CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 26-Aug-2021
Day Change Summary
Previous Current
25-Aug-2021 26-Aug-2021 Change Change % Previous Week
Open 0.7942 0.7944 0.0002 0.0% 0.7986
High 0.7943 0.7945 0.0002 0.0% 0.7991
Low 0.7909 0.7877 -0.0032 -0.4% 0.7723
Close 0.7936 0.7882 -0.0054 -0.7% 0.7783
Range 0.0035 0.0068 0.0034 97.1% 0.0268
ATR 0.0056 0.0057 0.0001 1.5% 0.0000
Volume 567 799 232 40.9% 4,197
Daily Pivots for day following 26-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.8105 0.8061 0.7919
R3 0.8037 0.7993 0.7900
R2 0.7969 0.7969 0.7894
R1 0.7925 0.7925 0.7888 0.7913
PP 0.7901 0.7901 0.7901 0.7895
S1 0.7857 0.7857 0.7875 0.7845
S2 0.7833 0.7833 0.7869
S3 0.7765 0.7789 0.7863
S4 0.7697 0.7721 0.7844
Weekly Pivots for week ending 20-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.8636 0.8478 0.7930
R3 0.8368 0.8210 0.7857
R2 0.8100 0.8100 0.7832
R1 0.7942 0.7942 0.7808 0.7887
PP 0.7832 0.7832 0.7832 0.7805
S1 0.7674 0.7674 0.7758 0.7619
S2 0.7564 0.7564 0.7734
S3 0.7296 0.7406 0.7709
S4 0.7028 0.7138 0.7636
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7948 0.7723 0.0226 2.9% 0.0070 0.9% 71% False False 752
10 0.7998 0.7723 0.0275 3.5% 0.0061 0.8% 58% False False 784
20 0.8048 0.7723 0.0326 4.1% 0.0051 0.6% 49% False False 587
40 0.8127 0.7723 0.0405 5.1% 0.0058 0.7% 39% False False 373
60 0.8311 0.7723 0.0588 7.5% 0.0055 0.7% 27% False False 317
80 0.8324 0.7723 0.0601 7.6% 0.0053 0.7% 26% False False 263
100 0.8324 0.7723 0.0601 7.6% 0.0052 0.7% 26% False False 219
120 0.8324 0.7723 0.0601 7.6% 0.0050 0.6% 26% False False 192
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8234
2.618 0.8123
1.618 0.8055
1.000 0.8013
0.618 0.7987
HIGH 0.7945
0.618 0.7919
0.500 0.7911
0.382 0.7902
LOW 0.7877
0.618 0.7834
1.000 0.7809
1.618 0.7766
2.618 0.7698
4.250 0.7588
Fisher Pivots for day following 26-Aug-2021
Pivot 1 day 3 day
R1 0.7911 0.7912
PP 0.7901 0.7902
S1 0.7891 0.7892

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

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