CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 03-Feb-2021
Day Change Summary
Previous Current
02-Feb-2021 03-Feb-2021 Change Change % Previous Week
Open 0.7797 0.7822 0.0025 0.3% 0.7861
High 0.7825 0.7835 0.0010 0.1% 0.7885
Low 0.7772 0.7808 0.0036 0.5% 0.7766
Close 0.7811 0.7826 0.0015 0.2% 0.7813
Range 0.0054 0.0028 -0.0026 -48.6% 0.0119
ATR 0.0059 0.0056 -0.0002 -3.8% 0.0000
Volume 440 150 -290 -65.9% 1,057
Daily Pivots for day following 03-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.7905 0.7893 0.7841
R3 0.7878 0.7865 0.7833
R2 0.7850 0.7850 0.7831
R1 0.7838 0.7838 0.7828 0.7844
PP 0.7823 0.7823 0.7823 0.7826
S1 0.7810 0.7810 0.7823 0.7817
S2 0.7795 0.7795 0.7820
S3 0.7768 0.7783 0.7818
S4 0.7740 0.7755 0.7810
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 0.7851 0.7766 0.0086 1.1% 0.0056 0.7% 70% False False 220
10 0.7945 0.7766 0.0180 2.3% 0.0057 0.7% 33% False False 239
20 0.7945 0.7766 0.0180 2.3% 0.0058 0.7% 33% False False 223
40 0.7945 0.7723 0.0222 2.8% 0.0053 0.7% 46% False False 171
60 0.7945 0.7599 0.0347 4.4% 0.0048 0.6% 66% False False 148
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 0.7952
2.618 0.7907
1.618 0.7879
1.000 0.7863
0.618 0.7852
HIGH 0.7835
0.618 0.7824
0.500 0.7821
0.382 0.7818
LOW 0.7808
0.618 0.7791
1.000 0.7780
1.618 0.7763
2.618 0.7736
4.250 0.7691
Fisher Pivots for day following 03-Feb-2021
Pivot 1 day 3 day
R1 0.7824 0.7818
PP 0.7823 0.7811
S1 0.7821 0.7804

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

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