CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 11-Dec-2020
Day Change Summary
Previous Current
10-Dec-2020 11-Dec-2020 Change Change % Previous Week
Open 0.7855 0.7836 -0.0019 -0.2% 0.7829
High 0.7874 0.7866 -0.0008 -0.1% 0.7874
Low 0.7802 0.7824 0.0022 0.3% 0.7798
Close 0.7851 0.7836 -0.0015 -0.2% 0.7836
Range 0.0072 0.0042 -0.0030 -41.7% 0.0076
ATR 0.0043 0.0043 0.0000 -0.1% 0.0000
Volume 111 86 -25 -22.5% 1,045
Daily Pivots for day following 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.7968 0.7944 0.7859
R3 0.7926 0.7902 0.7847
R2 0.7884 0.7884 0.7843
R1 0.7860 0.7860 0.7839 0.7851
PP 0.7842 0.7842 0.7842 0.7837
S1 0.7818 0.7818 0.7832 0.7809
S2 0.7800 0.7800 0.7828
S3 0.7758 0.7776 0.7824
S4 0.7716 0.7734 0.7812
Weekly Pivots for week ending 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.8064 0.8026 0.7877
R3 0.7988 0.7950 0.7856
R2 0.7912 0.7912 0.7849
R1 0.7874 0.7874 0.7842 0.7893
PP 0.7836 0.7836 0.7836 0.7845
S1 0.7798 0.7798 0.7829 0.7817
S2 0.7760 0.7760 0.7822
S3 0.7684 0.7722 0.7815
S4 0.7608 0.7646 0.7794
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7874 0.7798 0.0076 1.0% 0.0043 0.5% 50% False False 209
10 0.7874 0.7697 0.0177 2.3% 0.0043 0.5% 79% False False 161
20 0.7874 0.7599 0.0275 3.5% 0.0038 0.5% 86% False False 116
40 0.7874 0.7476 0.0398 5.1% 0.0041 0.5% 90% False False 92
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8044
2.618 0.7975
1.618 0.7933
1.000 0.7908
0.618 0.7891
HIGH 0.7866
0.618 0.7849
0.500 0.7845
0.382 0.7840
LOW 0.7824
0.618 0.7798
1.000 0.7782
1.618 0.7756
2.618 0.7714
4.250 0.7645
Fisher Pivots for day following 11-Dec-2020
Pivot 1 day 3 day
R1 0.7845 0.7836
PP 0.7842 0.7836
S1 0.7839 0.7836

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

View Archives - Comment on this page... - Back to Index of Symbols