CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 14-Jul-2021
Day Change Summary
Previous Current
13-Jul-2021 14-Jul-2021 Change Change % Previous Week
Open 0.8029 0.7993 -0.0036 -0.4% 0.8114
High 0.8036 0.8044 0.0009 0.1% 0.8127
Low 0.7976 0.7983 0.0007 0.1% 0.7943
Close 0.7989 0.7993 0.0005 0.1% 0.8029
Range 0.0060 0.0061 0.0002 2.5% 0.0185
ATR 0.0059 0.0059 0.0000 0.3% 0.0000
Volume 120 92 -28 -23.3% 389
Daily Pivots for day following 14-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.8190 0.8152 0.8027
R3 0.8129 0.8091 0.8010
R2 0.8068 0.8068 0.8004
R1 0.8030 0.8030 0.7999 0.8024
PP 0.8007 0.8007 0.8007 0.8003
S1 0.7969 0.7969 0.7987 0.7963
S2 0.7946 0.7946 0.7982
S3 0.7885 0.7908 0.7976
S4 0.7824 0.7847 0.7959
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 0.8044 0.7943 0.0102 1.3% 0.0060 0.8% 50% True False 94
10 0.8127 0.7943 0.0185 2.3% 0.0067 0.8% 27% False False 99
20 0.8223 0.7943 0.0281 3.5% 0.0063 0.8% 18% False False 87
40 0.8324 0.7943 0.0381 4.8% 0.0053 0.7% 13% False False 157
60 0.8324 0.7906 0.0418 5.2% 0.0052 0.6% 21% False False 126
80 0.8324 0.7906 0.0418 5.2% 0.0049 0.6% 21% False False 103
100 0.8324 0.7850 0.0474 5.9% 0.0049 0.6% 30% False False 100
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 0.8303
2.618 0.8204
1.618 0.8143
1.000 0.8105
0.618 0.8082
HIGH 0.8044
0.618 0.8021
0.500 0.8014
0.382 0.8006
LOW 0.7983
0.618 0.7945
1.000 0.7922
1.618 0.7884
2.618 0.7823
4.250 0.7724
Fisher Pivots for day following 14-Jul-2021
Pivot 1 day 3 day
R1 0.8014 0.8010
PP 0.8007 0.8004
S1 0.8000 0.7999

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

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