CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 28-Dec-2020
Day Change Summary
Previous Current
24-Dec-2020 28-Dec-2020 Change Change % Previous Week
Open 0.7796 0.7784 -0.0012 -0.1% 0.7810
High 0.7808 0.7808 0.0000 0.0% 0.7810
Low 0.7796 0.7771 -0.0025 -0.3% 0.7723
Close 0.7808 0.7791 -0.0018 -0.2% 0.7808
Range 0.0013 0.0037 0.0025 196.0% 0.0087
ATR 0.0047 0.0046 -0.0001 -1.5% 0.0000
Volume 11 82 71 645.5% 377
Daily Pivots for day following 28-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.7901 0.7883 0.7811
R3 0.7864 0.7846 0.7801
R2 0.7827 0.7827 0.7797
R1 0.7809 0.7809 0.7794 0.7818
PP 0.7790 0.7790 0.7790 0.7794
S1 0.7772 0.7772 0.7787 0.7781
S2 0.7753 0.7753 0.7784
S3 0.7716 0.7735 0.7780
S4 0.7679 0.7698 0.7770
Weekly Pivots for week ending 25-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.8041 0.8012 0.7856
R3 0.7954 0.7925 0.7832
R2 0.7867 0.7867 0.7824
R1 0.7838 0.7838 0.7816 0.7809
PP 0.7780 0.7780 0.7780 0.7766
S1 0.7751 0.7751 0.7800 0.7722
S2 0.7693 0.7693 0.7792
S3 0.7606 0.7664 0.7784
S4 0.7519 0.7577 0.7760
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7810 0.7723 0.0087 1.1% 0.0045 0.6% 78% False False 91
10 0.7886 0.7723 0.0163 2.1% 0.0045 0.6% 41% False False 81
20 0.7886 0.7697 0.0190 2.4% 0.0044 0.6% 50% False False 121
40 0.7886 0.7490 0.0397 5.1% 0.0044 0.6% 76% False False 101
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7965
2.618 0.7905
1.618 0.7868
1.000 0.7845
0.618 0.7831
HIGH 0.7808
0.618 0.7794
0.500 0.7790
0.382 0.7785
LOW 0.7771
0.618 0.7748
1.000 0.7734
1.618 0.7711
2.618 0.7674
4.250 0.7614
Fisher Pivots for day following 28-Dec-2020
Pivot 1 day 3 day
R1 0.7790 0.7787
PP 0.7790 0.7783
S1 0.7790 0.7780

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

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