CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 01-Jul-2021
Day Change Summary
Previous Current
30-Jun-2021 01-Jul-2021 Change Change % Previous Week
Open 0.8068 0.8065 -0.0003 0.0% 0.8035
High 0.8091 0.8086 -0.0005 -0.1% 0.8159
Low 0.8049 0.8035 -0.0014 -0.2% 0.8009
Close 0.8062 0.8035 -0.0027 -0.3% 0.8125
Range 0.0042 0.0052 0.0010 22.6% 0.0150
ATR 0.0050 0.0050 0.0000 0.3% 0.0000
Volume 91 56 -35 -38.5% 228
Daily Pivots for day following 01-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.8206 0.8172 0.8063
R3 0.8155 0.8121 0.8049
R2 0.8103 0.8103 0.8044
R1 0.8069 0.8069 0.8040 0.8061
PP 0.8052 0.8052 0.8052 0.8048
S1 0.8018 0.8018 0.8030 0.8009
S2 0.8000 0.8000 0.8026
S3 0.7949 0.7966 0.8021
S4 0.7897 0.7915 0.8007
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 0.8035 0.0112 1.4% 0.0042 0.5% 0% False True 52
10 0.8159 0.8009 0.0150 1.9% 0.0053 0.7% 17% False False 60
20 0.8291 0.8009 0.0282 3.5% 0.0050 0.6% 9% False False 202
40 0.8324 0.8009 0.0315 3.9% 0.0049 0.6% 8% False False 150
60 0.8324 0.7906 0.0418 5.2% 0.0047 0.6% 31% False False 117
80 0.8324 0.7886 0.0438 5.4% 0.0047 0.6% 34% False False 101
100 0.8324 0.7840 0.0484 6.0% 0.0046 0.6% 40% False False 95
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 0.0012
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8305
2.618 0.8221
1.618 0.8169
1.000 0.8138
0.618 0.8118
HIGH 0.8086
0.618 0.8066
0.500 0.8060
0.382 0.8054
LOW 0.8035
0.618 0.8003
1.000 0.7983
1.618 0.7951
2.618 0.7900
4.250 0.7816
Fisher Pivots for day following 01-Jul-2021
Pivot 1 day 3 day
R1 0.8060 0.8071
PP 0.8052 0.8059
S1 0.8043 0.8047

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

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