CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 30-Mar-2021
Day Change Summary
Previous Current
29-Mar-2021 30-Mar-2021 Change Change % Previous Week
Open 0.7952 0.7943 -0.0009 -0.1% 0.7985
High 0.7954 0.7950 -0.0004 -0.1% 0.8019
Low 0.7920 0.7908 -0.0012 -0.1% 0.7918
Close 0.7940 0.7917 -0.0023 -0.3% 0.7942
Range 0.0034 0.0042 0.0008 22.1% 0.0101
ATR 0.0053 0.0053 -0.0001 -1.6% 0.0000
Volume 50,866 61,351 10,485 20.6% 324,611
Daily Pivots for day following 30-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8049 0.8025 0.7940
R3 0.8008 0.7983 0.7928
R2 0.7966 0.7966 0.7925
R1 0.7942 0.7942 0.7921 0.7933
PP 0.7925 0.7925 0.7925 0.7921
S1 0.7900 0.7900 0.7913 0.7892
S2 0.7883 0.7883 0.7909
S3 0.7842 0.7859 0.7906
S4 0.7800 0.7817 0.7894
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 0.7974 0.7908 0.0066 0.8% 0.0040 0.5% 14% False True 61,490
10 0.8088 0.7908 0.0180 2.3% 0.0051 0.6% 5% False True 68,804
20 0.8088 0.7852 0.0236 3.0% 0.0053 0.7% 28% False False 57,907
40 0.8088 0.7772 0.0317 4.0% 0.0052 0.7% 46% False False 29,435
60 0.8088 0.7766 0.0323 4.1% 0.0055 0.7% 47% False False 19,693
80 0.8088 0.7723 0.0365 4.6% 0.0053 0.7% 53% False False 14,801
100 0.8088 0.7528 0.0561 7.1% 0.0050 0.6% 69% False False 11,857
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 0.0013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8126
2.618 0.8058
1.618 0.8017
1.000 0.7991
0.618 0.7975
HIGH 0.7950
0.618 0.7934
0.500 0.7929
0.382 0.7924
LOW 0.7908
0.618 0.7882
1.000 0.7867
1.618 0.7841
2.618 0.7799
4.250 0.7732
Fisher Pivots for day following 30-Mar-2021
Pivot 1 day 3 day
R1 0.7929 0.7935
PP 0.7925 0.7929
S1 0.7921 0.7923

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

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