CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 19-Jul-2021
Day Change Summary
Previous Current
16-Jul-2021 19-Jul-2021 Change Change % Previous Week
Open 0.7942 0.7930 -0.0012 -0.2% 0.8032
High 0.7960 0.7930 -0.0030 -0.4% 0.8044
Low 0.7923 0.7808 -0.0115 -1.5% 0.7923
Close 0.7932 0.7837 -0.0095 -1.2% 0.7932
Range 0.0037 0.0122 0.0085 229.7% 0.0122
ATR 0.0058 0.0063 0.0005 8.2% 0.0000
Volume 262 538 276 105.3% 748
Daily Pivots for day following 19-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.8224 0.8152 0.7904
R3 0.8102 0.8030 0.7870
R2 0.7980 0.7980 0.7859
R1 0.7908 0.7908 0.7848 0.7883
PP 0.7858 0.7858 0.7858 0.7845
S1 0.7786 0.7786 0.7825 0.7761
S2 0.7736 0.7736 0.7814
S3 0.7614 0.7664 0.7803
S4 0.7492 0.7542 0.7769
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 0.7808 0.0237 3.0% 0.0070 0.9% 12% False True 238
10 0.8127 0.7808 0.0320 4.1% 0.0071 0.9% 9% False True 167
20 0.8159 0.7808 0.0352 4.5% 0.0062 0.8% 8% False True 114
40 0.8324 0.7808 0.0516 6.6% 0.0055 0.7% 6% False True 180
60 0.8324 0.7808 0.0516 6.6% 0.0052 0.7% 6% False True 138
80 0.8324 0.7808 0.0516 6.6% 0.0050 0.6% 6% False True 114
100 0.8324 0.7808 0.0516 6.6% 0.0050 0.6% 6% False True 107
120 0.8324 0.7776 0.0548 7.0% 0.0048 0.6% 11% False False 97
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.8448
2.618 0.8249
1.618 0.8127
1.000 0.8052
0.618 0.8005
HIGH 0.7930
0.618 0.7883
0.500 0.7869
0.382 0.7854
LOW 0.7808
0.618 0.7732
1.000 0.7686
1.618 0.7610
2.618 0.7488
4.250 0.7289
Fisher Pivots for day following 19-Jul-2021
Pivot 1 day 3 day
R1 0.7869 0.7903
PP 0.7858 0.7881
S1 0.7847 0.7859

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

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