CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 19-Jan-2021
Day Change Summary
Previous Current
15-Jan-2021 19-Jan-2021 Change Change % Previous Week
Open 0.7911 0.7859 -0.0053 -0.7% 0.7869
High 0.7917 0.7867 -0.0050 -0.6% 0.7925
Low 0.7838 0.7817 -0.0021 -0.3% 0.7795
Close 0.7861 0.7858 -0.0003 0.0% 0.7861
Range 0.0080 0.0051 -0.0029 -36.5% 0.0131
ATR 0.0054 0.0053 0.0000 -0.4% 0.0000
Volume 628 145 -483 -76.9% 1,071
Daily Pivots for day following 19-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.7999 0.7979 0.7886
R3 0.7948 0.7928 0.7872
R2 0.7898 0.7898 0.7867
R1 0.7878 0.7878 0.7863 0.7863
PP 0.7847 0.7847 0.7847 0.7840
S1 0.7827 0.7827 0.7853 0.7812
S2 0.7797 0.7797 0.7849
S3 0.7746 0.7777 0.7844
S4 0.7696 0.7726 0.7830
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 0.7817 0.0109 1.4% 0.0055 0.7% 38% False True 225
10 0.7925 0.7795 0.0131 1.7% 0.0059 0.8% 49% False False 172
20 0.7925 0.7723 0.0202 2.6% 0.0053 0.7% 67% False False 132
40 0.7925 0.7626 0.0300 3.8% 0.0047 0.6% 78% False False 125
60 0.7925 0.7476 0.0449 5.7% 0.0046 0.6% 85% False False 107
Crabel Price Patterns
NR True
NR4 False
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8082
2.618 0.7999
1.618 0.7949
1.000 0.7918
0.618 0.7898
HIGH 0.7867
0.618 0.7848
0.500 0.7842
0.382 0.7836
LOW 0.7817
0.618 0.7785
1.000 0.7766
1.618 0.7735
2.618 0.7684
4.250 0.7602
Fisher Pivots for day following 19-Jan-2021
Pivot 1 day 3 day
R1 0.7853 0.7871
PP 0.7847 0.7867
S1 0.7842 0.7862

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

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