CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 05-Aug-2021
Day Change Summary
Previous Current
04-Aug-2021 05-Aug-2021 Change Change % Previous Week
Open 0.7975 0.7970 -0.0005 -0.1% 0.7958
High 0.7988 0.8014 0.0026 0.3% 0.8048
Low 0.7959 0.7969 0.0010 0.1% 0.7934
Close 0.7967 0.8002 0.0036 0.4% 0.8012
Range 0.0029 0.0046 0.0017 56.9% 0.0115
ATR 0.0055 0.0054 -0.0001 -1.0% 0.0000
Volume 167 169 2 1.2% 1,174
Daily Pivots for day following 05-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.8131 0.8112 0.8027
R3 0.8086 0.8067 0.8015
R2 0.8040 0.8040 0.8010
R1 0.8021 0.8021 0.8006 0.8031
PP 0.7995 0.7995 0.7995 0.8000
S1 0.7976 0.7976 0.7998 0.7985
S2 0.7949 0.7949 0.7994
S3 0.7904 0.7930 0.7989
S4 0.7858 0.7885 0.7977
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% 0.0042 0.5% 53% False False 255
10 0.8048 0.7933 0.0116 1.4% 0.0043 0.5% 60% False False 207
20 0.8048 0.7808 0.0241 3.0% 0.0056 0.7% 81% False False 195
40 0.8283 0.7808 0.0475 5.9% 0.0058 0.7% 41% False False 183
60 0.8324 0.7808 0.0516 6.4% 0.0054 0.7% 38% False False 167
80 0.8324 0.7808 0.0516 6.4% 0.0052 0.7% 38% False False 142
100 0.8324 0.7808 0.0516 6.4% 0.0050 0.6% 38% False False 119
120 0.8324 0.7808 0.0516 6.4% 0.0050 0.6% 38% False False 115
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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8207
2.618 0.8133
1.618 0.8088
1.000 0.8060
0.618 0.8042
HIGH 0.8014
0.618 0.7997
0.500 0.7991
0.382 0.7986
LOW 0.7969
0.618 0.7940
1.000 0.7923
1.618 0.7895
2.618 0.7849
4.250 0.7775
Fisher Pivots for day following 05-Aug-2021
Pivot 1 day 3 day
R1 0.7998 0.7995
PP 0.7995 0.7989
S1 0.7991 0.7982

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.