CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 08-Jan-2021
Day Change Summary
Previous Current
07-Jan-2021 08-Jan-2021 Change Change % Previous Week
Open 0.7888 0.7885 -0.0004 0.0% 0.7870
High 0.7899 0.7902 0.0003 0.0% 0.7920
Low 0.7856 0.7851 -0.0006 -0.1% 0.7816
Close 0.7886 0.7870 -0.0017 -0.2% 0.7870
Range 0.0043 0.0052 0.0009 19.8% 0.0105
ATR 0.0050 0.0050 0.0000 0.2% 0.0000
Volume 129 144 15 11.6% 669
Daily Pivots for day following 08-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8029 0.8001 0.7898
R3 0.7977 0.7949 0.7884
R2 0.7926 0.7926 0.7879
R1 0.7898 0.7898 0.7874 0.7886
PP 0.7874 0.7874 0.7874 0.7868
S1 0.7846 0.7846 0.7865 0.7834
S2 0.7823 0.7823 0.7860
S3 0.7771 0.7795 0.7855
S4 0.7720 0.7743 0.7841
Weekly Pivots for week ending 08-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8182 0.8130 0.7927
R3 0.8077 0.8026 0.7898
R2 0.7973 0.7973 0.7889
R1 0.7921 0.7921 0.7879 0.7922
PP 0.7868 0.7868 0.7868 0.7869
S1 0.7817 0.7817 0.7860 0.7817
S2 0.7764 0.7764 0.7850
S3 0.7659 0.7712 0.7841
S4 0.7555 0.7608 0.7812
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% 0.0064 0.8% 52% False False 133
10 0.7920 0.7771 0.0149 1.9% 0.0049 0.6% 66% False False 100
20 0.7920 0.7723 0.0197 2.5% 0.0050 0.6% 74% False False 96
40 0.7920 0.7599 0.0322 4.1% 0.0043 0.5% 84% False False 115
60 0.7920 0.7476 0.0444 5.6% 0.0044 0.6% 89% False False 90
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8121
2.618 0.8037
1.618 0.7985
1.000 0.7954
0.618 0.7934
HIGH 0.7902
0.618 0.7882
0.500 0.7876
0.382 0.7870
LOW 0.7851
0.618 0.7819
1.000 0.7799
1.618 0.7767
2.618 0.7716
4.250 0.7632
Fisher Pivots for day following 08-Jan-2021
Pivot 1 day 3 day
R1 0.7876 0.7885
PP 0.7874 0.7880
S1 0.7872 0.7875

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

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