CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 21-Jan-2021
Day Change Summary
Previous Current
20-Jan-2021 21-Jan-2021 Change Change % Previous Week
Open 0.7871 0.7927 0.0057 0.7% 0.7869
High 0.7936 0.7945 0.0010 0.1% 0.7925
Low 0.7856 0.7910 0.0054 0.7% 0.7795
Close 0.7913 0.7921 0.0008 0.1% 0.7861
Range 0.0080 0.0036 -0.0044 -55.3% 0.0131
ATR 0.0055 0.0054 -0.0001 -2.6% 0.0000
Volume 473 448 -25 -5.3% 1,071
Daily Pivots for day following 21-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8032 0.8012 0.7941
R3 0.7996 0.7976 0.7931
R2 0.7961 0.7961 0.7928
R1 0.7941 0.7941 0.7924 0.7933
PP 0.7925 0.7925 0.7925 0.7921
S1 0.7905 0.7905 0.7918 0.7898
S2 0.7890 0.7890 0.7914
S3 0.7854 0.7870 0.7911
S4 0.7819 0.7834 0.7901
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 0.7945 0.7817 0.0129 1.6% 0.0059 0.7% 81% True False 370
10 0.7945 0.7795 0.0151 1.9% 0.0057 0.7% 84% True False 241
20 0.7945 0.7740 0.0205 2.6% 0.0052 0.7% 88% True False 169
40 0.7945 0.7633 0.0312 3.9% 0.0048 0.6% 92% True False 147
60 0.7945 0.7476 0.0469 5.9% 0.0047 0.6% 95% True False 121
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0012
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.8096
2.618 0.8038
1.618 0.8002
1.000 0.7981
0.618 0.7967
HIGH 0.7945
0.618 0.7931
0.500 0.7927
0.382 0.7923
LOW 0.7910
0.618 0.7888
1.000 0.7874
1.618 0.7852
2.618 0.7817
4.250 0.7759
Fisher Pivots for day following 21-Jan-2021
Pivot 1 day 3 day
R1 0.7927 0.7908
PP 0.7925 0.7894
S1 0.7923 0.7881

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

View Archives - Comment on this page... - Back to Index of Symbols