CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 15-Jul-2021
Day Change Summary
Previous Current
14-Jul-2021 15-Jul-2021 Change Change % Previous Week
Open 0.7993 0.7987 -0.0006 -0.1% 0.8114
High 0.8044 0.7998 -0.0047 -0.6% 0.8127
Low 0.7983 0.7928 -0.0055 -0.7% 0.7943
Close 0.7993 0.7931 -0.0063 -0.8% 0.8029
Range 0.0061 0.0070 0.0009 13.9% 0.0185
ATR 0.0059 0.0059 0.0001 1.3% 0.0000
Volume 92 182 90 97.8% 389
Daily Pivots for day following 15-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.8161 0.8115 0.7969
R3 0.8091 0.8046 0.7950
R2 0.8022 0.8022 0.7943
R1 0.7976 0.7976 0.7937 0.7964
PP 0.7952 0.7952 0.7952 0.7946
S1 0.7907 0.7907 0.7924 0.7895
S2 0.7883 0.7883 0.7918
S3 0.7813 0.7837 0.7911
S4 0.7744 0.7768 0.7892
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 0.7928 0.0116 1.5% 0.0061 0.8% 2% False True 104
10 0.8127 0.7928 0.0199 2.5% 0.0070 0.9% 1% False True 108
20 0.8159 0.7928 0.0231 2.9% 0.0063 0.8% 1% False True 90
40 0.8324 0.7928 0.0396 5.0% 0.0054 0.7% 1% False True 161
60 0.8324 0.7906 0.0418 5.3% 0.0051 0.6% 6% False False 127
80 0.8324 0.7906 0.0418 5.3% 0.0049 0.6% 6% False False 105
100 0.8324 0.7850 0.0474 6.0% 0.0050 0.6% 17% False False 101
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8293
2.618 0.8179
1.618 0.8110
1.000 0.8067
0.618 0.8040
HIGH 0.7998
0.618 0.7971
0.500 0.7963
0.382 0.7955
LOW 0.7928
0.618 0.7885
1.000 0.7859
1.618 0.7816
2.618 0.7746
4.250 0.7633
Fisher Pivots for day following 15-Jul-2021
Pivot 1 day 3 day
R1 0.7963 0.7986
PP 0.7952 0.7968
S1 0.7941 0.7949

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

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