CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 28-Jan-2021
Day Change Summary
Previous Current
27-Jan-2021 28-Jan-2021 Change Change % Previous Week
Open 0.7883 0.7807 -0.0076 -1.0% 0.7859
High 0.7885 0.7822 -0.0063 -0.8% 0.7945
Low 0.7801 0.7766 -0.0035 -0.4% 0.7817
Close 0.7818 0.7817 -0.0001 0.0% 0.7861
Range 0.0084 0.0056 -0.0028 -33.3% 0.0129
ATR 0.0057 0.0057 0.0000 -0.1% 0.0000
Volume 298 225 -73 -24.5% 1,253
Daily Pivots for day following 28-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.7969 0.7949 0.7848
R3 0.7913 0.7893 0.7832
R2 0.7857 0.7857 0.7827
R1 0.7837 0.7837 0.7822 0.7847
PP 0.7801 0.7801 0.7801 0.7806
S1 0.7781 0.7781 0.7812 0.7791
S2 0.7745 0.7745 0.7807
S3 0.7689 0.7725 0.7802
S4 0.7633 0.7669 0.7786
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 0.7913 0.7766 0.0147 1.9% 0.0062 0.8% 35% False True 213
10 0.7945 0.7766 0.0180 2.3% 0.0061 0.8% 29% False True 291
20 0.7945 0.7766 0.0180 2.3% 0.0059 0.8% 29% False True 197
40 0.7945 0.7701 0.0244 3.1% 0.0051 0.7% 48% False False 161
60 0.7945 0.7490 0.0456 5.8% 0.0049 0.6% 72% False False 136
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8060
2.618 0.7968
1.618 0.7912
1.000 0.7878
0.618 0.7856
HIGH 0.7822
0.618 0.7800
0.500 0.7794
0.382 0.7787
LOW 0.7766
0.618 0.7731
1.000 0.7710
1.618 0.7675
2.618 0.7619
4.250 0.7528
Fisher Pivots for day following 28-Jan-2021
Pivot 1 day 3 day
R1 0.7809 0.7825
PP 0.7801 0.7822
S1 0.7794 0.7820

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.