CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 15-Dec-2020
Day Change Summary
Previous Current
14-Dec-2020 15-Dec-2020 Change Change % Previous Week
Open 0.7864 0.7852 -0.0012 -0.1% 0.7829
High 0.7867 0.7885 0.0019 0.2% 0.7874
Low 0.7825 0.7836 0.0011 0.1% 0.7798
Close 0.7843 0.7881 0.0039 0.5% 0.7836
Range 0.0042 0.0050 0.0008 17.9% 0.0076
ATR 0.0042 0.0043 0.0001 1.2% 0.0000
Volume 178 67 -111 -62.4% 1,045
Daily Pivots for day following 15-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.8016 0.7998 0.7908
R3 0.7966 0.7948 0.7895
R2 0.7917 0.7917 0.7890
R1 0.7899 0.7899 0.7886 0.7908
PP 0.7867 0.7867 0.7867 0.7872
S1 0.7849 0.7849 0.7876 0.7858
S2 0.7818 0.7818 0.7872
S3 0.7768 0.7800 0.7867
S4 0.7719 0.7750 0.7854
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 0.7885 0.7798 0.0087 1.1% 0.0048 0.6% 95% True False 130
10 0.7885 0.7722 0.0164 2.1% 0.0044 0.6% 98% True False 172
20 0.7885 0.7626 0.0260 3.3% 0.0039 0.5% 98% True False 125
40 0.7885 0.7476 0.0409 5.2% 0.0042 0.5% 99% True False 97
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8095
2.618 0.8015
1.618 0.7965
1.000 0.7935
0.618 0.7916
HIGH 0.7885
0.618 0.7866
0.500 0.7860
0.382 0.7854
LOW 0.7836
0.618 0.7805
1.000 0.7786
1.618 0.7755
2.618 0.7706
4.250 0.7625
Fisher Pivots for day following 15-Dec-2020
Pivot 1 day 3 day
R1 0.7874 0.7872
PP 0.7867 0.7863
S1 0.7860 0.7854

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

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