CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 16-Dec-2020
Day Change Summary
Previous Current
15-Dec-2020 16-Dec-2020 Change Change % Previous Week
Open 0.7852 0.7875 0.0023 0.3% 0.7829
High 0.7885 0.7875 -0.0011 -0.1% 0.7874
Low 0.7836 0.7826 -0.0010 -0.1% 0.7798
Close 0.7881 0.7847 -0.0034 -0.4% 0.7836
Range 0.0050 0.0049 -0.0001 -1.0% 0.0076
ATR 0.0043 0.0044 0.0001 2.1% 0.0000
Volume 67 35 -32 -47.8% 1,045
Daily Pivots for day following 16-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.7996 0.7971 0.7874
R3 0.7947 0.7922 0.7860
R2 0.7898 0.7898 0.7856
R1 0.7873 0.7873 0.7851 0.7861
PP 0.7849 0.7849 0.7849 0.7843
S1 0.7824 0.7824 0.7843 0.7812
S2 0.7800 0.7800 0.7838
S3 0.7751 0.7775 0.7834
S4 0.7702 0.7726 0.7820
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 0.7885 0.7802 0.0084 1.1% 0.0051 0.6% 54% False False 95
10 0.7885 0.7732 0.0154 2.0% 0.0046 0.6% 75% False False 172
20 0.7885 0.7626 0.0260 3.3% 0.0041 0.5% 85% False False 123
40 0.7885 0.7476 0.0409 5.2% 0.0042 0.5% 91% False False 94
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8083
2.618 0.8003
1.618 0.7954
1.000 0.7924
0.618 0.7905
HIGH 0.7875
0.618 0.7856
0.500 0.7850
0.382 0.7844
LOW 0.7826
0.618 0.7795
1.000 0.7777
1.618 0.7746
2.618 0.7697
4.250 0.7617
Fisher Pivots for day following 16-Dec-2020
Pivot 1 day 3 day
R1 0.7850 0.7855
PP 0.7849 0.7852
S1 0.7848 0.7850

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

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