CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 20-Jan-2021
Day Change Summary
Previous Current
19-Jan-2021 20-Jan-2021 Change Change % Previous Week
Open 0.7859 0.7871 0.0012 0.2% 0.7869
High 0.7867 0.7936 0.0069 0.9% 0.7925
Low 0.7817 0.7856 0.0040 0.5% 0.7795
Close 0.7858 0.7913 0.0055 0.7% 0.7861
Range 0.0051 0.0080 0.0029 57.4% 0.0131
ATR 0.0053 0.0055 0.0002 3.5% 0.0000
Volume 145 473 328 226.2% 1,071
Daily Pivots for day following 20-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8140 0.8106 0.7957
R3 0.8061 0.8027 0.7935
R2 0.7981 0.7981 0.7928
R1 0.7947 0.7947 0.7920 0.7964
PP 0.7902 0.7902 0.7902 0.7910
S1 0.7868 0.7868 0.7906 0.7885
S2 0.7822 0.7822 0.7898
S3 0.7743 0.7788 0.7891
S4 0.7663 0.7709 0.7869
Weekly Pivots for week ending 15-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8252 0.8187 0.7932
R3 0.8121 0.8056 0.7896
R2 0.7991 0.7991 0.7884
R1 0.7926 0.7926 0.7872 0.7893
PP 0.7860 0.7860 0.7860 0.7844
S1 0.7795 0.7795 0.7849 0.7762
S2 0.7730 0.7730 0.7837
S3 0.7599 0.7665 0.7825
S4 0.7469 0.7534 0.7789
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7936 0.7817 0.0119 1.5% 0.0061 0.8% 81% True False 297
10 0.7936 0.7795 0.0141 1.8% 0.0059 0.7% 84% True False 207
20 0.7936 0.7723 0.0213 2.7% 0.0055 0.7% 89% True False 153
40 0.7936 0.7633 0.0303 3.8% 0.0048 0.6% 93% True False 136
60 0.7936 0.7476 0.0460 5.8% 0.0047 0.6% 95% True False 114
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8273
2.618 0.8144
1.618 0.8064
1.000 0.8015
0.618 0.7985
HIGH 0.7936
0.618 0.7905
0.500 0.7896
0.382 0.7886
LOW 0.7856
0.618 0.7807
1.000 0.7777
1.618 0.7727
2.618 0.7648
4.250 0.7518
Fisher Pivots for day following 20-Jan-2021
Pivot 1 day 3 day
R1 0.7907 0.7901
PP 0.7902 0.7888
S1 0.7896 0.7876

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

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