CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 30-Dec-2020
Day Change Summary
Previous Current
29-Dec-2020 30-Dec-2020 Change Change % Previous Week
Open 0.7800 0.7807 0.0007 0.1% 0.7810
High 0.7828 0.7846 0.0018 0.2% 0.7810
Low 0.7788 0.7800 0.0013 0.2% 0.7723
Close 0.7809 0.7837 0.0029 0.4% 0.7808
Range 0.0041 0.0046 0.0006 13.6% 0.0087
ATR 0.0046 0.0046 0.0000 0.0% 0.0000
Volume 161 55 -106 -65.8% 377
Daily Pivots for day following 30-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.7966 0.7947 0.7862
R3 0.7920 0.7901 0.7850
R2 0.7874 0.7874 0.7845
R1 0.7855 0.7855 0.7841 0.7865
PP 0.7828 0.7828 0.7828 0.7832
S1 0.7809 0.7809 0.7833 0.7819
S2 0.7782 0.7782 0.7829
S3 0.7736 0.7763 0.7824
S4 0.7690 0.7717 0.7812
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 0.7846 0.7751 0.0095 1.2% 0.0036 0.5% 91% True False 87
10 0.7886 0.7723 0.0163 2.1% 0.0044 0.6% 70% False False 78
20 0.7886 0.7722 0.0165 2.1% 0.0044 0.6% 70% False False 125
40 0.7886 0.7528 0.0359 4.6% 0.0043 0.5% 86% False False 104
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8042
2.618 0.7966
1.618 0.7920
1.000 0.7892
0.618 0.7874
HIGH 0.7846
0.618 0.7828
0.500 0.7823
0.382 0.7818
LOW 0.7800
0.618 0.7772
1.000 0.7754
1.618 0.7726
2.618 0.7680
4.250 0.7605
Fisher Pivots for day following 30-Dec-2020
Pivot 1 day 3 day
R1 0.7832 0.7828
PP 0.7828 0.7818
S1 0.7823 0.7809

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

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