CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 09-Jun-2021
Day Change Summary
Previous Current
08-Jun-2021 09-Jun-2021 Change Change % Previous Week
Open 0.8278 0.8270 -0.0008 -0.1% 0.8300
High 0.8281 0.8288 0.0008 0.1% 0.8324
Low 0.8252 0.8253 0.0001 0.0% 0.8242
Close 0.8260 0.8260 0.0000 0.0% 0.8281
Range 0.0029 0.0036 0.0007 24.6% 0.0082
ATR 0.0045 0.0045 -0.0001 -1.5% 0.0000
Volume 135 280 145 107.4% 506
Daily Pivots for day following 09-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.8373 0.8352 0.8279
R3 0.8338 0.8316 0.8269
R2 0.8302 0.8302 0.8266
R1 0.8281 0.8281 0.8263 0.8274
PP 0.8267 0.8267 0.8267 0.8263
S1 0.8245 0.8245 0.8256 0.8238
S2 0.8231 0.8231 0.8253
S3 0.8196 0.8210 0.8250
S4 0.8160 0.8174 0.8240
Weekly Pivots for week ending 04-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.8528 0.8486 0.8326
R3 0.8446 0.8404 0.8303
R2 0.8364 0.8364 0.8296
R1 0.8322 0.8322 0.8288 0.8302
PP 0.8282 0.8282 0.8282 0.8272
S1 0.8240 0.8240 0.8273 0.8220
S2 0.8200 0.8200 0.8265
S3 0.8118 0.8158 0.8258
S4 0.8036 0.8076 0.8235
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8311 0.8242 0.0069 0.8% 0.0039 0.5% 26% False False 251
10 0.8324 0.8236 0.0088 1.1% 0.0044 0.5% 27% False False 226
20 0.8324 0.8197 0.0127 1.5% 0.0046 0.6% 49% False False 136
40 0.8324 0.7906 0.0418 5.1% 0.0046 0.6% 85% False False 101
60 0.8324 0.7906 0.0418 5.1% 0.0045 0.5% 85% False False 76
80 0.8324 0.7850 0.0474 5.7% 0.0046 0.6% 86% False False 81
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8439
2.618 0.8381
1.618 0.8345
1.000 0.8324
0.618 0.8310
HIGH 0.8288
0.618 0.8274
0.500 0.8270
0.382 0.8266
LOW 0.8253
0.618 0.8231
1.000 0.8217
1.618 0.8195
2.618 0.8160
4.250 0.8102
Fisher Pivots for day following 09-Jun-2021
Pivot 1 day 3 day
R1 0.8270 0.8271
PP 0.8267 0.8267
S1 0.8263 0.8263

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

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