CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 07-May-2021
Day Change Summary
Previous Current
06-May-2021 07-May-2021 Change Change % Previous Week
Open 0.8152 0.8225 0.0073 0.9% 0.8141
High 0.8237 0.8248 0.0012 0.1% 0.8248
Low 0.8138 0.8201 0.0064 0.8% 0.8096
Close 0.8209 0.8237 0.0029 0.3% 0.8237
Range 0.0099 0.0047 -0.0052 -52.5% 0.0153
ATR 0.0053 0.0053 0.0000 -0.9% 0.0000
Volume 76,616 80,016 3,400 4.4% 363,801
Daily Pivots for day following 07-May-2021
Classic Woodie Camarilla DeMark
R4 0.8370 0.8350 0.8263
R3 0.8323 0.8303 0.8250
R2 0.8276 0.8276 0.8246
R1 0.8256 0.8256 0.8241 0.8266
PP 0.8229 0.8229 0.8229 0.8234
S1 0.8209 0.8209 0.8233 0.8219
S2 0.8182 0.8182 0.8228
S3 0.8135 0.8162 0.8224
S4 0.8088 0.8115 0.8211
Weekly Pivots for week ending 07-May-2021
Classic Woodie Camarilla DeMark
R4 0.8651 0.8597 0.8321
R3 0.8499 0.8444 0.8279
R2 0.8346 0.8346 0.8265
R1 0.8292 0.8292 0.8251 0.8319
PP 0.8194 0.8194 0.8194 0.8207
S1 0.8139 0.8139 0.8223 0.8166
S2 0.8041 0.8041 0.8209
S3 0.7889 0.7987 0.8195
S4 0.7736 0.7834 0.8153
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8248 0.8096 0.0153 1.9% 0.0054 0.7% 93% True False 72,760
10 0.8248 0.8007 0.0241 2.9% 0.0050 0.6% 95% True False 76,426
20 0.8248 0.7904 0.0345 4.2% 0.0054 0.7% 97% True False 74,825
40 0.8248 0.7904 0.0345 4.2% 0.0052 0.6% 97% True False 71,006
60 0.8248 0.7836 0.0412 5.0% 0.0054 0.7% 97% True False 51,745
80 0.8248 0.7766 0.0483 5.9% 0.0054 0.7% 98% True False 38,869
100 0.8248 0.7723 0.0525 6.4% 0.0053 0.6% 98% True False 31,114
120 0.8248 0.7599 0.0650 7.9% 0.0050 0.6% 98% True False 25,948
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8448
2.618 0.8371
1.618 0.8324
1.000 0.8295
0.618 0.8277
HIGH 0.8248
0.618 0.8230
0.500 0.8225
0.382 0.8219
LOW 0.8201
0.618 0.8172
1.000 0.8154
1.618 0.8125
2.618 0.8078
4.250 0.8001
Fisher Pivots for day following 07-May-2021
Pivot 1 day 3 day
R1 0.8233 0.8220
PP 0.8229 0.8203
S1 0.8225 0.8187

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

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