CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 10-Jun-2021
Day Change Summary
Previous Current
09-Jun-2021 10-Jun-2021 Change Change % Previous Week
Open 0.8270 0.8250 -0.0020 -0.2% 0.8300
High 0.8288 0.8283 -0.0006 -0.1% 0.8324
Low 0.8253 0.8247 -0.0006 -0.1% 0.8242
Close 0.8260 0.8272 0.0012 0.1% 0.8281
Range 0.0036 0.0036 0.0000 0.0% 0.0082
ATR 0.0045 0.0044 -0.0001 -1.4% 0.0000
Volume 280 1,393 1,113 397.5% 506
Daily Pivots for day following 10-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.8374 0.8358 0.8291
R3 0.8338 0.8323 0.8281
R2 0.8303 0.8303 0.8278
R1 0.8287 0.8287 0.8275 0.8295
PP 0.8267 0.8267 0.8267 0.8271
S1 0.8252 0.8252 0.8268 0.8259
S2 0.8232 0.8232 0.8265
S3 0.8196 0.8216 0.8262
S4 0.8161 0.8181 0.8252
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 0.8291 0.8242 0.0049 0.6% 0.0034 0.4% 61% False False 503
10 0.8324 0.8236 0.0088 1.1% 0.0042 0.5% 41% False False 363
20 0.8324 0.8197 0.0127 1.5% 0.0045 0.5% 59% False False 201
40 0.8324 0.7906 0.0418 5.0% 0.0046 0.6% 88% False False 132
60 0.8324 0.7906 0.0418 5.0% 0.0045 0.5% 88% False False 99
80 0.8324 0.7850 0.0474 5.7% 0.0046 0.6% 89% False False 97
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Fibonacci Retracements and Extensions
4.250 0.8433
2.618 0.8375
1.618 0.8340
1.000 0.8318
0.618 0.8304
HIGH 0.8283
0.618 0.8269
0.500 0.8265
0.382 0.8261
LOW 0.8247
0.618 0.8225
1.000 0.8212
1.618 0.8190
2.618 0.8154
4.250 0.8096
Fisher Pivots for day following 10-Jun-2021
Pivot 1 day 3 day
R1 0.8269 0.8270
PP 0.8267 0.8269
S1 0.8265 0.8268

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

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