CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 12-Jan-2021
Day Change Summary
Previous Current
11-Jan-2021 12-Jan-2021 Change Change % Previous Week
Open 0.7869 0.7825 -0.0044 -0.6% 0.7870
High 0.7877 0.7872 -0.0006 -0.1% 0.7920
Low 0.7795 0.7822 0.0027 0.3% 0.7816
Close 0.7830 0.7864 0.0034 0.4% 0.7870
Range 0.0083 0.0050 -0.0033 -39.4% 0.0105
ATR 0.0053 0.0052 0.0000 -0.3% 0.0000
Volume 89 115 26 29.2% 669
Daily Pivots for day following 12-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8002 0.7983 0.7891
R3 0.7952 0.7933 0.7877
R2 0.7902 0.7902 0.7873
R1 0.7883 0.7883 0.7868 0.7893
PP 0.7852 0.7852 0.7852 0.7857
S1 0.7833 0.7833 0.7859 0.7843
S2 0.7802 0.7802 0.7854
S3 0.7752 0.7783 0.7850
S4 0.7702 0.7733 0.7836
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% 0.0057 0.7% 55% False False 117
10 0.7920 0.7788 0.0133 1.7% 0.0057 0.7% 57% False False 111
20 0.7920 0.7723 0.0197 2.5% 0.0051 0.6% 71% False False 96
40 0.7920 0.7599 0.0322 4.1% 0.0044 0.6% 82% False False 106
60 0.7920 0.7476 0.0444 5.6% 0.0045 0.6% 87% False False 93
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8084
2.618 0.8002
1.618 0.7952
1.000 0.7922
0.618 0.7902
HIGH 0.7872
0.618 0.7852
0.500 0.7847
0.382 0.7841
LOW 0.7822
0.618 0.7791
1.000 0.7772
1.618 0.7741
2.618 0.7691
4.250 0.7609
Fisher Pivots for day following 12-Jan-2021
Pivot 1 day 3 day
R1 0.7858 0.7858
PP 0.7852 0.7853
S1 0.7847 0.7848

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

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