CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 23-Dec-2020
Day Change Summary
Previous Current
22-Dec-2020 23-Dec-2020 Change Change % Previous Week
Open 0.7782 0.7755 -0.0027 -0.3% 0.7864
High 0.7784 0.7797 0.0013 0.2% 0.7886
Low 0.7740 0.7751 0.0011 0.1% 0.7820
Close 0.7759 0.7784 0.0025 0.3% 0.7824
Range 0.0044 0.0046 0.0002 4.6% 0.0067
ATR 0.0049 0.0049 0.0000 -0.5% 0.0000
Volume 125 130 5 4.0% 359
Daily Pivots for day following 23-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.7914 0.7894 0.7809
R3 0.7868 0.7849 0.7797
R2 0.7823 0.7823 0.7792
R1 0.7803 0.7803 0.7788 0.7813
PP 0.7777 0.7777 0.7777 0.7782
S1 0.7758 0.7758 0.7780 0.7768
S2 0.7732 0.7732 0.7776
S3 0.7686 0.7712 0.7771
S4 0.7641 0.7667 0.7759
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 0.7723 0.0163 2.1% 0.0052 0.7% 37% False False 89
10 0.7886 0.7723 0.0163 2.1% 0.0051 0.7% 37% False False 92
20 0.7886 0.7680 0.0206 2.6% 0.0044 0.6% 50% False False 133
40 0.7886 0.7476 0.0410 5.3% 0.0045 0.6% 75% False False 101
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 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7990
2.618 0.7916
1.618 0.7870
1.000 0.7842
0.618 0.7825
HIGH 0.7797
0.618 0.7779
0.500 0.7774
0.382 0.7768
LOW 0.7751
0.618 0.7723
1.000 0.7706
1.618 0.7677
2.618 0.7632
4.250 0.7558
Fisher Pivots for day following 23-Dec-2020
Pivot 1 day 3 day
R1 0.7781 0.7778
PP 0.7777 0.7772
S1 0.7774 0.7767

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

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