CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 24-Aug-2021
Day Change Summary
Previous Current
23-Aug-2021 24-Aug-2021 Change Change % Previous Week
Open 0.7791 0.7907 0.0116 1.5% 0.7986
High 0.7908 0.7948 0.0040 0.5% 0.7991
Low 0.7791 0.7900 0.0109 1.4% 0.7723
Close 0.7907 0.7939 0.0032 0.4% 0.7783
Range 0.0117 0.0049 -0.0069 -58.5% 0.0268
ATR 0.0059 0.0058 -0.0001 -1.3% 0.0000
Volume 916 846 -70 -7.6% 4,197
Daily Pivots for day following 24-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.8074 0.8055 0.7965
R3 0.8026 0.8006 0.7952
R2 0.7977 0.7977 0.7947
R1 0.7958 0.7958 0.7943 0.7968
PP 0.7929 0.7929 0.7929 0.7934
S1 0.7909 0.7909 0.7934 0.7919
S2 0.7880 0.7880 0.7930
S3 0.7832 0.7861 0.7925
S4 0.7783 0.7812 0.7912
Weekly Pivots for week ending 20-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.8636 0.8478 0.7930
R3 0.8368 0.8210 0.7857
R2 0.8100 0.8100 0.7832
R1 0.7942 0.7942 0.7808 0.7887
PP 0.7832 0.7832 0.7832 0.7805
S1 0.7674 0.7674 0.7758 0.7619
S2 0.7564 0.7564 0.7734
S3 0.7296 0.7406 0.7709
S4 0.7028 0.7138 0.7636
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7948 0.7723 0.0226 2.8% 0.0079 1.0% 96% True False 1,001
10 0.8006 0.7723 0.0283 3.6% 0.0057 0.7% 76% False False 747
20 0.8048 0.7723 0.0326 4.1% 0.0051 0.6% 66% False False 540
40 0.8127 0.7723 0.0405 5.1% 0.0058 0.7% 53% False False 342
60 0.8324 0.7723 0.0601 7.6% 0.0055 0.7% 36% False False 298
80 0.8324 0.7723 0.0601 7.6% 0.0053 0.7% 36% False False 247
100 0.8324 0.7723 0.0601 7.6% 0.0051 0.6% 36% False False 206
120 0.8324 0.7723 0.0601 7.6% 0.0050 0.6% 36% False False 182
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.0008
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8154
2.618 0.8075
1.618 0.8026
1.000 0.7997
0.618 0.7978
HIGH 0.7948
0.618 0.7929
0.500 0.7924
0.382 0.7918
LOW 0.7900
0.618 0.7870
1.000 0.7851
1.618 0.7821
2.618 0.7773
4.250 0.7693
Fisher Pivots for day following 24-Aug-2021
Pivot 1 day 3 day
R1 0.7934 0.7904
PP 0.7929 0.7870
S1 0.7924 0.7835

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.