CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 30-Jun-2021
Day Change Summary
Previous Current
29-Jun-2021 30-Jun-2021 Change Change % Previous Week
Open 0.8102 0.8068 -0.0034 -0.4% 0.8035
High 0.8108 0.8091 -0.0017 -0.2% 0.8159
Low 0.8063 0.8049 -0.0014 -0.2% 0.8009
Close 0.8070 0.8062 -0.0008 -0.1% 0.8125
Range 0.0045 0.0042 -0.0003 -6.7% 0.0150
ATR 0.0050 0.0050 -0.0001 -1.2% 0.0000
Volume 56 91 35 62.5% 228
Daily Pivots for day following 30-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.8193 0.8169 0.8085
R3 0.8151 0.8127 0.8073
R2 0.8109 0.8109 0.8069
R1 0.8085 0.8085 0.8065 0.8076
PP 0.8067 0.8067 0.8067 0.8062
S1 0.8043 0.8043 0.8058 0.8034
S2 0.8025 0.8025 0.8054
S3 0.7983 0.8001 0.8050
S4 0.7941 0.7959 0.8038
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 0.8147 0.8049 0.0098 1.2% 0.0039 0.5% 13% False True 44
10 0.8159 0.8009 0.0150 1.9% 0.0056 0.7% 35% False False 71
20 0.8311 0.8009 0.0302 3.7% 0.0050 0.6% 17% False False 206
40 0.8324 0.8009 0.0315 3.9% 0.0049 0.6% 17% False False 152
60 0.8324 0.7906 0.0418 5.2% 0.0047 0.6% 37% False False 116
80 0.8324 0.7886 0.0438 5.4% 0.0047 0.6% 40% False False 102
100 0.8324 0.7829 0.0495 6.1% 0.0046 0.6% 47% False False 95
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8269
2.618 0.8200
1.618 0.8158
1.000 0.8133
0.618 0.8116
HIGH 0.8091
0.618 0.8074
0.500 0.8070
0.382 0.8065
LOW 0.8049
0.618 0.8023
1.000 0.8007
1.618 0.7981
2.618 0.7939
4.250 0.7870
Fisher Pivots for day following 30-Jun-2021
Pivot 1 day 3 day
R1 0.8070 0.8093
PP 0.8067 0.8082
S1 0.8064 0.8072

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

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