CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 10-Aug-2021
Day Change Summary
Previous Current
09-Aug-2021 10-Aug-2021 Change Change % Previous Week
Open 0.7949 0.7950 0.0001 0.0% 0.8011
High 0.7978 0.7986 0.0008 0.1% 0.8028
Low 0.7943 0.7942 -0.0001 0.0% 0.7947
Close 0.7952 0.7981 0.0029 0.4% 0.7961
Range 0.0035 0.0044 0.0009 26.1% 0.0081
ATR 0.0053 0.0052 -0.0001 -1.3% 0.0000
Volume 886 462 -424 -47.9% 1,058
Daily Pivots for day following 10-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.8100 0.8084 0.8005
R3 0.8057 0.8041 0.7993
R2 0.8013 0.8013 0.7989
R1 0.7997 0.7997 0.7985 0.8005
PP 0.7970 0.7970 0.7970 0.7974
S1 0.7954 0.7954 0.7977 0.7962
S2 0.7926 0.7926 0.7973
S3 0.7883 0.7910 0.7969
S4 0.7839 0.7867 0.7957
Weekly Pivots for week ending 06-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.8222 0.8172 0.8006
R3 0.8141 0.8091 0.7983
R2 0.8060 0.8060 0.7976
R1 0.8010 0.8010 0.7968 0.7995
PP 0.7979 0.7979 0.7979 0.7971
S1 0.7929 0.7929 0.7954 0.7914
S2 0.7898 0.7898 0.7946
S3 0.7817 0.7848 0.7939
S4 0.7736 0.7767 0.7916
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8014 0.7942 0.0072 0.9% 0.0041 0.5% 54% False True 391
10 0.8048 0.7934 0.0115 1.4% 0.0045 0.6% 41% False False 333
20 0.8048 0.7808 0.0241 3.0% 0.0054 0.7% 72% False False 264
40 0.8241 0.7808 0.0434 5.4% 0.0058 0.7% 40% False False 174
60 0.8324 0.7808 0.0516 6.5% 0.0053 0.7% 34% False False 191
80 0.8324 0.7808 0.0516 6.5% 0.0052 0.7% 34% False False 159
100 0.8324 0.7808 0.0516 6.5% 0.0050 0.6% 34% False False 134
120 0.8324 0.7808 0.0516 6.5% 0.0050 0.6% 34% False False 127
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8170
2.618 0.8099
1.618 0.8056
1.000 0.8029
0.618 0.8012
HIGH 0.7986
0.618 0.7969
0.500 0.7964
0.382 0.7959
LOW 0.7942
0.618 0.7915
1.000 0.7899
1.618 0.7872
2.618 0.7828
4.250 0.7757
Fisher Pivots for day following 10-Aug-2021
Pivot 1 day 3 day
R1 0.7975 0.7978
PP 0.7970 0.7975
S1 0.7964 0.7972

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

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