CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 29-Dec-2020
Day Change Summary
Previous Current
28-Dec-2020 29-Dec-2020 Change Change % Previous Week
Open 0.7784 0.7800 0.0016 0.2% 0.7810
High 0.7808 0.7828 0.0020 0.3% 0.7810
Low 0.7771 0.7788 0.0017 0.2% 0.7723
Close 0.7791 0.7809 0.0018 0.2% 0.7808
Range 0.0037 0.0041 0.0004 9.5% 0.0087
ATR 0.0046 0.0046 0.0000 -0.9% 0.0000
Volume 82 161 79 96.3% 377
Daily Pivots for day following 29-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.7930 0.7910 0.7831
R3 0.7889 0.7869 0.7820
R2 0.7849 0.7849 0.7816
R1 0.7829 0.7829 0.7812 0.7839
PP 0.7808 0.7808 0.7808 0.7813
S1 0.7788 0.7788 0.7805 0.7798
S2 0.7768 0.7768 0.7801
S3 0.7727 0.7748 0.7797
S4 0.7687 0.7707 0.7786
Weekly Pivots for week ending 25-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.8041 0.8012 0.7856
R3 0.7954 0.7925 0.7832
R2 0.7867 0.7867 0.7824
R1 0.7838 0.7838 0.7816 0.7809
PP 0.7780 0.7780 0.7780 0.7766
S1 0.7751 0.7751 0.7800 0.7722
S2 0.7693 0.7693 0.7792
S3 0.7606 0.7664 0.7784
S4 0.7519 0.7577 0.7760
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7828 0.7740 0.0088 1.1% 0.0036 0.5% 78% True False 101
10 0.7886 0.7723 0.0163 2.1% 0.0045 0.6% 52% False False 80
20 0.7886 0.7701 0.0185 2.4% 0.0044 0.6% 58% False False 124
40 0.7886 0.7490 0.0397 5.1% 0.0044 0.6% 80% False False 105
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 0.0007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8000
2.618 0.7934
1.618 0.7894
1.000 0.7869
0.618 0.7853
HIGH 0.7828
0.618 0.7813
0.500 0.7808
0.382 0.7803
LOW 0.7788
0.618 0.7762
1.000 0.7747
1.618 0.7722
2.618 0.7681
4.250 0.7615
Fisher Pivots for day following 29-Dec-2020
Pivot 1 day 3 day
R1 0.7808 0.7806
PP 0.7808 0.7803
S1 0.7808 0.7800

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

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