CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 22-Apr-2021
Day Change Summary
Previous Current
21-Apr-2021 22-Apr-2021 Change Change % Previous Week
Open 0.7931 0.8001 0.0070 0.9% 0.7981
High 0.8027 0.8018 -0.0010 -0.1% 0.8016
Low 0.7904 0.7978 0.0075 0.9% 0.7911
Close 0.8003 0.8004 0.0001 0.0% 0.8000
Range 0.0124 0.0040 -0.0084 -68.0% 0.0106
ATR 0.0058 0.0057 -0.0001 -2.3% 0.0000
Volume 124,693 74,629 -50,064 -40.1% 320,899
Daily Pivots for day following 22-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.8118 0.8100 0.8025
R3 0.8079 0.8061 0.8014
R2 0.8039 0.8039 0.8011
R1 0.8021 0.8021 0.8007 0.8030
PP 0.8000 0.8000 0.8000 0.8004
S1 0.7982 0.7982 0.8000 0.7991
S2 0.7960 0.7960 0.7996
S3 0.7921 0.7942 0.7993
S4 0.7881 0.7903 0.7982
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% 0.0069 0.9% 81% False False 81,289
10 0.8027 0.7904 0.0124 1.5% 0.0061 0.8% 81% False False 73,669
20 0.8027 0.7904 0.0124 1.5% 0.0052 0.7% 81% False False 67,370
40 0.8088 0.7842 0.0246 3.1% 0.0057 0.7% 66% False False 56,798
60 0.8088 0.7766 0.0323 4.0% 0.0054 0.7% 74% False False 38,023
80 0.8088 0.7766 0.0323 4.0% 0.0055 0.7% 74% False False 28,563
100 0.8088 0.7684 0.0405 5.1% 0.0052 0.7% 79% False False 22,876
120 0.8088 0.7476 0.0612 7.6% 0.0051 0.6% 86% False False 19,075
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8185
2.618 0.8121
1.618 0.8081
1.000 0.8057
0.618 0.8042
HIGH 0.8018
0.618 0.8002
0.500 0.7998
0.382 0.7993
LOW 0.7978
0.618 0.7954
1.000 0.7939
1.618 0.7914
2.618 0.7875
4.250 0.7810
Fisher Pivots for day following 22-Apr-2021
Pivot 1 day 3 day
R1 0.8002 0.7991
PP 0.8000 0.7978
S1 0.7998 0.7965

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

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