CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 20-Jul-2021
Day Change Summary
Previous Current
19-Jul-2021 20-Jul-2021 Change Change % Previous Week
Open 0.7930 0.7847 -0.0083 -1.0% 0.8032
High 0.7930 0.7888 -0.0042 -0.5% 0.8044
Low 0.7808 0.7820 0.0013 0.2% 0.7923
Close 0.7837 0.7877 0.0040 0.5% 0.7932
Range 0.0122 0.0068 -0.0054 -44.3% 0.0122
ATR 0.0063 0.0063 0.0000 0.6% 0.0000
Volume 538 209 -329 -61.2% 748
Daily Pivots for day following 20-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.8066 0.8039 0.7914
R3 0.7998 0.7971 0.7895
R2 0.7930 0.7930 0.7889
R1 0.7903 0.7903 0.7883 0.7916
PP 0.7862 0.7862 0.7862 0.7868
S1 0.7835 0.7835 0.7870 0.7848
S2 0.7794 0.7794 0.7864
S3 0.7726 0.7767 0.7858
S4 0.7658 0.7699 0.7839
Weekly Pivots for week ending 16-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.8331 0.8253 0.7998
R3 0.8209 0.8131 0.7965
R2 0.8088 0.8088 0.7954
R1 0.8010 0.8010 0.7943 0.7988
PP 0.7966 0.7966 0.7966 0.7955
S1 0.7888 0.7888 0.7920 0.7866
S2 0.7845 0.7845 0.7909
S3 0.7723 0.7767 0.7898
S4 0.7602 0.7645 0.7865
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8044 0.7808 0.0237 3.0% 0.0072 0.9% 29% False False 256
10 0.8049 0.7808 0.0241 3.1% 0.0066 0.8% 29% False False 169
20 0.8159 0.7808 0.0352 4.5% 0.0062 0.8% 20% False False 122
40 0.8324 0.7808 0.0516 6.6% 0.0056 0.7% 13% False False 182
60 0.8324 0.7808 0.0516 6.6% 0.0052 0.7% 13% False False 141
80 0.8324 0.7808 0.0516 6.6% 0.0050 0.6% 13% False False 116
100 0.8324 0.7808 0.0516 6.6% 0.0050 0.6% 13% False False 108
120 0.8324 0.7776 0.0548 7.0% 0.0048 0.6% 18% False False 98
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8177
2.618 0.8066
1.618 0.7998
1.000 0.7956
0.618 0.7930
HIGH 0.7888
0.618 0.7862
0.500 0.7854
0.382 0.7846
LOW 0.7820
0.618 0.7778
1.000 0.7752
1.618 0.7710
2.618 0.7642
4.250 0.7531
Fisher Pivots for day following 20-Jul-2021
Pivot 1 day 3 day
R1 0.7869 0.7884
PP 0.7862 0.7881
S1 0.7854 0.7879

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

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