CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 26-Jan-2021
Day Change Summary
Previous Current
25-Jan-2021 26-Jan-2021 Change Change % Previous Week
Open 0.7861 0.7852 -0.0009 -0.1% 0.7859
High 0.7884 0.7882 -0.0002 0.0% 0.7945
Low 0.7829 0.7826 -0.0003 0.0% 0.7817
Close 0.7845 0.7879 0.0034 0.4% 0.7861
Range 0.0055 0.0056 0.0001 1.8% 0.0129
ATR 0.0055 0.0055 0.0000 0.1% 0.0000
Volume 221 137 -84 -38.0% 1,253
Daily Pivots for day following 26-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8030 0.8010 0.7909
R3 0.7974 0.7954 0.7894
R2 0.7918 0.7918 0.7889
R1 0.7898 0.7898 0.7884 0.7908
PP 0.7862 0.7862 0.7862 0.7867
S1 0.7842 0.7842 0.7873 0.7852
S2 0.7806 0.7806 0.7868
S3 0.7750 0.7786 0.7863
S4 0.7694 0.7730 0.7848
Weekly Pivots for week ending 22-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8260 0.8189 0.7931
R3 0.8131 0.8060 0.7896
R2 0.8003 0.8003 0.7884
R1 0.7932 0.7932 0.7872 0.7967
PP 0.7874 0.7874 0.7874 0.7892
S1 0.7803 0.7803 0.7849 0.7839
S2 0.7746 0.7746 0.7837
S3 0.7617 0.7675 0.7825
S4 0.7489 0.7546 0.7790
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7945 0.7826 0.0119 1.5% 0.0057 0.7% 44% False True 293
10 0.7945 0.7817 0.0129 1.6% 0.0056 0.7% 48% False False 259
20 0.7945 0.7771 0.0174 2.2% 0.0056 0.7% 62% False False 183
40 0.7945 0.7684 0.0262 3.3% 0.0050 0.6% 75% False False 155
60 0.7945 0.7476 0.0469 6.0% 0.0048 0.6% 86% False False 128
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8120
2.618 0.8029
1.618 0.7973
1.000 0.7938
0.618 0.7917
HIGH 0.7882
0.618 0.7861
0.500 0.7854
0.382 0.7847
LOW 0.7826
0.618 0.7791
1.000 0.7770
1.618 0.7735
2.618 0.7679
4.250 0.7588
Fisher Pivots for day following 26-Jan-2021
Pivot 1 day 3 day
R1 0.7870 0.7875
PP 0.7862 0.7872
S1 0.7854 0.7869

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

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