CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 16-Jun-2021
Day Change Summary
Previous Current
15-Jun-2021 16-Jun-2021 Change Change % Previous Week
Open 0.8203 0.8209 0.0006 0.1% 0.8283
High 0.8241 0.8223 -0.0018 -0.2% 0.8291
Low 0.8195 0.8141 -0.0054 -0.7% 0.8213
Close 0.8203 0.8152 -0.0051 -0.6% 0.8218
Range 0.0047 0.0082 0.0036 76.3% 0.0078
ATR 0.0044 0.0047 0.0003 6.2% 0.0000
Volume 14 137 123 878.6% 2,670
Daily Pivots for day following 16-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.8418 0.8367 0.8197
R3 0.8336 0.8285 0.8175
R2 0.8254 0.8254 0.8167
R1 0.8203 0.8203 0.8160 0.8188
PP 0.8172 0.8172 0.8172 0.8164
S1 0.8121 0.8121 0.8144 0.8106
S2 0.8090 0.8090 0.8137
S3 0.8008 0.8039 0.8129
S4 0.7926 0.7957 0.8107
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 0.8283 0.8141 0.0142 1.7% 0.0050 0.6% 8% False True 429
10 0.8311 0.8141 0.0170 2.1% 0.0045 0.5% 6% False True 340
20 0.8324 0.8141 0.0183 2.2% 0.0045 0.6% 6% False True 232
40 0.8324 0.7906 0.0418 5.1% 0.0046 0.6% 59% False False 145
60 0.8324 0.7906 0.0418 5.1% 0.0045 0.5% 59% False False 110
80 0.8324 0.7850 0.0474 5.8% 0.0046 0.6% 64% False False 103
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 0.0009
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 0.8572
2.618 0.8438
1.618 0.8356
1.000 0.8305
0.618 0.8274
HIGH 0.8223
0.618 0.8192
0.500 0.8182
0.382 0.8172
LOW 0.8141
0.618 0.8090
1.000 0.8059
1.618 0.8008
2.618 0.7926
4.250 0.7793
Fisher Pivots for day following 16-Jun-2021
Pivot 1 day 3 day
R1 0.8182 0.8192
PP 0.8172 0.8179
S1 0.8162 0.8165

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

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