CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 10-Dec-2020
Day Change Summary
Previous Current
09-Dec-2020 10-Dec-2020 Change Change % Previous Week
Open 0.7808 0.7855 0.0047 0.6% 0.7707
High 0.7835 0.7874 0.0039 0.5% 0.7832
Low 0.7798 0.7802 0.0004 0.0% 0.7697
Close 0.7806 0.7851 0.0045 0.6% 0.7829
Range 0.0037 0.0072 0.0036 97.3% 0.0135
ATR 0.0040 0.0043 0.0002 5.6% 0.0000
Volume 210 111 -99 -47.1% 567
Daily Pivots for day following 10-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.8058 0.8026 0.7890
R3 0.7986 0.7954 0.7870
R2 0.7914 0.7914 0.7864
R1 0.7882 0.7882 0.7857 0.7862
PP 0.7842 0.7842 0.7842 0.7832
S1 0.7810 0.7810 0.7844 0.7790
S2 0.7770 0.7770 0.7837
S3 0.7698 0.7738 0.7831
S4 0.7626 0.7666 0.7811
Weekly Pivots for week ending 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.8191 0.8145 0.7903
R3 0.8056 0.8010 0.7866
R2 0.7921 0.7921 0.7854
R1 0.7875 0.7875 0.7841 0.7898
PP 0.7786 0.7786 0.7786 0.7797
S1 0.7740 0.7740 0.7817 0.7763
S2 0.7651 0.7651 0.7804
S3 0.7516 0.7605 0.7792
S4 0.7381 0.7470 0.7755
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7874 0.7775 0.0099 1.3% 0.0046 0.6% 77% True False 229
10 0.7874 0.7684 0.0190 2.4% 0.0041 0.5% 88% True False 173
20 0.7874 0.7599 0.0275 3.5% 0.0038 0.5% 92% True False 138
40 0.7874 0.7476 0.0398 5.1% 0.0042 0.5% 94% True False 90
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 0.0009
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 0.8180
2.618 0.8062
1.618 0.7990
1.000 0.7946
0.618 0.7918
HIGH 0.7874
0.618 0.7846
0.500 0.7838
0.382 0.7829
LOW 0.7802
0.618 0.7757
1.000 0.7730
1.618 0.7685
2.618 0.7613
4.250 0.7496
Fisher Pivots for day following 10-Dec-2020
Pivot 1 day 3 day
R1 0.7846 0.7846
PP 0.7842 0.7841
S1 0.7838 0.7836

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

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