day
R1 0.7979 0.8035
PP 0.7978 0.8016
S1 0.7978 0.7998

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

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