CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 08-Jul-2021
Day Change Summary
Previous Current
07-Jul-2021 08-Jul-2021 Change Change % Previous Week
Open 0.8026 0.8009 -0.0017 -0.2% 0.8131
High 0.8049 0.8009 -0.0040 -0.5% 0.8137
Low 0.7988 0.7943 -0.0045 -0.6% 0.8032
Close 0.8015 0.7979 -0.0036 -0.4% 0.8101
Range 0.0061 0.0067 0.0006 9.0% 0.0105
ATR 0.0058 0.0059 0.0001 1.8% 0.0000
Volume 33 129 96 290.9% 393
Daily Pivots for day following 08-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.8176 0.8144 0.8015
R3 0.8110 0.8077 0.7997
R2 0.8043 0.8043 0.7991
R1 0.8011 0.8011 0.7985 0.7994
PP 0.7977 0.7977 0.7977 0.7968
S1 0.7944 0.7944 0.7972 0.7927
S2 0.7910 0.7910 0.7966
S3 0.7844 0.7878 0.7960
S4 0.7777 0.7811 0.7942
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 0.7943 0.0185 2.3% 0.0078 1.0% 20% False True 111
10 0.8147 0.7943 0.0204 2.6% 0.0059 0.7% 18% False True 78
20 0.8283 0.7943 0.0340 4.3% 0.0060 0.8% 11% False True 171
40 0.8324 0.7943 0.0381 4.8% 0.0053 0.7% 9% False True 154
60 0.8324 0.7906 0.0418 5.2% 0.0051 0.6% 17% False False 124
80 0.8324 0.7906 0.0418 5.2% 0.0049 0.6% 17% False False 100
100 0.8324 0.7850 0.0474 5.9% 0.0049 0.6% 27% False False 99
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8292
2.618 0.8183
1.618 0.8117
1.000 0.8076
0.618 0.8050
HIGH 0.8009
0.618 0.7984
0.500 0.7976
0.382 0.7968
LOW 0.7943
0.618 0.7901
1.000 0.7876
1.618 0.7835
2.618 0.7768
4.250 0.7660
Fisher Pivots for day following 08-Jul-2021
Pivot 1 day 3 day
R1 0.7978 0.8035
PP 0.7977 0.8016
S1 0.7976 0.7997

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

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