CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 07-Jul-2021
Day Change Summary
Previous Current
06-Jul-2021 07-Jul-2021 Change Change % Previous Week
Open 0.8114 0.8026 -0.0088 -1.1% 0.8131
High 0.8127 0.8049 -0.0079 -1.0% 0.8137
Low 0.8005 0.7988 -0.0017 -0.2% 0.8032
Close 0.8024 0.8015 -0.0009 -0.1% 0.8101
Range 0.0123 0.0061 -0.0062 -50.2% 0.0105
ATR 0.0058 0.0058 0.0000 0.4% 0.0000
Volume 189 33 -156 -82.5% 393
Daily Pivots for day following 07-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.8200 0.8168 0.8048
R3 0.8139 0.8107 0.8031
R2 0.8078 0.8078 0.8026
R1 0.8046 0.8046 0.8020 0.8032
PP 0.8017 0.8017 0.8017 0.8010
S1 0.7985 0.7985 0.8009 0.7971
S2 0.7956 0.7956 0.8003
S3 0.7895 0.7924 0.7998
S4 0.7834 0.7863 0.7981
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 0.8127 0.7988 0.0140 1.7% 0.0073 0.9% 19% False True 104
10 0.8159 0.7988 0.0172 2.1% 0.0057 0.7% 16% False True 74
20 0.8288 0.7988 0.0301 3.7% 0.0058 0.7% 9% False True 178
40 0.8324 0.7988 0.0336 4.2% 0.0052 0.6% 8% False True 152
60 0.8324 0.7906 0.0418 5.2% 0.0051 0.6% 26% False False 123
80 0.8324 0.7906 0.0418 5.2% 0.0048 0.6% 26% False False 98
100 0.8324 0.7842 0.0482 6.0% 0.0048 0.6% 36% False False 98
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 0.0012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8308
2.618 0.8208
1.618 0.8147
1.000 0.8110
0.618 0.8086
HIGH 0.8049
0.618 0.8025
0.500 0.8018
0.382 0.8011
LOW 0.7988
0.618 0.7950
1.000 0.7927
1.618 0.7889
2.618 0.7828
4.250 0.7728
Fisher Pivots for day following 07-Jul-2021
Pivot 1 day 3 day
R1 0.8018 0.8057
PP 0.8017 0.8043
S1 0.8016 0.8029

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

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