CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 23-Apr-2021
Day Change Summary
Previous Current
22-Apr-2021 23-Apr-2021 Change Change % Previous Week
Open 0.8001 0.7998 -0.0004 0.0% 0.7996
High 0.8018 0.8026 0.0008 0.1% 0.8027
Low 0.7978 0.7995 0.0017 0.2% 0.7904
Close 0.8004 0.8017 0.0014 0.2% 0.8017
Range 0.0040 0.0031 -0.0009 -21.5% 0.0124
ATR 0.0057 0.0055 -0.0002 -3.3% 0.0000
Volume 74,629 61,359 -13,270 -17.8% 411,335
Daily Pivots for day following 23-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.8105 0.8092 0.8034
R3 0.8074 0.8061 0.8026
R2 0.8043 0.8043 0.8023
R1 0.8030 0.8030 0.8020 0.8037
PP 0.8012 0.8012 0.8012 0.8016
S1 0.7999 0.7999 0.8014 0.8006
S2 0.7981 0.7981 0.8011
S3 0.7950 0.7968 0.8008
S4 0.7919 0.7937 0.8000
Weekly Pivots for week ending 23-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.8353 0.8309 0.8085
R3 0.8230 0.8185 0.8051
R2 0.8106 0.8106 0.8040
R1 0.8062 0.8062 0.8028 0.8084
PP 0.7983 0.7983 0.7983 0.7994
S1 0.7938 0.7938 0.8006 0.7960
S2 0.7859 0.7859 0.7994
S3 0.7736 0.7815 0.7983
S4 0.7612 0.7691 0.7949
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% 0.0067 0.8% 92% False False 82,267
10 0.8027 0.7904 0.0124 1.5% 0.0058 0.7% 92% False False 73,223
20 0.8027 0.7904 0.0124 1.5% 0.0051 0.6% 92% False False 66,502
40 0.8088 0.7842 0.0246 3.1% 0.0055 0.7% 71% False False 58,268
60 0.8088 0.7766 0.0323 4.0% 0.0053 0.7% 78% False False 39,041
80 0.8088 0.7766 0.0323 4.0% 0.0054 0.7% 78% False False 29,329
100 0.8088 0.7697 0.0392 4.9% 0.0052 0.7% 82% False False 23,488
120 0.8088 0.7490 0.0599 7.5% 0.0051 0.6% 88% False False 19,586
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0019
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.8157
2.618 0.8107
1.618 0.8076
1.000 0.8057
0.618 0.8045
HIGH 0.8026
0.618 0.8014
0.500 0.8010
0.382 0.8006
LOW 0.7995
0.618 0.7975
1.000 0.7964
1.618 0.7944
2.618 0.7913
4.250 0.7863
Fisher Pivots for day following 23-Apr-2021
Pivot 1 day 3 day
R1 0.8015 0.8000
PP 0.8012 0.7983
S1 0.8010 0.7965

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

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