CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 12-Mar-2021
Day Change Summary
Previous Current
11-Mar-2021 12-Mar-2021 Change Change % Previous Week
Open 0.7925 0.7978 0.0053 0.7% 0.7912
High 0.7988 0.8026 0.0038 0.5% 0.8026
Low 0.7922 0.7955 0.0033 0.4% 0.7875
Close 0.7977 0.8023 0.0046 0.6% 0.8023
Range 0.0066 0.0072 0.0006 8.3% 0.0151
ATR 0.0057 0.0058 0.0001 1.9% 0.0000
Volume 98,097 101,883 3,786 3.9% 334,900
Daily Pivots for day following 12-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8216 0.8191 0.8062
R3 0.8144 0.8119 0.8042
R2 0.8073 0.8073 0.8036
R1 0.8048 0.8048 0.8029 0.8060
PP 0.8001 0.8001 0.8001 0.8007
S1 0.7976 0.7976 0.8016 0.7989
S2 0.7930 0.7930 0.8009
S3 0.7858 0.7905 0.8003
S4 0.7787 0.7833 0.7983
Weekly Pivots for week ending 12-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8428 0.8376 0.8106
R3 0.8277 0.8225 0.8064
R2 0.8126 0.8126 0.8050
R1 0.8074 0.8074 0.8036 0.8100
PP 0.7975 0.7975 0.7975 0.7987
S1 0.7923 0.7923 0.8009 0.7949
S2 0.7824 0.7824 0.7995
S3 0.7673 0.7772 0.7981
S4 0.7522 0.7621 0.7939
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8026 0.7875 0.0151 1.9% 0.0058 0.7% 98% True False 66,980
10 0.8026 0.7851 0.0176 2.2% 0.0058 0.7% 98% True False 35,335
20 0.8026 0.7836 0.0190 2.4% 0.0059 0.7% 98% True False 18,311
40 0.8026 0.7766 0.0261 3.2% 0.0056 0.7% 99% True False 9,276
60 0.8026 0.7723 0.0303 3.8% 0.0054 0.7% 99% True False 6,214
80 0.8026 0.7626 0.0401 5.0% 0.0050 0.6% 99% True False 4,692
100 0.8026 0.7476 0.0550 6.9% 0.0049 0.6% 99% True False 3,767
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8330
2.618 0.8213
1.618 0.8142
1.000 0.8098
0.618 0.8070
HIGH 0.8026
0.618 0.7999
0.500 0.7990
0.382 0.7982
LOW 0.7955
0.618 0.7910
1.000 0.7883
1.618 0.7839
2.618 0.7767
4.250 0.7651
Fisher Pivots for day following 12-Mar-2021
Pivot 1 day 3 day
R1 0.8012 0.8000
PP 0.8001 0.7978
S1 0.7990 0.7956

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

View Archives - Comment on this page... - Back to Index of Symbols