CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 22-Dec-2020
Day Change Summary
Previous Current
21-Dec-2020 22-Dec-2020 Change Change % Previous Week
Open 0.7810 0.7782 -0.0028 -0.4% 0.7864
High 0.7810 0.7784 -0.0027 -0.3% 0.7886
Low 0.7723 0.7740 0.0017 0.2% 0.7820
Close 0.7803 0.7759 -0.0044 -0.6% 0.7824
Range 0.0087 0.0044 -0.0044 -50.0% 0.0067
ATR 0.0048 0.0049 0.0001 2.2% 0.0000
Volume 111 125 14 12.6% 359
Daily Pivots for day following 22-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.7891 0.7869 0.7783
R3 0.7848 0.7825 0.7771
R2 0.7804 0.7804 0.7767
R1 0.7782 0.7782 0.7763 0.7771
PP 0.7761 0.7761 0.7761 0.7756
S1 0.7738 0.7738 0.7755 0.7728
S2 0.7717 0.7717 0.7751
S3 0.7674 0.7695 0.7747
S4 0.7630 0.7651 0.7735
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% 0.0052 0.7% 22% False False 70
10 0.7886 0.7723 0.0163 2.1% 0.0050 0.6% 22% False False 100
20 0.7886 0.7645 0.0241 3.1% 0.0044 0.6% 47% False False 126
40 0.7886 0.7476 0.0410 5.3% 0.0044 0.6% 69% False False 98
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7968
2.618 0.7897
1.618 0.7854
1.000 0.7827
0.618 0.7810
HIGH 0.7784
0.618 0.7767
0.500 0.7762
0.382 0.7757
LOW 0.7740
0.618 0.7713
1.000 0.7697
1.618 0.7670
2.618 0.7626
4.250 0.7555
Fisher Pivots for day following 22-Dec-2020
Pivot 1 day 3 day
R1 0.7762 0.7794
PP 0.7761 0.7782
S1 0.7760 0.7771

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

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