CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 04-Jan-2021
Day Change Summary
Previous Current
31-Dec-2020 04-Jan-2021 Change Change % Previous Week
Open 0.7842 0.7870 0.0028 0.4% 0.7784
High 0.7867 0.7897 0.0030 0.4% 0.7867
Low 0.7833 0.7816 -0.0018 -0.2% 0.7771
Close 0.7835 0.7831 -0.0004 0.0% 0.7835
Range 0.0034 0.0081 0.0048 141.8% 0.0096
ATR 0.0045 0.0047 0.0003 5.8% 0.0000
Volume 29 158 129 444.8% 327
Daily Pivots for day following 04-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8091 0.8042 0.7876
R3 0.8010 0.7961 0.7853
R2 0.7929 0.7929 0.7846
R1 0.7880 0.7880 0.7838 0.7864
PP 0.7848 0.7848 0.7848 0.7840
S1 0.7799 0.7799 0.7824 0.7783
S2 0.7767 0.7767 0.7816
S3 0.7686 0.7718 0.7809
S4 0.7605 0.7637 0.7786
Weekly Pivots for week ending 01-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8111 0.8068 0.7887
R3 0.8015 0.7973 0.7861
R2 0.7920 0.7920 0.7852
R1 0.7877 0.7877 0.7843 0.7898
PP 0.7824 0.7824 0.7824 0.7835
S1 0.7782 0.7782 0.7826 0.7803
S2 0.7729 0.7729 0.7817
S3 0.7633 0.7686 0.7808
S4 0.7538 0.7591 0.7782
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7897 0.7771 0.0126 1.6% 0.0048 0.6% 48% True False 97
10 0.7897 0.7723 0.0174 2.2% 0.0047 0.6% 62% True False 91
20 0.7897 0.7723 0.0174 2.2% 0.0046 0.6% 62% True False 122
40 0.7897 0.7599 0.0298 3.8% 0.0042 0.5% 78% True False 107
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8241
2.618 0.8109
1.618 0.8028
1.000 0.7978
0.618 0.7947
HIGH 0.7897
0.618 0.7866
0.500 0.7856
0.382 0.7846
LOW 0.7816
0.618 0.7765
1.000 0.7735
1.618 0.7684
2.618 0.7603
4.250 0.7471
Fisher Pivots for day following 04-Jan-2021
Pivot 1 day 3 day
R1 0.7856 0.7848
PP 0.7848 0.7843
S1 0.7839 0.7837

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

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