CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 23-Jul-2021
Day Change Summary
Previous Current
22-Jul-2021 23-Jul-2021 Change Change % Previous Week
Open 0.7961 0.7960 -0.0001 0.0% 0.7927
High 0.7981 0.7965 -0.0017 -0.2% 0.7983
Low 0.7939 0.7932 -0.0008 -0.1% 0.7808
Close 0.7964 0.7952 -0.0012 -0.2% 0.7952
Range 0.0042 0.0033 -0.0009 -21.4% 0.0176
ATR 0.0069 0.0066 -0.0003 -3.7% 0.0000
Volume 70,982 47,159 -23,823 -33.6% 452,551
Daily Pivots for day following 23-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.8048 0.8033 0.7970
R3 0.8015 0.8000 0.7961
R2 0.7982 0.7982 0.7958
R1 0.7967 0.7967 0.7955 0.7958
PP 0.7949 0.7949 0.7949 0.7945
S1 0.7934 0.7934 0.7948 0.7925
S2 0.7916 0.7916 0.7945
S3 0.7883 0.7901 0.7942
S4 0.7850 0.7868 0.7933
Weekly Pivots for week ending 23-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.8441 0.8372 0.8048
R3 0.8265 0.8196 0.8000
R2 0.8090 0.8090 0.7984
R1 0.8021 0.8021 0.7968 0.8055
PP 0.7914 0.7914 0.7914 0.7931
S1 0.7845 0.7845 0.7935 0.7880
S2 0.7739 0.7739 0.7919
S3 0.7563 0.7670 0.7903
S4 0.7388 0.7494 0.7855
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7983 0.7808 0.0176 2.2% 0.0079 1.0% 82% False False 90,510
10 0.8048 0.7808 0.0240 3.0% 0.0067 0.8% 60% False False 82,096
20 0.8149 0.7808 0.0341 4.3% 0.0066 0.8% 42% False False 78,130
40 0.8328 0.7808 0.0520 6.5% 0.0064 0.8% 28% False False 64,818
60 0.8328 0.7808 0.0520 6.5% 0.0059 0.7% 28% False False 43,408
80 0.8328 0.7808 0.0520 6.5% 0.0057 0.7% 28% False False 32,590
100 0.8328 0.7808 0.0520 6.5% 0.0055 0.7% 28% False False 26,086
120 0.8328 0.7775 0.0553 6.9% 0.0054 0.7% 32% False False 21,745
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0013
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 0.8105
2.618 0.8051
1.618 0.8018
1.000 0.7998
0.618 0.7985
HIGH 0.7965
0.618 0.7952
0.500 0.7948
0.382 0.7944
LOW 0.7932
0.618 0.7911
1.000 0.7899
1.618 0.7878
2.618 0.7845
4.250 0.7791
Fisher Pivots for day following 23-Jul-2021
Pivot 1 day 3 day
R1 0.7950 0.7941
PP 0.7949 0.7930
S1 0.7948 0.7919

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

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