CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 27-Jul-2021

Day Change Summary
	Previous	Current
	26-Jul-2021	27-Jul-2021	Change	Change %	Previous Week
Open	0.7958	0.7969	0.0011	0.1%	0.7930
High	0.7981	0.7975	-0.0006	-0.1%	0.7981
Low	0.7942	0.7934	-0.0009	-0.1%	0.7808
Close	0.7969	0.7941	-0.0028	-0.3%	0.7951
Range	0.0039	0.0041	0.0003	6.5%	0.0174
ATR	0.0061	0.0060	-0.0001	-2.4%	0.0000
Volume	62	188	126	203.2%	1,170

Daily Pivots for day following 27-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8073	0.8048	0.7964
R3	0.8032	0.8007	0.7952
R2	0.7991	0.7991	0.7949
R1	0.7966	0.7966	0.7945	0.7958
PP	0.7950	0.7950	0.7950	0.7946
S1	0.7925	0.7925	0.7937	0.7917
S2	0.7909	0.7909	0.7933
S3	0.7868	0.7884	0.7930
S4	0.7827	0.7843	0.7918

Weekly Pivots for week ending 23-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8434	0.8366	0.8046
R3	0.8260	0.8192	0.7998
R2	0.8087	0.8087	0.7982
R1	0.8019	0.8019	0.7966	0.8053
PP	0.7913	0.7913	0.7913	0.7930
S1	0.7845	0.7845	0.7935	0.7879
S2	0.7740	0.7740	0.7919
S3	0.7566	0.7672	0.7903
S4	0.7393	0.7498	0.7855

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7981	0.7856	0.0126	1.6%	0.0055	0.7%	68%	False	False	134
10	0.8044	0.7808	0.0237	3.0%	0.0063	0.8%	56%	False	False	195
20	0.8127	0.7808	0.0320	4.0%	0.0064	0.8%	42%	False	False	145
40	0.8324	0.7808	0.0516	6.5%	0.0057	0.7%	26%	False	False	178
60	0.8324	0.7808	0.0516	6.5%	0.0054	0.7%	26%	False	False	150
80	0.8324	0.7808	0.0516	6.5%	0.0052	0.6%	26%	False	False	122
100	0.8324	0.7808	0.0516	6.5%	0.0050	0.6%	26%	False	False	111
120	0.8324	0.7791	0.0533	6.7%	0.0049	0.6%	28%	False	False	102

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8149
2.618	0.8082
1.618	0.8041
1.000	0.8016
0.618	0.8000
HIGH	0.7975
0.618	0.7959
0.500	0.7954
0.382	0.7949
LOW	0.7934
0.618	0.7908
1.000	0.7893
1.618	0.7867
2.618	0.7826
4.250	0.7759

Fisher Pivots for day following 27-Jul-2021
Pivot	1 day	3 day
R1	0.7954	0.7957
PP	0.7950	0.7951
S1	0.7945	0.7946

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols