CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 07-Jan-2021
Day Change Summary
Previous Current
06-Jan-2021 07-Jan-2021 Change Change % Previous Week
Open 0.7888 0.7888 0.0000 0.0% 0.7784
High 0.7920 0.7899 -0.0021 -0.3% 0.7867
Low 0.7862 0.7856 -0.0006 -0.1% 0.7771
Close 0.7880 0.7886 0.0006 0.1% 0.7835
Range 0.0058 0.0043 -0.0015 -25.9% 0.0096
ATR 0.0051 0.0050 -0.0001 -1.1% 0.0000
Volume 110 129 19 17.3% 327
Daily Pivots for day following 07-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8009 0.7991 0.7910
R3 0.7966 0.7948 0.7898
R2 0.7923 0.7923 0.7894
R1 0.7905 0.7905 0.7890 0.7893
PP 0.7880 0.7880 0.7880 0.7874
S1 0.7862 0.7862 0.7882 0.7850
S2 0.7837 0.7837 0.7878
S3 0.7794 0.7819 0.7874
S4 0.7751 0.7776 0.7862
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 0.7920 0.7816 0.0105 1.3% 0.0060 0.8% 67% False False 110
10 0.7920 0.7751 0.0169 2.1% 0.0048 0.6% 80% False False 99
20 0.7920 0.7723 0.0197 2.5% 0.0049 0.6% 83% False False 99
40 0.7920 0.7599 0.0322 4.1% 0.0043 0.5% 89% False False 113
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.0013
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8082
2.618 0.8012
1.618 0.7969
1.000 0.7942
0.618 0.7926
HIGH 0.7899
0.618 0.7883
0.500 0.7878
0.382 0.7872
LOW 0.7856
0.618 0.7829
1.000 0.7813
1.618 0.7786
2.618 0.7743
4.250 0.7673
Fisher Pivots for day following 07-Jan-2021
Pivot 1 day 3 day
R1 0.7883 0.7881
PP 0.7880 0.7875
S1 0.7878 0.7870

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

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