CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 29-Jan-2021
Day Change Summary
Previous Current
28-Jan-2021 29-Jan-2021 Change Change % Previous Week
Open 0.7807 0.7795 -0.0013 -0.2% 0.7861
High 0.7822 0.7851 0.0030 0.4% 0.7885
Low 0.7766 0.7769 0.0004 0.0% 0.7766
Close 0.7817 0.7813 -0.0005 -0.1% 0.7813
Range 0.0056 0.0082 0.0026 46.4% 0.0119
ATR 0.0057 0.0059 0.0002 3.1% 0.0000
Volume 225 176 -49 -21.8% 1,057
Daily Pivots for day following 29-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8057 0.8017 0.7858
R3 0.7975 0.7935 0.7835
R2 0.7893 0.7893 0.7828
R1 0.7853 0.7853 0.7820 0.7873
PP 0.7811 0.7811 0.7811 0.7821
S1 0.7771 0.7771 0.7805 0.7791
S2 0.7729 0.7729 0.7797
S3 0.7647 0.7689 0.7790
S4 0.7565 0.7607 0.7767
Weekly Pivots for week ending 29-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8178 0.8114 0.7878
R3 0.8059 0.7995 0.7845
R2 0.7940 0.7940 0.7834
R1 0.7876 0.7876 0.7823 0.7849
PP 0.7821 0.7821 0.7821 0.7807
S1 0.7757 0.7757 0.7802 0.7730
S2 0.7702 0.7702 0.7791
S3 0.7583 0.7638 0.7780
S4 0.7464 0.7519 0.7747
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7885 0.7766 0.0119 1.5% 0.0067 0.9% 39% False False 211
10 0.7945 0.7766 0.0180 2.3% 0.0064 0.8% 26% False False 293
20 0.7945 0.7766 0.0180 2.3% 0.0061 0.8% 26% False False 203
40 0.7945 0.7722 0.0224 2.9% 0.0052 0.7% 41% False False 164
60 0.7945 0.7528 0.0418 5.3% 0.0049 0.6% 68% False False 137
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 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8200
2.618 0.8066
1.618 0.7984
1.000 0.7933
0.618 0.7902
HIGH 0.7851
0.618 0.7820
0.500 0.7810
0.382 0.7800
LOW 0.7769
0.618 0.7718
1.000 0.7687
1.618 0.7636
2.618 0.7554
4.250 0.7421
Fisher Pivots for day following 29-Jan-2021
Pivot 1 day 3 day
R1 0.7812 0.7825
PP 0.7811 0.7821
S1 0.7810 0.7817

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

View Archives - Comment on this page... - Back to Index of Symbols