CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 13-Jan-2021
Day Change Summary
Previous Current
12-Jan-2021 13-Jan-2021 Change Change % Previous Week
Open 0.7825 0.7871 0.0046 0.6% 0.7870
High 0.7872 0.7890 0.0019 0.2% 0.7920
Low 0.7822 0.7849 0.0028 0.4% 0.7816
Close 0.7864 0.7879 0.0015 0.2% 0.7870
Range 0.0050 0.0041 -0.0009 -18.0% 0.0105
ATR 0.0052 0.0052 -0.0001 -1.5% 0.0000
Volume 115 83 -32 -27.8% 669
Daily Pivots for day following 13-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.7996 0.7978 0.7901
R3 0.7955 0.7937 0.7890
R2 0.7914 0.7914 0.7886
R1 0.7896 0.7896 0.7882 0.7905
PP 0.7873 0.7873 0.7873 0.7877
S1 0.7855 0.7855 0.7875 0.7864
S2 0.7832 0.7832 0.7871
S3 0.7791 0.7814 0.7867
S4 0.7750 0.7773 0.7856
Weekly Pivots for week ending 08-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8182 0.8130 0.7927
R3 0.8077 0.8026 0.7898
R2 0.7973 0.7973 0.7889
R1 0.7921 0.7921 0.7879 0.7922
PP 0.7868 0.7868 0.7868 0.7869
S1 0.7817 0.7817 0.7860 0.7817
S2 0.7764 0.7764 0.7850
S3 0.7659 0.7712 0.7841
S4 0.7555 0.7608 0.7812
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7902 0.7795 0.0108 1.4% 0.0054 0.7% 78% False False 112
10 0.7920 0.7795 0.0126 1.6% 0.0057 0.7% 67% False False 104
20 0.7920 0.7723 0.0197 2.5% 0.0051 0.6% 79% False False 92
40 0.7920 0.7626 0.0295 3.7% 0.0045 0.6% 86% False False 108
60 0.7920 0.7476 0.0444 5.6% 0.0045 0.6% 91% False False 94
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0015
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8064
2.618 0.7997
1.618 0.7956
1.000 0.7931
0.618 0.7915
HIGH 0.7890
0.618 0.7874
0.500 0.7870
0.382 0.7865
LOW 0.7849
0.618 0.7824
1.000 0.7808
1.618 0.7783
2.618 0.7742
4.250 0.7675
Fisher Pivots for day following 13-Jan-2021
Pivot 1 day 3 day
R1 0.7876 0.7866
PP 0.7873 0.7854
S1 0.7870 0.7842

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

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