CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 14-Jun-2021
Day Change Summary
Previous Current
11-Jun-2021 14-Jun-2021 Change Change % Previous Week
Open 0.8272 0.8223 -0.0049 -0.6% 0.8283
High 0.8275 0.8243 -0.0033 -0.4% 0.8291
Low 0.8213 0.8218 0.0005 0.1% 0.8213
Close 0.8218 0.8234 0.0016 0.2% 0.8218
Range 0.0062 0.0025 -0.0037 -59.7% 0.0078
ATR 0.0045 0.0044 -0.0001 -3.2% 0.0000
Volume 292 311 19 6.5% 2,670
Daily Pivots for day following 14-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.8306 0.8295 0.8247
R3 0.8281 0.8270 0.8240
R2 0.8256 0.8256 0.8238
R1 0.8245 0.8245 0.8236 0.8251
PP 0.8231 0.8231 0.8231 0.8234
S1 0.8220 0.8220 0.8231 0.8226
S2 0.8206 0.8206 0.8229
S3 0.8181 0.8195 0.8227
S4 0.8156 0.8170 0.8220
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 0.8288 0.8213 0.0075 0.9% 0.0037 0.5% 27% False False 482
10 0.8324 0.8213 0.0111 1.3% 0.0041 0.5% 19% False False 348
20 0.8324 0.8213 0.0111 1.3% 0.0044 0.5% 19% False False 226
40 0.8324 0.7906 0.0418 5.1% 0.0046 0.6% 78% False False 145
60 0.8324 0.7906 0.0418 5.1% 0.0044 0.5% 78% False False 108
80 0.8324 0.7850 0.0474 5.8% 0.0046 0.6% 81% False False 103
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 0.8349
2.618 0.8308
1.618 0.8283
1.000 0.8268
0.618 0.8258
HIGH 0.8243
0.618 0.8233
0.500 0.8230
0.382 0.8227
LOW 0.8218
0.618 0.8202
1.000 0.8193
1.618 0.8177
2.618 0.8152
4.250 0.8111
Fisher Pivots for day following 14-Jun-2021
Pivot 1 day 3 day
R1 0.8232 0.8248
PP 0.8231 0.8243
S1 0.8230 0.8238

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

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