CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 17-Dec-2020
Day Change Summary
Previous Current
16-Dec-2020 17-Dec-2020 Change Change % Previous Week
Open 0.7875 0.7852 -0.0023 -0.3% 0.7829
High 0.7875 0.7886 0.0012 0.1% 0.7874
Low 0.7826 0.7849 0.0024 0.3% 0.7798
Close 0.7847 0.7863 0.0016 0.2% 0.7836
Range 0.0049 0.0037 -0.0012 -24.5% 0.0076
ATR 0.0044 0.0044 0.0000 -0.8% 0.0000
Volume 35 27 -8 -22.9% 1,045
Daily Pivots for day following 17-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.7977 0.7957 0.7883
R3 0.7940 0.7920 0.7873
R2 0.7903 0.7903 0.7869
R1 0.7883 0.7883 0.7866 0.7893
PP 0.7866 0.7866 0.7866 0.7871
S1 0.7846 0.7846 0.7859 0.7856
S2 0.7829 0.7829 0.7856
S3 0.7792 0.7809 0.7852
S4 0.7755 0.7772 0.7842
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 0.7886 0.7824 0.0063 0.8% 0.0044 0.6% 62% True False 78
10 0.7886 0.7775 0.0111 1.4% 0.0045 0.6% 79% True False 153
20 0.7886 0.7626 0.0261 3.3% 0.0040 0.5% 91% True False 119
40 0.7886 0.7476 0.0410 5.2% 0.0042 0.5% 94% True False 94
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8043
2.618 0.7983
1.618 0.7946
1.000 0.7923
0.618 0.7909
HIGH 0.7886
0.618 0.7872
0.500 0.7868
0.382 0.7863
LOW 0.7849
0.618 0.7826
1.000 0.7812
1.618 0.7789
2.618 0.7752
4.250 0.7692
Fisher Pivots for day following 17-Dec-2020
Pivot 1 day 3 day
R1 0.7868 0.7860
PP 0.7866 0.7858
S1 0.7864 0.7856

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

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