CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 11-Jan-2021
Day Change Summary
Previous Current
08-Jan-2021 11-Jan-2021 Change Change % Previous Week
Open 0.7885 0.7869 -0.0016 -0.2% 0.7870
High 0.7902 0.7877 -0.0025 -0.3% 0.7920
Low 0.7851 0.7795 -0.0056 -0.7% 0.7816
Close 0.7870 0.7830 -0.0040 -0.5% 0.7870
Range 0.0052 0.0083 0.0031 60.2% 0.0105
ATR 0.0050 0.0053 0.0002 4.6% 0.0000
Volume 144 89 -55 -38.2% 669
Daily Pivots for day following 11-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8081 0.8038 0.7875
R3 0.7999 0.7956 0.7853
R2 0.7916 0.7916 0.7845
R1 0.7873 0.7873 0.7838 0.7854
PP 0.7834 0.7834 0.7834 0.7824
S1 0.7791 0.7791 0.7822 0.7771
S2 0.7751 0.7751 0.7815
S3 0.7669 0.7708 0.7807
S4 0.7586 0.7626 0.7785
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 0.7795 0.0126 1.6% 0.0064 0.8% 28% False True 120
10 0.7920 0.7771 0.0149 1.9% 0.0056 0.7% 40% False False 108
20 0.7920 0.7723 0.0197 2.5% 0.0051 0.6% 54% False False 95
40 0.7920 0.7599 0.0322 4.1% 0.0044 0.6% 72% False False 116
60 0.7920 0.7476 0.0444 5.7% 0.0045 0.6% 80% False False 92
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0015
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8228
2.618 0.8093
1.618 0.8010
1.000 0.7960
0.618 0.7928
HIGH 0.7877
0.618 0.7845
0.500 0.7836
0.382 0.7826
LOW 0.7795
0.618 0.7744
1.000 0.7712
1.618 0.7661
2.618 0.7579
4.250 0.7444
Fisher Pivots for day following 11-Jan-2021
Pivot 1 day 3 day
R1 0.7836 0.7848
PP 0.7834 0.7842
S1 0.7832 0.7836

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

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