CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 22-Jun-2021
Day Change Summary
Previous Current
21-Jun-2021 22-Jun-2021 Change Change % Previous Week
Open 0.8035 0.8078 0.0043 0.5% 0.8223
High 0.8094 0.8128 0.0034 0.4% 0.8243
Low 0.8009 0.8063 0.0054 0.7% 0.8014
Close 0.8092 0.8117 0.0025 0.3% 0.8048
Range 0.0085 0.0065 -0.0021 -24.1% 0.0229
ATR 0.0054 0.0055 0.0001 1.4% 0.0000
Volume 55 44 -11 -20.0% 768
Daily Pivots for day following 22-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.8296 0.8271 0.8152
R3 0.8231 0.8206 0.8134
R2 0.8167 0.8167 0.8128
R1 0.8142 0.8142 0.8122 0.8154
PP 0.8102 0.8102 0.8102 0.8109
S1 0.8077 0.8077 0.8111 0.8090
S2 0.8038 0.8038 0.8105
S3 0.7973 0.8013 0.8099
S4 0.7909 0.7948 0.8081
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 0.8223 0.8009 0.0214 2.6% 0.0079 1.0% 50% False False 108
10 0.8288 0.8009 0.0279 3.4% 0.0060 0.7% 39% False False 283
20 0.8324 0.8009 0.0315 3.9% 0.0052 0.6% 34% False False 243
40 0.8324 0.8009 0.0315 3.9% 0.0048 0.6% 34% False False 151
60 0.8324 0.7906 0.0418 5.1% 0.0047 0.6% 50% False False 115
80 0.8324 0.7854 0.0470 5.8% 0.0047 0.6% 56% False False 104
100 0.8324 0.7778 0.0546 6.7% 0.0046 0.6% 62% False False 93
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0010
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8402
2.618 0.8296
1.618 0.8232
1.000 0.8192
0.618 0.8167
HIGH 0.8128
0.618 0.8103
0.500 0.8095
0.382 0.8088
LOW 0.8063
0.618 0.8023
1.000 0.7999
1.618 0.7959
2.618 0.7894
4.250 0.7789
Fisher Pivots for day following 22-Jun-2021
Pivot 1 day 3 day
R1 0.8109 0.8100
PP 0.8102 0.8084
S1 0.8095 0.8068

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

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