CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 27-Apr-2021
Day Change Summary
Previous Current
26-Apr-2021 27-Apr-2021 Change Change % Previous Week
Open 0.8014 0.8068 0.0054 0.7% 0.7996
High 0.8076 0.8073 -0.0004 0.0% 0.8027
Low 0.8007 0.8053 0.0046 0.6% 0.7904
Close 0.8066 0.8061 -0.0005 -0.1% 0.8017
Range 0.0069 0.0020 -0.0050 -71.7% 0.0124
ATR 0.0056 0.0053 -0.0003 -4.7% 0.0000
Volume 74,162 55,277 -18,885 -25.5% 411,335
Daily Pivots for day following 27-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.8121 0.8110 0.8072
R3 0.8101 0.8091 0.8066
R2 0.8082 0.8082 0.8065
R1 0.8071 0.8071 0.8063 0.8067
PP 0.8062 0.8062 0.8062 0.8060
S1 0.8052 0.8052 0.8059 0.8047
S2 0.8043 0.8043 0.8057
S3 0.8023 0.8032 0.8056
S4 0.8004 0.8013 0.8050
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 0.8076 0.7904 0.0173 2.1% 0.0057 0.7% 91% False False 78,024
10 0.8076 0.7904 0.0173 2.1% 0.0057 0.7% 91% False False 73,600
20 0.8076 0.7904 0.0173 2.1% 0.0052 0.7% 91% False False 67,765
40 0.8088 0.7852 0.0236 2.9% 0.0053 0.7% 89% False False 61,356
60 0.8088 0.7772 0.0317 3.9% 0.0052 0.7% 91% False False 41,191
80 0.8088 0.7766 0.0323 4.0% 0.0054 0.7% 92% False False 30,944
100 0.8088 0.7722 0.0367 4.5% 0.0052 0.7% 93% False False 24,781
120 0.8088 0.7528 0.0561 7.0% 0.0051 0.6% 95% False False 20,664
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 0.0017
Narrowest range in 83 trading days
Fibonacci Retracements and Extensions
4.250 0.8155
2.618 0.8124
1.618 0.8104
1.000 0.8092
0.618 0.8085
HIGH 0.8073
0.618 0.8065
0.500 0.8063
0.382 0.8060
LOW 0.8053
0.618 0.8041
1.000 0.8034
1.618 0.8021
2.618 0.8002
4.250 0.7970
Fisher Pivots for day following 27-Apr-2021
Pivot 1 day 3 day
R1 0.8063 0.8052
PP 0.8062 0.8044
S1 0.8062 0.8035

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

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