CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 09-Jun-2021
Day Change Summary
Previous Current
08-Jun-2021 09-Jun-2021 Change Change % Previous Week
Open 0.8276 0.8256 -0.0020 -0.2% 0.8282
High 0.8284 0.8293 0.0009 0.1% 0.8328
Low 0.8253 0.8252 -0.0001 0.0% 0.8242
Close 0.8261 0.8261 0.0000 0.0% 0.8282
Range 0.0032 0.0041 0.0010 30.2% 0.0086
ATR 0.0049 0.0048 -0.0001 -1.1% 0.0000
Volume 90,542 126,272 35,730 39.5% 295,145
Daily Pivots for day following 09-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.8392 0.8367 0.8283
R3 0.8351 0.8326 0.8272
R2 0.8310 0.8310 0.8268
R1 0.8285 0.8285 0.8264 0.8297
PP 0.8269 0.8269 0.8269 0.8275
S1 0.8244 0.8244 0.8257 0.8256
S2 0.8228 0.8228 0.8253
S3 0.8187 0.8203 0.8249
S4 0.8146 0.8162 0.8238
Weekly Pivots for week ending 04-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.8542 0.8498 0.8329
R3 0.8456 0.8412 0.8305
R2 0.8370 0.8370 0.8297
R1 0.8326 0.8326 0.8289 0.8305
PP 0.8284 0.8284 0.8284 0.8273
S1 0.8240 0.8240 0.8274 0.8219
S2 0.8198 0.8198 0.8266
S3 0.8112 0.8154 0.8258
S4 0.8026 0.8068 0.8234
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8313 0.8242 0.0071 0.9% 0.0042 0.5% 26% False False 82,468
10 0.8328 0.8235 0.0093 1.1% 0.0047 0.6% 27% False False 76,007
20 0.8328 0.8195 0.0133 1.6% 0.0050 0.6% 49% False False 73,092
40 0.8328 0.7904 0.0425 5.1% 0.0051 0.6% 84% False False 74,438
60 0.8328 0.7904 0.0425 5.1% 0.0051 0.6% 84% False False 71,316
80 0.8328 0.7842 0.0486 5.9% 0.0053 0.6% 86% False False 58,889
100 0.8328 0.7766 0.0563 6.8% 0.0053 0.6% 88% False False 47,159
120 0.8328 0.7723 0.0605 7.3% 0.0052 0.6% 89% False False 39,315
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8467
2.618 0.8400
1.618 0.8359
1.000 0.8334
0.618 0.8318
HIGH 0.8293
0.618 0.8277
0.500 0.8273
0.382 0.8268
LOW 0.8252
0.618 0.8227
1.000 0.8211
1.618 0.8186
2.618 0.8145
4.250 0.8078
Fisher Pivots for day following 09-Jun-2021
Pivot 1 day 3 day
R1 0.8273 0.8273
PP 0.8269 0.8269
S1 0.8265 0.8265

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

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