CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 29-Mar-2021
Day Change Summary
Previous Current
26-Mar-2021 29-Mar-2021 Change Change % Previous Week
Open 0.7932 0.7952 0.0020 0.3% 0.7985
High 0.7962 0.7954 -0.0009 -0.1% 0.8019
Low 0.7931 0.7920 -0.0011 -0.1% 0.7918
Close 0.7942 0.7940 -0.0002 0.0% 0.7942
Range 0.0032 0.0034 0.0003 7.9% 0.0101
ATR 0.0055 0.0053 -0.0001 -2.7% 0.0000
Volume 53,307 50,866 -2,441 -4.6% 324,611
Daily Pivots for day following 29-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8040 0.8024 0.7958
R3 0.8006 0.7990 0.7949
R2 0.7972 0.7972 0.7946
R1 0.7956 0.7956 0.7943 0.7947
PP 0.7938 0.7938 0.7938 0.7933
S1 0.7922 0.7922 0.7936 0.7913
S2 0.7904 0.7904 0.7933
S3 0.7870 0.7888 0.7930
S4 0.7836 0.7854 0.7921
Weekly Pivots for week ending 26-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8261 0.8202 0.7997
R3 0.8160 0.8101 0.7969
R2 0.8060 0.8060 0.7960
R1 0.8001 0.8001 0.7951 0.7980
PP 0.7959 0.7959 0.7959 0.7949
S1 0.7900 0.7900 0.7932 0.7880
S2 0.7859 0.7859 0.7923
S3 0.7758 0.7800 0.7914
S4 0.7658 0.7699 0.7886
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7990 0.7918 0.0072 0.9% 0.0042 0.5% 30% False False 64,543
10 0.8088 0.7918 0.0170 2.1% 0.0051 0.6% 13% False False 68,212
20 0.8088 0.7852 0.0236 3.0% 0.0054 0.7% 37% False False 54,946
40 0.8088 0.7772 0.0317 4.0% 0.0052 0.7% 53% False False 27,904
60 0.8088 0.7766 0.0323 4.1% 0.0055 0.7% 54% False False 18,671
80 0.8088 0.7722 0.0367 4.6% 0.0052 0.7% 59% False False 14,034
100 0.8088 0.7528 0.0561 7.1% 0.0050 0.6% 74% False False 11,244
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8098
2.618 0.8043
1.618 0.8009
1.000 0.7988
0.618 0.7975
HIGH 0.7954
0.618 0.7941
0.500 0.7937
0.382 0.7932
LOW 0.7920
0.618 0.7898
1.000 0.7886
1.618 0.7864
2.618 0.7830
4.250 0.7775
Fisher Pivots for day following 29-Mar-2021
Pivot 1 day 3 day
R1 0.7939 0.7945
PP 0.7938 0.7943
S1 0.7937 0.7941

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

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