CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 18-Dec-2020
Day Change Summary
Previous Current
17-Dec-2020 18-Dec-2020 Change Change % Previous Week
Open 0.7852 0.7848 -0.0005 -0.1% 0.7864
High 0.7886 0.7865 -0.0021 -0.3% 0.7886
Low 0.7849 0.7820 -0.0030 -0.4% 0.7820
Close 0.7863 0.7824 -0.0039 -0.5% 0.7824
Range 0.0037 0.0046 0.0009 23.0% 0.0067
ATR 0.0044 0.0044 0.0000 0.3% 0.0000
Volume 27 52 25 92.6% 359
Daily Pivots for day following 18-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.7973 0.7944 0.7849
R3 0.7927 0.7898 0.7837
R2 0.7882 0.7882 0.7832
R1 0.7853 0.7853 0.7828 0.7845
PP 0.7836 0.7836 0.7836 0.7832
S1 0.7807 0.7807 0.7820 0.7799
S2 0.7791 0.7791 0.7816
S3 0.7745 0.7762 0.7811
S4 0.7700 0.7716 0.7799
Weekly Pivots for week ending 18-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.8043 0.8000 0.7861
R3 0.7976 0.7933 0.7842
R2 0.7910 0.7910 0.7836
R1 0.7867 0.7867 0.7830 0.7855
PP 0.7843 0.7843 0.7843 0.7837
S1 0.7800 0.7800 0.7818 0.7789
S2 0.7777 0.7777 0.7812
S3 0.7710 0.7734 0.7806
S4 0.7644 0.7667 0.7787
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7886 0.7820 0.0067 0.8% 0.0045 0.6% 7% False True 71
10 0.7886 0.7798 0.0089 1.1% 0.0044 0.6% 30% False False 140
20 0.7886 0.7633 0.0253 3.2% 0.0041 0.5% 75% False False 120
40 0.7886 0.7476 0.0410 5.2% 0.0043 0.5% 85% False False 95
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8058
2.618 0.7984
1.618 0.7939
1.000 0.7911
0.618 0.7893
HIGH 0.7865
0.618 0.7848
0.500 0.7842
0.382 0.7837
LOW 0.7820
0.618 0.7791
1.000 0.7774
1.618 0.7746
2.618 0.7700
4.250 0.7626
Fisher Pivots for day following 18-Dec-2020
Pivot 1 day 3 day
R1 0.7842 0.7853
PP 0.7836 0.7843
S1 0.7830 0.7834

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

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