CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 12-May-2021
Day Change Summary
Previous Current
11-May-2021 12-May-2021 Change Change % Previous Week
Open 0.8262 0.8267 0.0005 0.1% 0.8141
High 0.8280 0.8302 0.0022 0.3% 0.8248
Low 0.8247 0.8239 -0.0009 -0.1% 0.8096
Close 0.8272 0.8261 -0.0011 -0.1% 0.8237
Range 0.0033 0.0063 0.0030 90.9% 0.0153
ATR 0.0051 0.0052 0.0001 1.7% 0.0000
Volume 76,577 88,749 12,172 15.9% 363,801
Daily Pivots for day following 12-May-2021
Classic Woodie Camarilla DeMark
R4 0.8456 0.8421 0.8295
R3 0.8393 0.8358 0.8278
R2 0.8330 0.8330 0.8272
R1 0.8295 0.8295 0.8266 0.8281
PP 0.8267 0.8267 0.8267 0.8260
S1 0.8232 0.8232 0.8255 0.8218
S2 0.8204 0.8204 0.8249
S3 0.8141 0.8169 0.8243
S4 0.8078 0.8106 0.8226
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 0.8302 0.8138 0.0164 2.0% 0.0056 0.7% 75% True False 78,046
10 0.8302 0.8096 0.0206 2.5% 0.0047 0.6% 80% True False 78,173
20 0.8302 0.7904 0.0398 4.8% 0.0053 0.6% 90% True False 76,643
40 0.8302 0.7904 0.0398 4.8% 0.0052 0.6% 90% True False 71,260
60 0.8302 0.7842 0.0460 5.6% 0.0054 0.6% 91% True False 55,622
80 0.8302 0.7766 0.0536 6.5% 0.0053 0.6% 92% True False 41,778
100 0.8302 0.7723 0.0579 7.0% 0.0053 0.6% 93% True False 33,447
120 0.8302 0.7626 0.0676 8.2% 0.0051 0.6% 94% True False 27,893
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8569
2.618 0.8466
1.618 0.8403
1.000 0.8365
0.618 0.8340
HIGH 0.8302
0.618 0.8277
0.500 0.8270
0.382 0.8263
LOW 0.8239
0.618 0.8200
1.000 0.8176
1.618 0.8137
2.618 0.8074
4.250 0.7971
Fisher Pivots for day following 12-May-2021
Pivot 1 day 3 day
R1 0.8270 0.8270
PP 0.8267 0.8267
S1 0.8264 0.8264

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

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