CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 15-Jun-2021
Day Change Summary
Previous Current
14-Jun-2021 15-Jun-2021 Change Change % Previous Week
Open 0.8223 0.8203 -0.0020 -0.2% 0.8283
High 0.8243 0.8241 -0.0002 0.0% 0.8291
Low 0.8218 0.8195 -0.0023 -0.3% 0.8213
Close 0.8234 0.8203 -0.0031 -0.4% 0.8218
Range 0.0025 0.0047 0.0022 86.0% 0.0078
ATR 0.0044 0.0044 0.0000 0.5% 0.0000
Volume 311 14 -297 -95.5% 2,670
Daily Pivots for day following 15-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.8352 0.8324 0.8229
R3 0.8306 0.8278 0.8216
R2 0.8259 0.8259 0.8212
R1 0.8231 0.8231 0.8207 0.8226
PP 0.8213 0.8213 0.8213 0.8210
S1 0.8185 0.8185 0.8199 0.8180
S2 0.8166 0.8166 0.8194
S3 0.8120 0.8138 0.8190
S4 0.8073 0.8092 0.8177
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 0.8195 0.0094 1.1% 0.0041 0.5% 9% False True 458
10 0.8311 0.8195 0.0116 1.4% 0.0041 0.5% 7% False True 345
20 0.8324 0.8195 0.0129 1.6% 0.0043 0.5% 7% False True 226
40 0.8324 0.7906 0.0418 5.1% 0.0046 0.6% 71% False False 145
60 0.8324 0.7906 0.0418 5.1% 0.0044 0.5% 71% False False 108
80 0.8324 0.7850 0.0474 5.8% 0.0046 0.6% 75% False False 103
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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8439
2.618 0.8363
1.618 0.8316
1.000 0.8288
0.618 0.8270
HIGH 0.8241
0.618 0.8223
0.500 0.8218
0.382 0.8212
LOW 0.8195
0.618 0.8166
1.000 0.8148
1.618 0.8119
2.618 0.8073
4.250 0.7997
Fisher Pivots for day following 15-Jun-2021
Pivot 1 day 3 day
R1 0.8218 0.8235
PP 0.8213 0.8224
S1 0.8208 0.8214

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

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