CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 09-Jul-2021
Day Change Summary
Previous Current
08-Jul-2021 09-Jul-2021 Change Change % Previous Week
Open 0.8011 0.7980 -0.0031 -0.4% 0.8112
High 0.8014 0.8036 0.0023 0.3% 0.8128
Low 0.7942 0.7964 0.0022 0.3% 0.7942
Close 0.7979 0.8029 0.0050 0.6% 0.8029
Range 0.0072 0.0072 0.0001 0.7% 0.0186
ATR 0.0064 0.0064 0.0001 0.9% 0.0000
Volume 106,591 75,447 -31,144 -29.2% 391,065
Daily Pivots for day following 09-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.8226 0.8199 0.8069
R3 0.8154 0.8127 0.8049
R2 0.8082 0.8082 0.8042
R1 0.8055 0.8055 0.8036 0.8069
PP 0.8010 0.8010 0.8010 0.8016
S1 0.7983 0.7983 0.8022 0.7997
S2 0.7938 0.7938 0.8016
S3 0.7866 0.7911 0.8009
S4 0.7794 0.7839 0.7989
Weekly Pivots for week ending 09-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.8591 0.8496 0.8131
R3 0.8405 0.8310 0.8080
R2 0.8219 0.8219 0.8063
R1 0.8124 0.8124 0.8046 0.8079
PP 0.8033 0.8033 0.8033 0.8010
S1 0.7938 0.7938 0.8012 0.7893
S2 0.7847 0.7847 0.7995
S3 0.7661 0.7752 0.7978
S4 0.7475 0.7566 0.7927
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8128 0.7942 0.0186 2.3% 0.0085 1.1% 47% False False 93,878
10 0.8149 0.7942 0.0207 2.6% 0.0065 0.8% 42% False False 74,165
20 0.8278 0.7942 0.0336 4.2% 0.0064 0.8% 26% False False 75,694
40 0.8328 0.7942 0.0386 4.8% 0.0060 0.7% 23% False False 44,468
60 0.8328 0.7905 0.0423 5.3% 0.0057 0.7% 29% False False 29,757
80 0.8328 0.7905 0.0423 5.3% 0.0055 0.7% 29% False False 22,335
100 0.8328 0.7843 0.0485 6.0% 0.0054 0.7% 38% False False 17,882
120 0.8328 0.7767 0.0561 7.0% 0.0053 0.7% 47% False False 14,907
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 0.0012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8342
2.618 0.8224
1.618 0.8152
1.000 0.8108
0.618 0.8080
HIGH 0.8036
0.618 0.8008
0.500 0.8000
0.382 0.7992
LOW 0.7964
0.618 0.7920
1.000 0.7892
1.618 0.7848
2.618 0.7776
4.250 0.7658
Fisher Pivots for day following 09-Jul-2021
Pivot 1 day 3 day
R1 0.8019 0.8018
PP 0.8010 0.8007
S1 0.8000 0.7996

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

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