CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 14-Dec-2020
Day Change Summary
Previous Current
11-Dec-2020 14-Dec-2020 Change Change % Previous Week
Open 0.7836 0.7864 0.0028 0.4% 0.7829
High 0.7866 0.7867 0.0001 0.0% 0.7874
Low 0.7824 0.7825 0.0001 0.0% 0.7798
Close 0.7836 0.7843 0.0007 0.1% 0.7836
Range 0.0042 0.0042 0.0000 0.0% 0.0076
ATR 0.0043 0.0042 0.0000 -0.1% 0.0000
Volume 86 178 92 107.0% 1,045
Daily Pivots for day following 14-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.7971 0.7949 0.7866
R3 0.7929 0.7907 0.7854
R2 0.7887 0.7887 0.7850
R1 0.7865 0.7865 0.7846 0.7855
PP 0.7845 0.7845 0.7845 0.7840
S1 0.7823 0.7823 0.7839 0.7813
S2 0.7803 0.7803 0.7835
S3 0.7761 0.7781 0.7831
S4 0.7719 0.7739 0.7819
Weekly Pivots for week ending 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.8064 0.8026 0.7877
R3 0.7988 0.7950 0.7856
R2 0.7912 0.7912 0.7849
R1 0.7874 0.7874 0.7842 0.7893
PP 0.7836 0.7836 0.7836 0.7845
S1 0.7798 0.7798 0.7829 0.7817
S2 0.7760 0.7760 0.7822
S3 0.7684 0.7722 0.7815
S4 0.7608 0.7646 0.7794
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7874 0.7798 0.0076 1.0% 0.0045 0.6% 59% False False 211
10 0.7874 0.7701 0.0173 2.2% 0.0042 0.5% 82% False False 169
20 0.7874 0.7626 0.0248 3.2% 0.0038 0.5% 88% False False 124
40 0.7874 0.7476 0.0398 5.1% 0.0042 0.5% 92% False False 96
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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 0.0008
Fibonacci Retracements and Extensions
4.250 0.8045
2.618 0.7976
1.618 0.7934
1.000 0.7909
0.618 0.7892
HIGH 0.7867
0.618 0.7850
0.500 0.7846
0.382 0.7841
LOW 0.7825
0.618 0.7799
1.000 0.7783
1.618 0.7757
2.618 0.7715
4.250 0.7646
Fisher Pivots for day following 14-Dec-2020
Pivot 1 day 3 day
R1 0.7846 0.7841
PP 0.7845 0.7839
S1 0.7844 0.7838

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

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