CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 08-Jun-2021

Day Change Summary
	Previous	Current
	07-Jun-2021	08-Jun-2021	Change	Change %	Previous Week
Open	0.8283	0.8278	-0.0006	-0.1%	0.8300
High	0.8291	0.8281	-0.0010	-0.1%	0.8324
Low	0.8260	0.8252	-0.0008	-0.1%	0.8242
Close	0.8283	0.8260	-0.0023	-0.3%	0.8281
Range	0.0031	0.0029	-0.0003	-8.1%	0.0082
ATR	0.0046	0.0045	-0.0001	-2.4%	0.0000
Volume	570	135	-435	-76.3%	506

Daily Pivots for day following 08-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8350	0.8333	0.8275
R3	0.8321	0.8305	0.8267
R2	0.8293	0.8293	0.8265
R1	0.8276	0.8276	0.8262	0.8270
PP	0.8264	0.8264	0.8264	0.8261
S1	0.8248	0.8248	0.8257	0.8242
S2	0.8236	0.8236	0.8254
S3	0.8207	0.8219	0.8252
S4	0.8179	0.8191	0.8244

Weekly Pivots for week ending 04-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8528	0.8486	0.8326
R3	0.8446	0.8404	0.8303
R2	0.8364	0.8364	0.8296
R1	0.8322	0.8322	0.8288	0.8302
PP	0.8282	0.8282	0.8282	0.8272
S1	0.8240	0.8240	0.8273	0.8220
S2	0.8200	0.8200	0.8265
S3	0.8118	0.8158	0.8258
S4	0.8036	0.8076	0.8235

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8311	0.8242	0.0069	0.8%	0.0040	0.5%	26%	False	False	232
10	0.8324	0.8236	0.0088	1.1%	0.0043	0.5%	27%	False	False	204
20	0.8324	0.8197	0.0127	1.5%	0.0046	0.6%	49%	False	False	126
40	0.8324	0.7906	0.0418	5.1%	0.0047	0.6%	85%	False	False	95
60	0.8324	0.7906	0.0418	5.1%	0.0045	0.5%	85%	False	False	71
80	0.8324	0.7842	0.0482	5.8%	0.0046	0.6%	87%	False	False	78

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0012
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.8402
2.618	0.8355
1.618	0.8327
1.000	0.8309
0.618	0.8298
HIGH	0.8281
0.618	0.8270
0.500	0.8266
0.382	0.8263
LOW	0.8252
0.618	0.8234
1.000	0.8224
1.618	0.8206
2.618	0.8177
4.250	0.8131

Fisher Pivots for day following 08-Jun-2021
Pivot	1 day	3 day
R1	0.8266	0.8266
PP	0.8264	0.8264
S1	0.8262	0.8262

Download as Excel Spreadsheet

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

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