CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 21-Dec-2020
Day Change Summary
Previous Current
18-Dec-2020 21-Dec-2020 Change Change % Previous Week
Open 0.7848 0.7810 -0.0038 -0.5% 0.7864
High 0.7865 0.7810 -0.0055 -0.7% 0.7886
Low 0.7820 0.7723 -0.0097 -1.2% 0.7820
Close 0.7824 0.7803 -0.0022 -0.3% 0.7824
Range 0.0046 0.0087 0.0042 91.2% 0.0067
ATR 0.0044 0.0048 0.0004 9.4% 0.0000
Volume 52 111 59 113.5% 359
Daily Pivots for day following 21-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.8040 0.8008 0.7850
R3 0.7953 0.7921 0.7826
R2 0.7866 0.7866 0.7818
R1 0.7834 0.7834 0.7810 0.7806
PP 0.7779 0.7779 0.7779 0.7765
S1 0.7747 0.7747 0.7795 0.7719
S2 0.7692 0.7692 0.7787
S3 0.7605 0.7660 0.7779
S4 0.7518 0.7573 0.7755
Weekly Pivots for week ending 18-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.8043 0.8000 0.7861
R3 0.7976 0.7933 0.7842
R2 0.7910 0.7910 0.7836
R1 0.7867 0.7867 0.7830 0.7855
PP 0.7843 0.7843 0.7843 0.7837
S1 0.7800 0.7800 0.7818 0.7789
S2 0.7777 0.7777 0.7812
S3 0.7710 0.7734 0.7806
S4 0.7644 0.7667 0.7787
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7886 0.7723 0.0163 2.1% 0.0054 0.7% 49% False True 58
10 0.7886 0.7723 0.0163 2.1% 0.0049 0.6% 49% False True 134
20 0.7886 0.7633 0.0253 3.2% 0.0044 0.6% 67% False False 124
40 0.7886 0.7476 0.0410 5.3% 0.0045 0.6% 80% False False 96
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 0.8180
2.618 0.8038
1.618 0.7951
1.000 0.7897
0.618 0.7864
HIGH 0.7810
0.618 0.7777
0.500 0.7767
0.382 0.7756
LOW 0.7723
0.618 0.7669
1.000 0.7636
1.618 0.7582
2.618 0.7495
4.250 0.7353
Fisher Pivots for day following 21-Dec-2020
Pivot 1 day 3 day
R1 0.7791 0.7805
PP 0.7779 0.7804
S1 0.7767 0.7803

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

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