CME Canadian Dollar Future June 2021

Trading Metrics calculated at close of trading on 05-Feb-2021

Day Change Summary
	Previous	Current
	04-Feb-2021	05-Feb-2021	Change	Change %	Previous Week
Open	0.7824	0.7802	-0.0022	-0.3%	0.7808
High	0.7827	0.7839	0.0013	0.2%	0.7839
Low	0.7787	0.7795	0.0008	0.1%	0.7772
Close	0.7795	0.7834	0.0039	0.5%	0.7834
Range	0.0040	0.0045	0.0005	12.7%	0.0068
ATR	0.0055	0.0054	-0.0001	-1.4%	0.0000
Volume	64	365	301	470.3%	1,129

Daily Pivots for day following 05-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7956	0.7939	0.7858
R3	0.7911	0.7895	0.7846
R2	0.7867	0.7867	0.7842
R1	0.7850	0.7850	0.7838	0.7859
PP	0.7822	0.7822	0.7822	0.7827
S1	0.7806	0.7806	0.7829	0.7814
S2	0.7778	0.7778	0.7825
S3	0.7733	0.7761	0.7821
S4	0.7689	0.7717	0.7809

Weekly Pivots for week ending 05-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8017	0.7993	0.7871
R3	0.7950	0.7925	0.7852
R2	0.7882	0.7882	0.7846
R1	0.7858	0.7858	0.7840	0.7870
PP	0.7815	0.7815	0.7815	0.7821
S1	0.7790	0.7790	0.7827	0.7803
S2	0.7747	0.7747	0.7821
S3	0.7680	0.7723	0.7815
S4	0.7612	0.7655	0.7796

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7839	0.7772	0.0068	0.9%	0.0045	0.6%	92%	True	False	225
10	0.7885	0.7766	0.0119	1.5%	0.0056	0.7%	57%	False	False	218
20	0.7945	0.7766	0.0180	2.3%	0.0057	0.7%	38%	False	False	232
40	0.7945	0.7723	0.0222	2.8%	0.0053	0.7%	50%	False	False	166
60	0.7945	0.7599	0.0347	4.4%	0.0047	0.6%	68%	False	False	153

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8028
2.618	0.7956
1.618	0.7911
1.000	0.7884
0.618	0.7867
HIGH	0.7839
0.618	0.7822
0.500	0.7817
0.382	0.7811
LOW	0.7795
0.618	0.7767
1.000	0.7750
1.618	0.7722
2.618	0.7678
4.250	0.7605

Fisher Pivots for day following 05-Feb-2021
Pivot	1 day	3 day
R1	0.7828	0.7827
PP	0.7822	0.7820
S1	0.7817	0.7813

Download as Excel Spreadsheet

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

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