CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 16-Jul-2021
Day Change Summary
Previous Current
15-Jul-2021 16-Jul-2021 Change Change % Previous Week
Open 0.7987 0.7942 -0.0046 -0.6% 0.8032
High 0.7998 0.7960 -0.0038 -0.5% 0.8044
Low 0.7928 0.7923 -0.0006 -0.1% 0.7923
Close 0.7931 0.7932 0.0001 0.0% 0.7932
Range 0.0070 0.0037 -0.0033 -46.8% 0.0122
ATR 0.0059 0.0058 -0.0002 -2.7% 0.0000
Volume 182 262 80 44.0% 748
Daily Pivots for day following 16-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.8049 0.8027 0.7952
R3 0.8012 0.7990 0.7942
R2 0.7975 0.7975 0.7938
R1 0.7953 0.7953 0.7935 0.7946
PP 0.7938 0.7938 0.7938 0.7934
S1 0.7916 0.7916 0.7928 0.7909
S2 0.7901 0.7901 0.7925
S3 0.7864 0.7879 0.7921
S4 0.7827 0.7842 0.7911
Weekly Pivots for week ending 16-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.8331 0.8253 0.7998
R3 0.8209 0.8131 0.7965
R2 0.8088 0.8088 0.7954
R1 0.8010 0.8010 0.7943 0.7988
PP 0.7966 0.7966 0.7966 0.7955
S1 0.7888 0.7888 0.7920 0.7866
S2 0.7845 0.7845 0.7909
S3 0.7723 0.7767 0.7898
S4 0.7602 0.7645 0.7865
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8044 0.7923 0.0122 1.5% 0.0054 0.7% 7% False True 149
10 0.8127 0.7923 0.0205 2.6% 0.0068 0.9% 4% False True 128
20 0.8159 0.7923 0.0237 3.0% 0.0061 0.8% 4% False True 94
40 0.8324 0.7923 0.0401 5.1% 0.0053 0.7% 2% False True 167
60 0.8324 0.7923 0.0401 5.1% 0.0050 0.6% 2% False True 130
80 0.8324 0.7906 0.0418 5.3% 0.0049 0.6% 6% False False 107
100 0.8324 0.7850 0.0474 6.0% 0.0050 0.6% 17% False False 102
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0010
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.8117
2.618 0.8056
1.618 0.8019
1.000 0.7997
0.618 0.7982
HIGH 0.7960
0.618 0.7945
0.500 0.7941
0.382 0.7937
LOW 0.7923
0.618 0.7900
1.000 0.7886
1.618 0.7863
2.618 0.7826
4.250 0.7765
Fisher Pivots for day following 16-Jul-2021
Pivot 1 day 3 day
R1 0.7941 0.7983
PP 0.7938 0.7966
S1 0.7935 0.7949

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

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