CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 09-Mar-2021
Day Change Summary
Previous Current
08-Mar-2021 09-Mar-2021 Change Change % Previous Week
Open 0.7912 0.7894 -0.0018 -0.2% 0.7854
High 0.7922 0.7943 0.0021 0.3% 0.7952
Low 0.7875 0.7885 0.0010 0.1% 0.7851
Close 0.7903 0.7917 0.0014 0.2% 0.7897
Range 0.0047 0.0059 0.0012 24.5% 0.0102
ATR 0.0057 0.0057 0.0000 0.2% 0.0000
Volume 19,179 36,342 17,163 89.5% 18,452
Daily Pivots for day following 09-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8090 0.8062 0.7949
R3 0.8032 0.8003 0.7933
R2 0.7973 0.7973 0.7927
R1 0.7945 0.7945 0.7922 0.7959
PP 0.7915 0.7915 0.7915 0.7922
S1 0.7886 0.7886 0.7911 0.7901
S2 0.7856 0.7856 0.7906
S3 0.7798 0.7828 0.7900
S4 0.7739 0.7769 0.7884
Weekly Pivots for week ending 05-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8204 0.8152 0.7952
R3 0.8103 0.8050 0.7924
R2 0.8001 0.8001 0.7915
R1 0.7949 0.7949 0.7906 0.7975
PP 0.7900 0.7900 0.7900 0.7913
S1 0.7847 0.7847 0.7887 0.7874
S2 0.7798 0.7798 0.7878
S3 0.7697 0.7746 0.7869
S4 0.7595 0.7644 0.7841
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7952 0.7852 0.0100 1.3% 0.0055 0.7% 65% False False 13,836
10 0.8021 0.7842 0.0179 2.3% 0.0065 0.8% 42% False False 8,142
20 0.8021 0.7835 0.0186 2.3% 0.0055 0.7% 44% False False 4,364
40 0.8021 0.7766 0.0256 3.2% 0.0055 0.7% 59% False False 2,298
60 0.8021 0.7723 0.0298 3.8% 0.0054 0.7% 65% False False 1,564
80 0.8021 0.7599 0.0423 5.3% 0.0049 0.6% 75% False False 1,206
100 0.8021 0.7476 0.0545 6.9% 0.0048 0.6% 81% False False 973
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 0.0014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8192
2.618 0.8096
1.618 0.8038
1.000 0.8002
0.618 0.7979
HIGH 0.7943
0.618 0.7921
0.500 0.7914
0.382 0.7907
LOW 0.7885
0.618 0.7848
1.000 0.7826
1.618 0.7790
2.618 0.7731
4.250 0.7636
Fisher Pivots for day following 09-Mar-2021
Pivot 1 day 3 day
R1 0.7916 0.7910
PP 0.7915 0.7904
S1 0.7914 0.7898

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

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