CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 13-Aug-2021
Day Change Summary
Previous Current
12-Aug-2021 13-Aug-2021 Change Change % Previous Week
Open 0.7997 0.7987 -0.0010 -0.1% 0.7949
High 0.7997 0.7998 0.0001 0.0% 0.8006
Low 0.7978 0.7979 0.0001 0.0% 0.7942
Close 0.7979 0.7988 0.0009 0.1% 0.7988
Range 0.0019 0.0019 0.0000 0.0% 0.0064
ATR 0.0049 0.0047 -0.0002 -4.4% 0.0000
Volume 157 522 365 232.5% 2,864
Daily Pivots for day following 13-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.8045 0.8035 0.7998
R3 0.8026 0.8016 0.7993
R2 0.8007 0.8007 0.7991
R1 0.7997 0.7997 0.7989 0.8002
PP 0.7988 0.7988 0.7988 0.7990
S1 0.7978 0.7978 0.7986 0.7983
S2 0.7969 0.7969 0.7984
S3 0.7950 0.7959 0.7982
S4 0.7931 0.7940 0.7977
Weekly Pivots for week ending 13-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.8169 0.8142 0.8022
R3 0.8105 0.8078 0.8005
R2 0.8042 0.8042 0.7999
R1 0.8015 0.8015 0.7993 0.8028
PP 0.7978 0.7978 0.7978 0.7985
S1 0.7951 0.7951 0.7982 0.7965
S2 0.7915 0.7915 0.7976
S3 0.7851 0.7888 0.7970
S4 0.7788 0.7824 0.7953
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8006 0.7942 0.0064 0.8% 0.0031 0.4% 72% False False 572
10 0.8028 0.7942 0.0086 1.1% 0.0038 0.5% 53% False False 392
20 0.8048 0.7808 0.0241 3.0% 0.0050 0.6% 75% False False 313
40 0.8159 0.7808 0.0352 4.4% 0.0055 0.7% 51% False False 203
60 0.8324 0.7808 0.0516 6.5% 0.0052 0.7% 35% False False 215
80 0.8324 0.7808 0.0516 6.5% 0.0050 0.6% 35% False False 175
100 0.8324 0.7808 0.0516 6.5% 0.0049 0.6% 35% False False 149
120 0.8324 0.7808 0.0516 6.5% 0.0050 0.6% 35% False False 137
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0009
Fibonacci Retracements and Extensions
4.250 0.8078
2.618 0.8047
1.618 0.8028
1.000 0.8017
0.618 0.8009
HIGH 0.7998
0.618 0.7990
0.500 0.7988
0.382 0.7986
LOW 0.7979
0.618 0.7967
1.000 0.7960
1.618 0.7948
2.618 0.7929
4.250 0.7898
Fisher Pivots for day following 13-Aug-2021
Pivot 1 day 3 day
R1 0.7988 0.7987
PP 0.7988 0.7987
S1 0.7988 0.7987

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

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