CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 21-Jul-2021
Day Change Summary
Previous Current
20-Jul-2021 21-Jul-2021 Change Change % Previous Week
Open 0.7847 0.7886 0.0039 0.5% 0.8032
High 0.7888 0.7981 0.0093 1.2% 0.8044
Low 0.7820 0.7856 0.0036 0.5% 0.7923
Close 0.7877 0.7961 0.0084 1.1% 0.7932
Range 0.0068 0.0126 0.0058 84.6% 0.0122
ATR 0.0063 0.0067 0.0004 7.1% 0.0000
Volume 209 162 -47 -22.5% 748
Daily Pivots for day following 21-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.8309 0.8260 0.8030
R3 0.8183 0.8135 0.7995
R2 0.8058 0.8058 0.7984
R1 0.8009 0.8009 0.7972 0.8034
PP 0.7932 0.7932 0.7932 0.7945
S1 0.7884 0.7884 0.7949 0.7908
S2 0.7807 0.7807 0.7937
S3 0.7681 0.7758 0.7926
S4 0.7556 0.7633 0.7891
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 0.7998 0.7808 0.0190 2.4% 0.0084 1.1% 81% False False 270
10 0.8044 0.7808 0.0237 3.0% 0.0072 0.9% 65% False False 182
20 0.8159 0.7808 0.0352 4.4% 0.0065 0.8% 44% False False 128
40 0.8324 0.7808 0.0516 6.5% 0.0058 0.7% 30% False False 186
60 0.8324 0.7808 0.0516 6.5% 0.0053 0.7% 30% False False 143
80 0.8324 0.7808 0.0516 6.5% 0.0052 0.6% 30% False False 118
100 0.8324 0.7808 0.0516 6.5% 0.0051 0.6% 30% False False 108
120 0.8324 0.7778 0.0546 6.9% 0.0049 0.6% 33% False False 99
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 123 trading days
Fibonacci Retracements and Extensions
4.250 0.8514
2.618 0.8310
1.618 0.8184
1.000 0.8107
0.618 0.8059
HIGH 0.7981
0.618 0.7933
0.500 0.7918
0.382 0.7903
LOW 0.7856
0.618 0.7778
1.000 0.7730
1.618 0.7652
2.618 0.7527
4.250 0.7322
Fisher Pivots for day following 21-Jul-2021
Pivot 1 day 3 day
R1 0.7946 0.7938
PP 0.7932 0.7916
S1 0.7918 0.7894

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

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