CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 09-Jul-2021
Day Change Summary
Previous Current
08-Jul-2021 09-Jul-2021 Change Change % Previous Week
Open 0.8009 0.7976 -0.0034 -0.4% 0.8114
High 0.8009 0.8035 0.0026 0.3% 0.8127
Low 0.7943 0.7964 0.0022 0.3% 0.7943
Close 0.7979 0.8029 0.0050 0.6% 0.8029
Range 0.0067 0.0071 0.0005 6.8% 0.0185
ATR 0.0059 0.0060 0.0001 1.5% 0.0000
Volume 129 38 -91 -70.5% 389
Daily Pivots for day following 09-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.8222 0.8196 0.8068
R3 0.8151 0.8125 0.8048
R2 0.8080 0.8080 0.8042
R1 0.8054 0.8054 0.8035 0.8067
PP 0.8009 0.8009 0.8009 0.8016
S1 0.7983 0.7983 0.8022 0.7996
S2 0.7938 0.7938 0.8015
S3 0.7867 0.7912 0.8009
S4 0.7796 0.7841 0.7989
Weekly Pivots for week ending 09-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.8586 0.8492 0.8130
R3 0.8402 0.8307 0.8079
R2 0.8217 0.8217 0.8062
R1 0.8123 0.8123 0.8045 0.8078
PP 0.8033 0.8033 0.8033 0.8010
S1 0.7938 0.7938 0.8012 0.7893
S2 0.7848 0.7848 0.7995
S3 0.7664 0.7754 0.7978
S4 0.7479 0.7569 0.7927
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% 0.0082 1.0% 47% False False 108
10 0.8147 0.7943 0.0204 2.5% 0.0062 0.8% 42% False False 80
20 0.8275 0.7943 0.0333 4.1% 0.0062 0.8% 26% False False 103
40 0.8324 0.7943 0.0381 4.7% 0.0053 0.7% 23% False False 152
60 0.8324 0.7906 0.0418 5.2% 0.0051 0.6% 29% False False 122
80 0.8324 0.7906 0.0418 5.2% 0.0049 0.6% 29% False False 100
100 0.8324 0.7850 0.0474 5.9% 0.0049 0.6% 38% False False 98
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8337
2.618 0.8221
1.618 0.8150
1.000 0.8106
0.618 0.8079
HIGH 0.8035
0.618 0.8008
0.500 0.8000
0.382 0.7991
LOW 0.7964
0.618 0.7920
1.000 0.7893
1.618 0.7849
2.618 0.7778
4.250 0.7662
Fisher Pivots for day following 09-Jul-2021
Pivot 1 day 3 day
R1 0.8019 0.8018
PP 0.8009 0.8007
S1 0.8000 0.7996

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

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