CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 27-Jan-2021
Day Change Summary
Previous Current
26-Jan-2021 27-Jan-2021 Change Change % Previous Week
Open 0.7852 0.7883 0.0031 0.4% 0.7859
High 0.7882 0.7885 0.0003 0.0% 0.7945
Low 0.7826 0.7801 -0.0026 -0.3% 0.7817
Close 0.7879 0.7818 -0.0061 -0.8% 0.7861
Range 0.0056 0.0084 0.0028 50.0% 0.0129
ATR 0.0055 0.0057 0.0002 3.8% 0.0000
Volume 137 298 161 117.5% 1,253
Daily Pivots for day following 27-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8086 0.8036 0.7864
R3 0.8002 0.7952 0.7841
R2 0.7918 0.7918 0.7833
R1 0.7868 0.7868 0.7825 0.7851
PP 0.7834 0.7834 0.7834 0.7826
S1 0.7784 0.7784 0.7810 0.7767
S2 0.7750 0.7750 0.7802
S3 0.7666 0.7700 0.7794
S4 0.7582 0.7616 0.7771
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 0.7801 0.0145 1.8% 0.0058 0.7% 12% False True 258
10 0.7945 0.7801 0.0145 1.8% 0.0059 0.8% 12% False True 277
20 0.7945 0.7788 0.0158 2.0% 0.0058 0.7% 19% False False 194
40 0.7945 0.7697 0.0249 3.2% 0.0051 0.7% 49% False False 158
60 0.7945 0.7490 0.0456 5.8% 0.0049 0.6% 72% False False 132
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.8242
2.618 0.8104
1.618 0.8020
1.000 0.7969
0.618 0.7936
HIGH 0.7885
0.618 0.7852
0.500 0.7843
0.382 0.7833
LOW 0.7801
0.618 0.7749
1.000 0.7717
1.618 0.7665
2.618 0.7581
4.250 0.7444
Fisher Pivots for day following 27-Jan-2021
Pivot 1 day 3 day
R1 0.7843 0.7843
PP 0.7834 0.7834
S1 0.7826 0.7826

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

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