CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 11-Jun-2021
Day Change Summary
Previous Current
10-Jun-2021 11-Jun-2021 Change Change % Previous Week
Open 0.8250 0.8272 0.0022 0.3% 0.8283
High 0.8283 0.8275 -0.0008 -0.1% 0.8291
Low 0.8247 0.8213 -0.0034 -0.4% 0.8213
Close 0.8272 0.8218 -0.0054 -0.6% 0.8218
Range 0.0036 0.0062 0.0027 74.6% 0.0078
ATR 0.0044 0.0045 0.0001 3.0% 0.0000
Volume 1,393 292 -1,101 -79.0% 2,670
Daily Pivots for day following 11-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.8421 0.8382 0.8252
R3 0.8359 0.8320 0.8235
R2 0.8297 0.8297 0.8229
R1 0.8258 0.8258 0.8224 0.8247
PP 0.8235 0.8235 0.8235 0.8230
S1 0.8196 0.8196 0.8212 0.8185
S2 0.8173 0.8173 0.8207
S3 0.8111 0.8134 0.8201
S4 0.8049 0.8072 0.8184
Weekly Pivots for week ending 11-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.8473 0.8423 0.8261
R3 0.8396 0.8346 0.8239
R2 0.8318 0.8318 0.8232
R1 0.8268 0.8268 0.8225 0.8254
PP 0.8241 0.8241 0.8241 0.8234
S1 0.8191 0.8191 0.8211 0.8177
S2 0.8163 0.8163 0.8204
S3 0.8086 0.8113 0.8197
S4 0.8008 0.8036 0.8175
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8291 0.8213 0.0078 0.9% 0.0039 0.5% 6% False True 534
10 0.8324 0.8213 0.0111 1.3% 0.0043 0.5% 5% False True 384
20 0.8324 0.8212 0.0112 1.4% 0.0046 0.6% 5% False False 212
40 0.8324 0.7906 0.0418 5.1% 0.0046 0.6% 75% False False 138
60 0.8324 0.7906 0.0418 5.1% 0.0045 0.6% 75% False False 104
80 0.8324 0.7850 0.0474 5.8% 0.0046 0.6% 78% False False 100
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 0.8539
2.618 0.8437
1.618 0.8375
1.000 0.8337
0.618 0.8313
HIGH 0.8275
0.618 0.8251
0.500 0.8244
0.382 0.8237
LOW 0.8213
0.618 0.8175
1.000 0.8151
1.618 0.8113
2.618 0.8051
4.250 0.7950
Fisher Pivots for day following 11-Jun-2021
Pivot 1 day 3 day
R1 0.8244 0.8251
PP 0.8235 0.8240
S1 0.8227 0.8229

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

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