CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 25-May-2021
Day Change Summary
Previous Current
24-May-2021 25-May-2021 Change Change % Previous Week
Open 0.8290 0.8301 0.0011 0.1% 0.8260
High 0.8305 0.8313 0.0008 0.1% 0.8325
Low 0.8274 0.8280 0.0006 0.1% 0.8234
Close 0.8301 0.8292 -0.0009 -0.1% 0.8290
Range 0.0031 0.0034 0.0003 8.1% 0.0091
ATR 0.0052 0.0051 -0.0001 -2.6% 0.0000
Volume 45,567 59,315 13,748 30.2% 348,335
Daily Pivots for day following 25-May-2021
Classic Woodie Camarilla DeMark
R4 0.8395 0.8377 0.8310
R3 0.8362 0.8344 0.8301
R2 0.8328 0.8328 0.8298
R1 0.8310 0.8310 0.8295 0.8303
PP 0.8295 0.8295 0.8295 0.8291
S1 0.8277 0.8277 0.8289 0.8269
S2 0.8261 0.8261 0.8286
S3 0.8228 0.8243 0.8283
S4 0.8194 0.8210 0.8274
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 0.8314 0.8234 0.0080 1.0% 0.0047 0.6% 73% False False 67,006
10 0.8325 0.8195 0.0130 1.6% 0.0053 0.6% 75% False False 70,177
20 0.8325 0.8054 0.0271 3.3% 0.0051 0.6% 88% False False 74,072
40 0.8325 0.7904 0.0421 5.1% 0.0052 0.6% 92% False False 70,919
60 0.8325 0.7852 0.0473 5.7% 0.0052 0.6% 93% False False 65,594
80 0.8325 0.7772 0.0553 6.7% 0.0052 0.6% 94% False False 49,412
100 0.8325 0.7766 0.0559 6.7% 0.0054 0.6% 94% False False 39,570
120 0.8325 0.7722 0.0603 7.3% 0.0052 0.6% 95% False False 32,996
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8455
2.618 0.8401
1.618 0.8367
1.000 0.8347
0.618 0.8334
HIGH 0.8313
0.618 0.8300
0.500 0.8296
0.382 0.8292
LOW 0.8280
0.618 0.8259
1.000 0.8246
1.618 0.8225
2.618 0.8192
4.250 0.8137
Fisher Pivots for day following 25-May-2021
Pivot 1 day 3 day
R1 0.8296 0.8292
PP 0.8295 0.8291
S1 0.8293 0.8291

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

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