CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 06-Jan-2021
Day Change Summary
Previous Current
05-Jan-2021 06-Jan-2021 Change Change % Previous Week
Open 0.7843 0.7888 0.0046 0.6% 0.7784
High 0.7905 0.7920 0.0015 0.2% 0.7867
Low 0.7820 0.7862 0.0042 0.5% 0.7771
Close 0.7898 0.7880 -0.0018 -0.2% 0.7835
Range 0.0085 0.0058 -0.0027 -31.8% 0.0096
ATR 0.0050 0.0051 0.0001 1.1% 0.0000
Volume 128 110 -18 -14.1% 327
Daily Pivots for day following 06-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8061 0.8029 0.7912
R3 0.8003 0.7971 0.7896
R2 0.7945 0.7945 0.7891
R1 0.7913 0.7913 0.7885 0.7900
PP 0.7887 0.7887 0.7887 0.7881
S1 0.7855 0.7855 0.7875 0.7842
S2 0.7829 0.7829 0.7869
S3 0.7771 0.7797 0.7864
S4 0.7713 0.7739 0.7848
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 0.7920 0.7800 0.0120 1.5% 0.0061 0.8% 67% True False 96
10 0.7920 0.7740 0.0180 2.3% 0.0048 0.6% 78% True False 98
20 0.7920 0.7723 0.0197 2.5% 0.0049 0.6% 80% True False 116
40 0.7920 0.7599 0.0322 4.1% 0.0043 0.5% 88% True False 112
Crabel Price Patterns
NR True
NR4 False
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 0.0012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8167
2.618 0.8072
1.618 0.8014
1.000 0.7978
0.618 0.7956
HIGH 0.7920
0.618 0.7898
0.500 0.7891
0.382 0.7884
LOW 0.7862
0.618 0.7826
1.000 0.7804
1.618 0.7768
2.618 0.7710
4.250 0.7616
Fisher Pivots for day following 06-Jan-2021
Pivot 1 day 3 day
R1 0.7891 0.7876
PP 0.7887 0.7872
S1 0.7884 0.7868

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

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