CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 14-Jan-2021
Day Change Summary
Previous Current
13-Jan-2021 14-Jan-2021 Change Change % Previous Week
Open 0.7871 0.7883 0.0012 0.2% 0.7870
High 0.7890 0.7925 0.0035 0.4% 0.7920
Low 0.7849 0.7873 0.0024 0.3% 0.7816
Close 0.7879 0.7918 0.0039 0.5% 0.7870
Range 0.0041 0.0052 0.0011 26.8% 0.0105
ATR 0.0052 0.0052 0.0000 0.1% 0.0000
Volume 83 156 73 88.0% 669
Daily Pivots for day following 14-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8061 0.8041 0.7946
R3 0.8009 0.7989 0.7932
R2 0.7957 0.7957 0.7927
R1 0.7937 0.7937 0.7922 0.7947
PP 0.7905 0.7905 0.7905 0.7910
S1 0.7885 0.7885 0.7913 0.7895
S2 0.7853 0.7853 0.7908
S3 0.7801 0.7833 0.7903
S4 0.7749 0.7781 0.7889
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 0.7925 0.7795 0.0131 1.6% 0.0055 0.7% 94% True False 117
10 0.7925 0.7795 0.0131 1.6% 0.0058 0.7% 94% True False 114
20 0.7925 0.7723 0.0202 2.6% 0.0051 0.6% 96% True False 96
40 0.7925 0.7626 0.0300 3.8% 0.0045 0.6% 97% True False 111
60 0.7925 0.7476 0.0449 5.7% 0.0045 0.6% 98% True False 97
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8146
2.618 0.8061
1.618 0.8009
1.000 0.7977
0.618 0.7957
HIGH 0.7925
0.618 0.7905
0.500 0.7899
0.382 0.7893
LOW 0.7873
0.618 0.7841
1.000 0.7821
1.618 0.7789
2.618 0.7737
4.250 0.7652
Fisher Pivots for day following 14-Jan-2021
Pivot 1 day 3 day
R1 0.7911 0.7903
PP 0.7905 0.7888
S1 0.7899 0.7873

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

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