CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 02-Feb-2021
Day Change Summary
Previous Current
01-Feb-2021 02-Feb-2021 Change Change % Previous Week
Open 0.7808 0.7797 -0.0011 -0.1% 0.7861
High 0.7837 0.7825 -0.0012 -0.1% 0.7885
Low 0.7776 0.7772 -0.0005 -0.1% 0.7766
Close 0.7788 0.7811 0.0023 0.3% 0.7813
Range 0.0061 0.0054 -0.0007 -11.6% 0.0119
ATR 0.0059 0.0059 0.0000 -0.7% 0.0000
Volume 110 440 330 300.0% 1,057
Daily Pivots for day following 02-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.7963 0.7941 0.7840
R3 0.7910 0.7887 0.7826
R2 0.7856 0.7856 0.7821
R1 0.7834 0.7834 0.7816 0.7845
PP 0.7803 0.7803 0.7803 0.7808
S1 0.7780 0.7780 0.7806 0.7791
S2 0.7749 0.7749 0.7801
S3 0.7696 0.7727 0.7796
S4 0.7642 0.7673 0.7782
Weekly Pivots for week ending 29-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8178 0.8114 0.7878
R3 0.8059 0.7995 0.7845
R2 0.7940 0.7940 0.7834
R1 0.7876 0.7876 0.7823 0.7849
PP 0.7821 0.7821 0.7821 0.7807
S1 0.7757 0.7757 0.7802 0.7730
S2 0.7702 0.7702 0.7791
S3 0.7583 0.7638 0.7780
S4 0.7464 0.7519 0.7747
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7885 0.7766 0.0119 1.5% 0.0067 0.9% 38% False False 249
10 0.7945 0.7766 0.0180 2.3% 0.0062 0.8% 25% False False 271
20 0.7945 0.7766 0.0180 2.3% 0.0061 0.8% 25% False False 222
40 0.7945 0.7723 0.0222 2.8% 0.0053 0.7% 40% False False 172
60 0.7945 0.7599 0.0347 4.4% 0.0048 0.6% 61% False False 145
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 0.0018
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8052
2.618 0.7965
1.618 0.7912
1.000 0.7879
0.618 0.7858
HIGH 0.7825
0.618 0.7805
0.500 0.7798
0.382 0.7792
LOW 0.7772
0.618 0.7738
1.000 0.7718
1.618 0.7685
2.618 0.7631
4.250 0.7544
Fisher Pivots for day following 02-Feb-2021
Pivot 1 day 3 day
R1 0.7807 0.7811
PP 0.7803 0.7810
S1 0.7798 0.7810

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

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