CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 04-Aug-2021
Day Change Summary
Previous Current
03-Aug-2021 04-Aug-2021 Change Change % Previous Week
Open 0.7999 0.7975 -0.0024 -0.3% 0.7958
High 0.8005 0.7988 -0.0017 -0.2% 0.8048
Low 0.7951 0.7959 0.0009 0.1% 0.7934
Close 0.7975 0.7967 -0.0009 -0.1% 0.8012
Range 0.0054 0.0029 -0.0025 -46.3% 0.0115
ATR 0.0057 0.0055 -0.0002 -3.5% 0.0000
Volume 316 167 -149 -47.2% 1,174
Daily Pivots for day following 04-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.8058 0.8041 0.7982
R3 0.8029 0.8012 0.7974
R2 0.8000 0.8000 0.7972
R1 0.7983 0.7983 0.7969 0.7977
PP 0.7971 0.7971 0.7971 0.7968
S1 0.7954 0.7954 0.7964 0.7948
S2 0.7942 0.7942 0.7961
S3 0.7913 0.7925 0.7959
S4 0.7884 0.7896 0.7951
Weekly Pivots for week ending 30-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.8341 0.8291 0.8075
R3 0.8227 0.8177 0.8043
R2 0.8112 0.8112 0.8033
R1 0.8062 0.8062 0.8022 0.8087
PP 0.7998 0.7998 0.7998 0.8010
S1 0.7948 0.7948 0.8002 0.7973
S2 0.7883 0.7883 0.7991
S3 0.7769 0.7833 0.7981
S4 0.7654 0.7719 0.7949
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8048 0.7951 0.0098 1.2% 0.0044 0.5% 16% False False 246
10 0.8048 0.7933 0.0116 1.4% 0.0042 0.5% 29% False False 204
20 0.8048 0.7808 0.0241 3.0% 0.0057 0.7% 66% False False 193
40 0.8288 0.7808 0.0481 6.0% 0.0058 0.7% 33% False False 186
60 0.8324 0.7808 0.0516 6.5% 0.0054 0.7% 31% False False 166
80 0.8324 0.7808 0.0516 6.5% 0.0052 0.7% 31% False False 140
100 0.8324 0.7808 0.0516 6.5% 0.0050 0.6% 31% False False 117
120 0.8324 0.7808 0.0516 6.5% 0.0050 0.6% 31% False False 114
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 0.8111
2.618 0.8064
1.618 0.8035
1.000 0.8017
0.618 0.8006
HIGH 0.7988
0.618 0.7977
0.500 0.7974
0.382 0.7970
LOW 0.7959
0.618 0.7941
1.000 0.7930
1.618 0.7912
2.618 0.7883
4.250 0.7836
Fisher Pivots for day following 04-Aug-2021
Pivot 1 day 3 day
R1 0.7974 0.7989
PP 0.7971 0.7982
S1 0.7969 0.7974

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.