CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 21-Jun-2021
Day Change Summary
Previous Current
18-Jun-2021 21-Jun-2021 Change Change % Previous Week
Open 0.8100 0.8035 -0.0065 -0.8% 0.8223
High 0.8103 0.8094 -0.0009 -0.1% 0.8243
Low 0.8014 0.8009 -0.0005 -0.1% 0.8014
Close 0.8048 0.8092 0.0044 0.5% 0.8048
Range 0.0090 0.0085 -0.0005 -5.0% 0.0229
ATR 0.0051 0.0054 0.0002 4.7% 0.0000
Volume 134 55 -79 -59.0% 768
Daily Pivots for day following 21-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.8320 0.8291 0.8138
R3 0.8235 0.8206 0.8115
R2 0.8150 0.8150 0.8107
R1 0.8121 0.8121 0.8099 0.8135
PP 0.8065 0.8065 0.8065 0.8072
S1 0.8036 0.8036 0.8084 0.8050
S2 0.7980 0.7980 0.8076
S3 0.7895 0.7951 0.8068
S4 0.7810 0.7866 0.8045
Weekly Pivots for week ending 18-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.8788 0.8647 0.8173
R3 0.8559 0.8418 0.8110
R2 0.8330 0.8330 0.8089
R1 0.8189 0.8189 0.8068 0.8145
PP 0.8101 0.8101 0.8101 0.8079
S1 0.7960 0.7960 0.8027 0.7916
S2 0.7872 0.7872 0.8006
S3 0.7643 0.7731 0.7985
S4 0.7414 0.7502 0.7922
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8241 0.8009 0.0232 2.9% 0.0075 0.9% 36% False True 102
10 0.8288 0.8009 0.0279 3.4% 0.0056 0.7% 30% False True 292
20 0.8324 0.8009 0.0315 3.9% 0.0050 0.6% 26% False True 242
40 0.8324 0.8009 0.0315 3.9% 0.0048 0.6% 26% False True 150
60 0.8324 0.7906 0.0418 5.2% 0.0047 0.6% 44% False False 115
80 0.8324 0.7850 0.0474 5.9% 0.0047 0.6% 51% False False 105
100 0.8324 0.7776 0.0548 6.8% 0.0046 0.6% 58% False False 93
Crabel Price Patterns
NR True
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8455
2.618 0.8317
1.618 0.8232
1.000 0.8179
0.618 0.8147
HIGH 0.8094
0.618 0.8062
0.500 0.8052
0.382 0.8041
LOW 0.8009
0.618 0.7956
1.000 0.7924
1.618 0.7871
2.618 0.7786
4.250 0.7648
Fisher Pivots for day following 21-Jun-2021
Pivot 1 day 3 day
R1 0.8078 0.8088
PP 0.8065 0.8085
S1 0.8052 0.8081

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

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