CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 06-May-2021
Day Change Summary
Previous Current
05-May-2021 06-May-2021 Change Change % Previous Week
Open 0.8128 0.8152 0.0024 0.3% 0.8014
High 0.8163 0.8237 0.0074 0.9% 0.8153
Low 0.8125 0.8138 0.0013 0.2% 0.8007
Close 0.8144 0.8209 0.0065 0.8% 0.8144
Range 0.0038 0.0099 0.0061 160.5% 0.0146
ATR 0.0050 0.0053 0.0004 7.0% 0.0000
Volume 54,979 76,616 21,637 39.4% 400,467
Daily Pivots for day following 06-May-2021
Classic Woodie Camarilla DeMark
R4 0.8491 0.8449 0.8263
R3 0.8392 0.8350 0.8236
R2 0.8293 0.8293 0.8227
R1 0.8251 0.8251 0.8218 0.8272
PP 0.8194 0.8194 0.8194 0.8205
S1 0.8152 0.8152 0.8199 0.8173
S2 0.8095 0.8095 0.8190
S3 0.7996 0.8053 0.8181
S4 0.7897 0.7954 0.8154
Weekly Pivots for week ending 30-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.8539 0.8488 0.8224
R3 0.8393 0.8342 0.8184
R2 0.8247 0.8247 0.8171
R1 0.8196 0.8196 0.8157 0.8222
PP 0.8101 0.8101 0.8101 0.8114
S1 0.8050 0.8050 0.8131 0.8076
S2 0.7955 0.7955 0.8117
S3 0.7809 0.7904 0.8104
S4 0.7663 0.7758 0.8064
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8237 0.8096 0.0141 1.7% 0.0052 0.6% 80% True False 77,134
10 0.8237 0.7995 0.0242 2.9% 0.0048 0.6% 88% True False 74,561
20 0.8237 0.7904 0.0333 4.1% 0.0054 0.7% 92% True False 74,115
40 0.8237 0.7904 0.0333 4.1% 0.0053 0.6% 92% True False 71,458
60 0.8237 0.7836 0.0401 4.9% 0.0053 0.7% 93% True False 50,413
80 0.8237 0.7766 0.0471 5.7% 0.0054 0.7% 94% True False 37,870
100 0.8237 0.7723 0.0514 6.3% 0.0053 0.6% 95% True False 30,315
120 0.8237 0.7599 0.0638 7.8% 0.0050 0.6% 96% True False 25,285
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.8657
2.618 0.8496
1.618 0.8397
1.000 0.8336
0.618 0.8298
HIGH 0.8237
0.618 0.8199
0.500 0.8187
0.382 0.8175
LOW 0.8138
0.618 0.8076
1.000 0.8039
1.618 0.7977
2.618 0.7878
4.250 0.7717
Fisher Pivots for day following 06-May-2021
Pivot 1 day 3 day
R1 0.8201 0.8194
PP 0.8194 0.8180
S1 0.8187 0.8166

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

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