CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 29-Jun-2021
Day Change Summary
Previous Current
28-Jun-2021 29-Jun-2021 Change Change % Previous Week
Open 0.8131 0.8102 -0.0030 -0.4% 0.8035
High 0.8137 0.8108 -0.0030 -0.4% 0.8159
Low 0.8099 0.8063 -0.0037 -0.5% 0.8009
Close 0.8102 0.8070 -0.0033 -0.4% 0.8125
Range 0.0038 0.0045 0.0007 18.4% 0.0150
ATR 0.0051 0.0050 0.0000 -0.8% 0.0000
Volume 38 56 18 47.4% 228
Daily Pivots for day following 29-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.8215 0.8187 0.8094
R3 0.8170 0.8142 0.8082
R2 0.8125 0.8125 0.8078
R1 0.8097 0.8097 0.8074 0.8089
PP 0.8080 0.8080 0.8080 0.8076
S1 0.8052 0.8052 0.8065 0.8044
S2 0.8035 0.8035 0.8061
S3 0.7990 0.8007 0.8057
S4 0.7945 0.7962 0.8045
Weekly Pivots for week ending 25-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.8548 0.8486 0.8208
R3 0.8398 0.8336 0.8166
R2 0.8248 0.8248 0.8153
R1 0.8186 0.8186 0.8139 0.8217
PP 0.8098 0.8098 0.8098 0.8113
S1 0.8036 0.8036 0.8111 0.8067
S2 0.7948 0.7948 0.8098
S3 0.7798 0.7886 0.8084
S4 0.7648 0.7736 0.8043
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8159 0.8063 0.0097 1.2% 0.0040 0.5% 7% False True 44
10 0.8223 0.8009 0.0214 2.7% 0.0060 0.7% 28% False False 76
20 0.8311 0.8009 0.0302 3.7% 0.0050 0.6% 20% False False 210
40 0.8324 0.8009 0.0315 3.9% 0.0049 0.6% 19% False False 153
60 0.8324 0.7906 0.0418 5.2% 0.0047 0.6% 39% False False 115
80 0.8324 0.7874 0.0450 5.6% 0.0047 0.6% 43% False False 102
100 0.8324 0.7815 0.0509 6.3% 0.0046 0.6% 50% False False 94
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8299
2.618 0.8225
1.618 0.8180
1.000 0.8153
0.618 0.8135
HIGH 0.8108
0.618 0.8090
0.500 0.8085
0.382 0.8080
LOW 0.8063
0.618 0.8035
1.000 0.8018
1.618 0.7990
2.618 0.7945
4.250 0.7871
Fisher Pivots for day following 29-Jun-2021
Pivot 1 day 3 day
R1 0.8085 0.8105
PP 0.8080 0.8093
S1 0.8075 0.8081

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

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