CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 31-Dec-2020
Day Change Summary
Previous Current
30-Dec-2020 31-Dec-2020 Change Change % Previous Week
Open 0.7807 0.7842 0.0035 0.4% 0.7810
High 0.7846 0.7867 0.0021 0.3% 0.7810
Low 0.7800 0.7833 0.0033 0.4% 0.7723
Close 0.7837 0.7835 -0.0003 0.0% 0.7808
Range 0.0046 0.0034 -0.0013 -27.2% 0.0087
ATR 0.0046 0.0045 -0.0001 -1.9% 0.0000
Volume 55 29 -26 -47.3% 377
Daily Pivots for day following 31-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.7945 0.7923 0.7853
R3 0.7912 0.7890 0.7844
R2 0.7878 0.7878 0.7841
R1 0.7856 0.7856 0.7838 0.7851
PP 0.7845 0.7845 0.7845 0.7842
S1 0.7823 0.7823 0.7831 0.7817
S2 0.7811 0.7811 0.7828
S3 0.7778 0.7789 0.7825
S4 0.7744 0.7756 0.7816
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 0.7867 0.7771 0.0096 1.2% 0.0034 0.4% 66% True False 67
10 0.7886 0.7723 0.0163 2.1% 0.0043 0.5% 68% False False 78
20 0.7886 0.7723 0.0163 2.1% 0.0045 0.6% 68% False False 125
40 0.7886 0.7528 0.0359 4.6% 0.0043 0.5% 86% False False 104
Crabel Price Patterns
NR True
NR4 True
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 0.0007
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8009
2.618 0.7954
1.618 0.7921
1.000 0.7900
0.618 0.7887
HIGH 0.7867
0.618 0.7854
0.500 0.7850
0.382 0.7846
LOW 0.7833
0.618 0.7812
1.000 0.7800
1.618 0.7779
2.618 0.7745
4.250 0.7691
Fisher Pivots for day following 31-Dec-2020
Pivot 1 day 3 day
R1 0.7850 0.7832
PP 0.7845 0.7830
S1 0.7840 0.7827

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

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