CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 05-Feb-2021
Day Change Summary
Previous Current
04-Feb-2021 05-Feb-2021 Change Change % Previous Week
Open 0.7824 0.7802 -0.0022 -0.3% 0.7808
High 0.7827 0.7839 0.0013 0.2% 0.7839
Low 0.7787 0.7795 0.0008 0.1% 0.7772
Close 0.7795 0.7834 0.0039 0.5% 0.7834
Range 0.0040 0.0045 0.0005 12.7% 0.0068
ATR 0.0055 0.0054 -0.0001 -1.4% 0.0000
Volume 64 365 301 470.3% 1,129
Daily Pivots for day following 05-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.7956 0.7939 0.7858
R3 0.7911 0.7895 0.7846
R2 0.7867 0.7867 0.7842
R1 0.7850 0.7850 0.7838 0.7859
PP 0.7822 0.7822 0.7822 0.7827
S1 0.7806 0.7806 0.7829 0.7814
S2 0.7778 0.7778 0.7825
S3 0.7733 0.7761 0.7821
S4 0.7689 0.7717 0.7809
Weekly Pivots for week ending 05-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.8017 0.7993 0.7871
R3 0.7950 0.7925 0.7852
R2 0.7882 0.7882 0.7846
R1 0.7858 0.7858 0.7840 0.7870
PP 0.7815 0.7815 0.7815 0.7821
S1 0.7790 0.7790 0.7827 0.7803
S2 0.7747 0.7747 0.7821
S3 0.7680 0.7723 0.7815
S4 0.7612 0.7655 0.7796
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7839 0.7772 0.0068 0.9% 0.0045 0.6% 92% True False 225
10 0.7885 0.7766 0.0119 1.5% 0.0056 0.7% 57% False False 218
20 0.7945 0.7766 0.0180 2.3% 0.0057 0.7% 38% False False 232
40 0.7945 0.7723 0.0222 2.8% 0.0053 0.7% 50% False False 166
60 0.7945 0.7599 0.0347 4.4% 0.0047 0.6% 68% False False 153
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8028
2.618 0.7956
1.618 0.7911
1.000 0.7884
0.618 0.7867
HIGH 0.7839
0.618 0.7822
0.500 0.7817
0.382 0.7811
LOW 0.7795
0.618 0.7767
1.000 0.7750
1.618 0.7722
2.618 0.7678
4.250 0.7605
Fisher Pivots for day following 05-Feb-2021
Pivot 1 day 3 day
R1 0.7828 0.7827
PP 0.7822 0.7820
S1 0.7817 0.7813

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

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