CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 02-Jul-2021
Day Change Summary
Previous Current
01-Jul-2021 02-Jul-2021 Change Change % Previous Week
Open 0.8065 0.8041 -0.0025 -0.3% 0.8131
High 0.8086 0.8122 0.0036 0.4% 0.8137
Low 0.8035 0.8032 -0.0003 0.0% 0.8032
Close 0.8035 0.8101 0.0066 0.8% 0.8101
Range 0.0052 0.0090 0.0039 74.8% 0.0105
ATR 0.0050 0.0053 0.0003 5.8% 0.0000
Volume 56 152 96 171.4% 393
Daily Pivots for day following 02-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.8355 0.8318 0.8150
R3 0.8265 0.8228 0.8125
R2 0.8175 0.8175 0.8117
R1 0.8138 0.8138 0.8109 0.8156
PP 0.8085 0.8085 0.8085 0.8094
S1 0.8048 0.8048 0.8092 0.8066
S2 0.7995 0.7995 0.8084
S3 0.7905 0.7958 0.8076
S4 0.7815 0.7868 0.8051
Weekly Pivots for week ending 02-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.8405 0.8358 0.8158
R3 0.8300 0.8253 0.8129
R2 0.8195 0.8195 0.8120
R1 0.8148 0.8148 0.8110 0.8119
PP 0.8090 0.8090 0.8090 0.8075
S1 0.8043 0.8043 0.8091 0.8014
S2 0.7985 0.7985 0.8081
S3 0.7880 0.7938 0.8072
S4 0.7775 0.7833 0.8043
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8137 0.8032 0.0105 1.3% 0.0053 0.7% 65% False True 78
10 0.8159 0.8009 0.0150 1.9% 0.0053 0.7% 61% False False 62
20 0.8291 0.8009 0.0282 3.5% 0.0052 0.6% 33% False False 202
40 0.8324 0.8009 0.0315 3.9% 0.0049 0.6% 29% False False 151
60 0.8324 0.7906 0.0418 5.2% 0.0049 0.6% 47% False False 119
80 0.8324 0.7906 0.0418 5.2% 0.0047 0.6% 47% False False 98
100 0.8324 0.7842 0.0482 5.9% 0.0047 0.6% 54% False False 96
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 0.8505
2.618 0.8358
1.618 0.8268
1.000 0.8212
0.618 0.8178
HIGH 0.8122
0.618 0.8088
0.500 0.8077
0.382 0.8066
LOW 0.8032
0.618 0.7976
1.000 0.7942
1.618 0.7886
2.618 0.7796
4.250 0.7650
Fisher Pivots for day following 02-Jul-2021
Pivot 1 day 3 day
R1 0.8093 0.8093
PP 0.8085 0.8085
S1 0.8077 0.8077

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

View Archives - Comment on this page... - Back to Index of Symbols