CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 19-Aug-2021
Day Change Summary
Previous Current
18-Aug-2021 19-Aug-2021 Change Change % Previous Week
Open 0.7918 0.7900 -0.0018 -0.2% 0.7949
High 0.7936 0.7904 -0.0032 -0.4% 0.8006
Low 0.7896 0.7793 -0.0103 -1.3% 0.7942
Close 0.7915 0.7799 -0.0117 -1.5% 0.7988
Range 0.0040 0.0111 0.0072 181.0% 0.0064
ATR 0.0046 0.0052 0.0005 11.7% 0.0000
Volume 491 2,120 1,629 331.8% 2,864
Daily Pivots for day following 19-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.8165 0.8093 0.7860
R3 0.8054 0.7982 0.7829
R2 0.7943 0.7943 0.7819
R1 0.7871 0.7871 0.7809 0.7851
PP 0.7832 0.7832 0.7832 0.7822
S1 0.7760 0.7760 0.7788 0.7740
S2 0.7721 0.7721 0.7778
S3 0.7610 0.7649 0.7768
S4 0.7499 0.7538 0.7737
Weekly Pivots for week ending 13-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.8169 0.8142 0.8022
R3 0.8105 0.8078 0.8005
R2 0.8042 0.8042 0.7999
R1 0.8015 0.8015 0.7993 0.8028
PP 0.7978 0.7978 0.7978 0.7985
S1 0.7951 0.7951 0.7982 0.7965
S2 0.7915 0.7915 0.7976
S3 0.7851 0.7888 0.7970
S4 0.7788 0.7824 0.7953
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7998 0.7793 0.0205 2.6% 0.0053 0.7% 3% False True 817
10 0.8006 0.7793 0.0213 2.7% 0.0045 0.6% 3% False True 670
20 0.8048 0.7793 0.0255 3.3% 0.0044 0.6% 2% False True 438
40 0.8147 0.7793 0.0354 4.5% 0.0054 0.7% 2% False True 284
60 0.8324 0.7793 0.0531 6.8% 0.0054 0.7% 1% False True 271
80 0.8324 0.7793 0.0531 6.8% 0.0051 0.7% 1% False True 219
100 0.8324 0.7793 0.0531 6.8% 0.0050 0.6% 1% False True 184
120 0.8324 0.7793 0.0531 6.8% 0.0049 0.6% 1% False True 164
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 0.0008
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 0.8376
2.618 0.8195
1.618 0.8084
1.000 0.8015
0.618 0.7973
HIGH 0.7904
0.618 0.7862
0.500 0.7849
0.382 0.7835
LOW 0.7793
0.618 0.7724
1.000 0.7682
1.618 0.7613
2.618 0.7502
4.250 0.7321
Fisher Pivots for day following 19-Aug-2021
Pivot 1 day 3 day
R1 0.7849 0.7874
PP 0.7832 0.7849
S1 0.7815 0.7824

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

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