CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 04-Feb-2021
Day Change Summary
Previous Current
03-Feb-2021 04-Feb-2021 Change Change % Previous Week
Open 0.7822 0.7824 0.0002 0.0% 0.7861
High 0.7835 0.7827 -0.0009 -0.1% 0.7885
Low 0.7808 0.7787 -0.0021 -0.3% 0.7766
Close 0.7826 0.7795 -0.0031 -0.4% 0.7813
Range 0.0028 0.0040 0.0012 43.6% 0.0119
ATR 0.0056 0.0055 -0.0001 -2.1% 0.0000
Volume 150 64 -86 -57.3% 1,057
Daily Pivots for day following 04-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.7921 0.7898 0.7817
R3 0.7882 0.7858 0.7806
R2 0.7842 0.7842 0.7802
R1 0.7819 0.7819 0.7799 0.7811
PP 0.7803 0.7803 0.7803 0.7799
S1 0.7779 0.7779 0.7791 0.7771
S2 0.7763 0.7763 0.7788
S3 0.7724 0.7740 0.7784
S4 0.7684 0.7700 0.7773
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 0.7769 0.0082 1.1% 0.0053 0.7% 32% False False 188
10 0.7913 0.7766 0.0147 1.9% 0.0057 0.7% 20% False False 200
20 0.7945 0.7766 0.0180 2.3% 0.0057 0.7% 16% False False 220
40 0.7945 0.7723 0.0222 2.8% 0.0053 0.7% 32% False False 168
60 0.7945 0.7599 0.0347 4.4% 0.0048 0.6% 57% False False 148
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7994
2.618 0.7930
1.618 0.7890
1.000 0.7866
0.618 0.7851
HIGH 0.7827
0.618 0.7811
0.500 0.7807
0.382 0.7802
LOW 0.7787
0.618 0.7763
1.000 0.7748
1.618 0.7723
2.618 0.7684
4.250 0.7619
Fisher Pivots for day following 04-Feb-2021
Pivot 1 day 3 day
R1 0.7807 0.7803
PP 0.7803 0.7801
S1 0.7799 0.7798

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

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