CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 05-Jan-2021
Day Change Summary
Previous Current
04-Jan-2021 05-Jan-2021 Change Change % Previous Week
Open 0.7870 0.7843 -0.0027 -0.3% 0.7784
High 0.7897 0.7905 0.0009 0.1% 0.7867
Low 0.7816 0.7820 0.0005 0.1% 0.7771
Close 0.7831 0.7898 0.0067 0.8% 0.7835
Range 0.0081 0.0085 0.0004 4.9% 0.0096
ATR 0.0047 0.0050 0.0003 5.7% 0.0000
Volume 158 128 -30 -19.0% 327
Daily Pivots for day following 05-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8129 0.8098 0.7944
R3 0.8044 0.8013 0.7921
R2 0.7959 0.7959 0.7913
R1 0.7928 0.7928 0.7905 0.7944
PP 0.7874 0.7874 0.7874 0.7882
S1 0.7843 0.7843 0.7890 0.7859
S2 0.7789 0.7789 0.7882
S3 0.7704 0.7758 0.7874
S4 0.7619 0.7673 0.7851
Weekly Pivots for week ending 01-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8111 0.8068 0.7887
R3 0.8015 0.7973 0.7861
R2 0.7920 0.7920 0.7852
R1 0.7877 0.7877 0.7843 0.7898
PP 0.7824 0.7824 0.7824 0.7835
S1 0.7782 0.7782 0.7826 0.7803
S2 0.7729 0.7729 0.7817
S3 0.7633 0.7686 0.7808
S4 0.7538 0.7591 0.7782
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7905 0.7788 0.0118 1.5% 0.0057 0.7% 94% True False 106
10 0.7905 0.7723 0.0182 2.3% 0.0051 0.6% 96% True False 99
20 0.7905 0.7723 0.0182 2.3% 0.0047 0.6% 96% True False 119
40 0.7905 0.7599 0.0307 3.9% 0.0042 0.5% 98% True False 110
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.8266
2.618 0.8128
1.618 0.8043
1.000 0.7990
0.618 0.7958
HIGH 0.7905
0.618 0.7873
0.500 0.7863
0.382 0.7852
LOW 0.7820
0.618 0.7767
1.000 0.7735
1.618 0.7682
2.618 0.7597
4.250 0.7459
Fisher Pivots for day following 05-Jan-2021
Pivot 1 day 3 day
R1 0.7886 0.7885
PP 0.7874 0.7873
S1 0.7863 0.7860

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

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