CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 15-Jan-2021
Day Change Summary
Previous Current
14-Jan-2021 15-Jan-2021 Change Change % Previous Week
Open 0.7883 0.7911 0.0029 0.4% 0.7869
High 0.7925 0.7917 -0.0008 -0.1% 0.7925
Low 0.7873 0.7838 -0.0036 -0.5% 0.7795
Close 0.7918 0.7861 -0.0057 -0.7% 0.7861
Range 0.0052 0.0080 0.0028 52.9% 0.0131
ATR 0.0052 0.0054 0.0002 3.9% 0.0000
Volume 156 628 472 302.6% 1,071
Daily Pivots for day following 15-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8110 0.8065 0.7904
R3 0.8031 0.7985 0.7882
R2 0.7951 0.7951 0.7875
R1 0.7906 0.7906 0.7868 0.7889
PP 0.7872 0.7872 0.7872 0.7863
S1 0.7826 0.7826 0.7853 0.7809
S2 0.7792 0.7792 0.7846
S3 0.7713 0.7747 0.7839
S4 0.7633 0.7667 0.7817
Weekly Pivots for week ending 15-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8252 0.8187 0.7932
R3 0.8121 0.8056 0.7896
R2 0.7991 0.7991 0.7884
R1 0.7926 0.7926 0.7872 0.7893
PP 0.7860 0.7860 0.7860 0.7844
S1 0.7795 0.7795 0.7849 0.7762
S2 0.7730 0.7730 0.7837
S3 0.7599 0.7665 0.7825
S4 0.7469 0.7534 0.7789
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7925 0.7795 0.0131 1.7% 0.0061 0.8% 51% False False 214
10 0.7925 0.7795 0.0131 1.7% 0.0062 0.8% 51% False False 174
20 0.7925 0.7723 0.0202 2.6% 0.0053 0.7% 68% False False 126
40 0.7925 0.7626 0.0300 3.8% 0.0047 0.6% 78% False False 124
60 0.7925 0.7476 0.0449 5.7% 0.0046 0.6% 86% False False 105
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 0.8255
2.618 0.8125
1.618 0.8046
1.000 0.7997
0.618 0.7966
HIGH 0.7917
0.618 0.7887
0.500 0.7877
0.382 0.7868
LOW 0.7838
0.618 0.7788
1.000 0.7758
1.618 0.7709
2.618 0.7629
4.250 0.7500
Fisher Pivots for day following 15-Jan-2021
Pivot 1 day 3 day
R1 0.7877 0.7881
PP 0.7872 0.7874
S1 0.7866 0.7867

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

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