CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 22-Jan-2021
Day Change Summary
Previous Current
21-Jan-2021 22-Jan-2021 Change Change % Previous Week
Open 0.7927 0.7913 -0.0015 -0.2% 0.7859
High 0.7945 0.7913 -0.0033 -0.4% 0.7945
Low 0.7910 0.7853 -0.0057 -0.7% 0.7817
Close 0.7921 0.7861 -0.0061 -0.8% 0.7861
Range 0.0036 0.0060 0.0025 69.0% 0.0129
ATR 0.0054 0.0055 0.0001 1.9% 0.0000
Volume 448 187 -261 -58.3% 1,253
Daily Pivots for day following 22-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8055 0.8018 0.7894
R3 0.7995 0.7958 0.7877
R2 0.7935 0.7935 0.7872
R1 0.7898 0.7898 0.7866 0.7887
PP 0.7875 0.7875 0.7875 0.7870
S1 0.7838 0.7838 0.7855 0.7827
S2 0.7815 0.7815 0.7850
S3 0.7755 0.7778 0.7844
S4 0.7695 0.7718 0.7828
Weekly Pivots for week ending 22-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8260 0.8189 0.7931
R3 0.8131 0.8060 0.7896
R2 0.8003 0.8003 0.7884
R1 0.7932 0.7932 0.7872 0.7967
PP 0.7874 0.7874 0.7874 0.7892
S1 0.7803 0.7803 0.7849 0.7839
S2 0.7746 0.7746 0.7837
S3 0.7617 0.7675 0.7825
S4 0.7489 0.7546 0.7790
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7945 0.7817 0.0129 1.6% 0.0061 0.8% 34% False False 376
10 0.7945 0.7795 0.0151 1.9% 0.0058 0.7% 44% False False 246
20 0.7945 0.7751 0.0194 2.5% 0.0053 0.7% 56% False False 173
40 0.7945 0.7645 0.0300 3.8% 0.0049 0.6% 72% False False 149
60 0.7945 0.7476 0.0469 6.0% 0.0047 0.6% 82% False False 123
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 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8168
2.618 0.8070
1.618 0.8010
1.000 0.7973
0.618 0.7950
HIGH 0.7913
0.618 0.7890
0.500 0.7883
0.382 0.7875
LOW 0.7853
0.618 0.7815
1.000 0.7793
1.618 0.7755
2.618 0.7695
4.250 0.7598
Fisher Pivots for day following 22-Jan-2021
Pivot 1 day 3 day
R1 0.7883 0.7899
PP 0.7875 0.7886
S1 0.7868 0.7873

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

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