CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 21-Apr-2021
Day Change Summary
Previous Current
20-Apr-2021 21-Apr-2021 Change Change % Previous Week
Open 0.7983 0.7931 -0.0052 -0.6% 0.7981
High 0.8015 0.8027 0.0012 0.1% 0.8016
Low 0.7922 0.7904 -0.0018 -0.2% 0.7911
Close 0.7926 0.8003 0.0077 1.0% 0.8000
Range 0.0094 0.0124 0.0030 32.1% 0.0106
ATR 0.0053 0.0058 0.0005 9.4% 0.0000
Volume 84,857 124,693 39,836 46.9% 320,899
Daily Pivots for day following 21-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.8348 0.8299 0.8070
R3 0.8225 0.8175 0.8036
R2 0.8101 0.8101 0.8025
R1 0.8052 0.8052 0.8014 0.8077
PP 0.7978 0.7978 0.7978 0.7990
S1 0.7928 0.7928 0.7991 0.7953
S2 0.7854 0.7854 0.7980
S3 0.7731 0.7805 0.7969
S4 0.7607 0.7681 0.7935
Weekly Pivots for week ending 16-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.8292 0.8252 0.8058
R3 0.8187 0.8146 0.8029
R2 0.8081 0.8081 0.8019
R1 0.8041 0.8041 0.8010 0.8061
PP 0.7976 0.7976 0.7976 0.7986
S1 0.7935 0.7935 0.7990 0.7955
S2 0.7870 0.7870 0.7981
S3 0.7765 0.7830 0.7971
S4 0.7659 0.7724 0.7942
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8027 0.7904 0.0124 1.5% 0.0072 0.9% 80% True True 79,804
10 0.8027 0.7904 0.0124 1.5% 0.0061 0.8% 80% True True 71,722
20 0.8027 0.7904 0.0124 1.5% 0.0053 0.7% 80% True True 66,799
40 0.8088 0.7842 0.0246 3.1% 0.0057 0.7% 65% False False 54,973
60 0.8088 0.7766 0.0323 4.0% 0.0054 0.7% 73% False False 36,782
80 0.8088 0.7766 0.0323 4.0% 0.0054 0.7% 73% False False 27,630
100 0.8088 0.7680 0.0408 5.1% 0.0052 0.7% 79% False False 22,131
120 0.8088 0.7476 0.0612 7.6% 0.0051 0.6% 86% False False 18,454
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 131 trading days
Fibonacci Retracements and Extensions
4.250 0.8552
2.618 0.8350
1.618 0.8227
1.000 0.8151
0.618 0.8103
HIGH 0.8027
0.618 0.7980
0.500 0.7965
0.382 0.7951
LOW 0.7904
0.618 0.7827
1.000 0.7780
1.618 0.7704
2.618 0.7580
4.250 0.7379
Fisher Pivots for day following 21-Apr-2021
Pivot 1 day 3 day
R1 0.7990 0.7990
PP 0.7978 0.7978
S1 0.7965 0.7965

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

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