CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 15-Jun-2021
Day Change Summary
Previous Current
14-Jun-2021 15-Jun-2021 Change Change % Previous Week
Open 0.8220 0.8235 0.0016 0.2% 0.8282
High 0.8246 0.8245 -0.0001 0.0% 0.8293
Low 0.8216 0.8194 -0.0022 -0.3% 0.8100
Close 0.8234 0.8204 -0.0030 -0.4% 0.8219
Range 0.0030 0.0051 0.0021 71.2% 0.0193
ATR 0.0056 0.0055 0.0000 -0.7% 0.0000
Volume 56,192 61,677 5,485 9.8% 332,141
Daily Pivots for day following 15-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.8366 0.8335 0.8231
R3 0.8315 0.8285 0.8217
R2 0.8265 0.8265 0.8213
R1 0.8234 0.8234 0.8208 0.8224
PP 0.8214 0.8214 0.8214 0.8209
S1 0.8184 0.8184 0.8199 0.8174
S2 0.8164 0.8164 0.8194
S3 0.8113 0.8133 0.8190
S4 0.8063 0.8083 0.8176
Weekly Pivots for week ending 11-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.8783 0.8694 0.8325
R3 0.8590 0.8501 0.8272
R2 0.8397 0.8397 0.8254
R1 0.8308 0.8308 0.8236 0.8256
PP 0.8204 0.8204 0.8204 0.8178
S1 0.8115 0.8115 0.8201 0.8063
S2 0.8011 0.8011 0.8183
S3 0.7818 0.7922 0.8165
S4 0.7625 0.7729 0.8112
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8293 0.8100 0.0193 2.4% 0.0074 0.9% 54% False False 78,094
10 0.8313 0.8100 0.0213 2.6% 0.0058 0.7% 49% False False 46,747
20 0.8328 0.8100 0.0228 2.8% 0.0053 0.7% 45% False False 24,186
40 0.8328 0.7905 0.0423 5.2% 0.0054 0.7% 71% False False 12,323
60 0.8328 0.7905 0.0423 5.2% 0.0050 0.6% 71% False False 8,242
80 0.8328 0.7843 0.0485 5.9% 0.0052 0.6% 74% False False 6,200
100 0.8328 0.7767 0.0561 6.8% 0.0050 0.6% 78% False False 4,967
120 0.8328 0.7748 0.0580 7.1% 0.0048 0.6% 79% False False 4,143
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8459
2.618 0.8377
1.618 0.8326
1.000 0.8295
0.618 0.8276
HIGH 0.8245
0.618 0.8225
0.500 0.8219
0.382 0.8213
LOW 0.8194
0.618 0.8163
1.000 0.8144
1.618 0.8112
2.618 0.8062
4.250 0.7979
Fisher Pivots for day following 15-Jun-2021
Pivot 1 day 3 day
R1 0.8219 0.8236
PP 0.8214 0.8225
S1 0.8209 0.8214

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

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