CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 24-May-2021
Day Change Summary
Previous Current
21-May-2021 24-May-2021 Change Change % Previous Week
Open 0.8293 0.8290 -0.0003 0.0% 0.8260
High 0.8314 0.8305 -0.0009 -0.1% 0.8325
Low 0.8268 0.8274 0.0006 0.1% 0.8234
Close 0.8290 0.8301 0.0011 0.1% 0.8290
Range 0.0046 0.0031 -0.0015 -32.6% 0.0091
ATR 0.0054 0.0052 -0.0002 -3.0% 0.0000
Volume 70,998 45,567 -25,431 -35.8% 348,335
Daily Pivots for day following 24-May-2021
Classic Woodie Camarilla DeMark
R4 0.8386 0.8374 0.8318
R3 0.8355 0.8343 0.8309
R2 0.8324 0.8324 0.8306
R1 0.8312 0.8312 0.8303 0.8318
PP 0.8293 0.8293 0.8293 0.8296
S1 0.8281 0.8281 0.8298 0.8287
S2 0.8262 0.8262 0.8295
S3 0.8231 0.8250 0.8292
S4 0.8200 0.8219 0.8283
Weekly Pivots for week ending 21-May-2021
Classic Woodie Camarilla DeMark
R4 0.8554 0.8512 0.8339
R3 0.8464 0.8422 0.8314
R2 0.8373 0.8373 0.8306
R1 0.8331 0.8331 0.8298 0.8352
PP 0.8283 0.8283 0.8283 0.8293
S1 0.8241 0.8241 0.8281 0.8262
S2 0.8192 0.8192 0.8273
S3 0.8102 0.8150 0.8265
S4 0.8011 0.8060 0.8240
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8325 0.8234 0.0091 1.1% 0.0050 0.6% 73% False False 68,161
10 0.8325 0.8195 0.0130 1.6% 0.0053 0.6% 81% False False 71,903
20 0.8325 0.8053 0.0272 3.3% 0.0050 0.6% 91% False False 73,870
40 0.8325 0.7904 0.0421 5.1% 0.0052 0.6% 94% False False 70,708
60 0.8325 0.7851 0.0474 5.7% 0.0053 0.6% 95% False False 64,650
80 0.8325 0.7769 0.0556 6.7% 0.0053 0.6% 96% False False 48,672
100 0.8325 0.7766 0.0559 6.7% 0.0054 0.6% 96% False False 38,977
120 0.8325 0.7701 0.0624 7.5% 0.0052 0.6% 96% False False 32,502
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 0.0015
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 0.8437
2.618 0.8386
1.618 0.8355
1.000 0.8336
0.618 0.8324
HIGH 0.8305
0.618 0.8293
0.500 0.8290
0.382 0.8286
LOW 0.8274
0.618 0.8255
1.000 0.8243
1.618 0.8224
2.618 0.8193
4.250 0.8142
Fisher Pivots for day following 24-May-2021
Pivot 1 day 3 day
R1 0.8297 0.8292
PP 0.8293 0.8283
S1 0.8290 0.8274

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

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