CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 08-Feb-2021
Day Change Summary
Previous Current
05-Feb-2021 08-Feb-2021 Change Change % Previous Week
Open 0.7802 0.7840 0.0038 0.5% 0.7808
High 0.7839 0.7854 0.0015 0.2% 0.7839
Low 0.7795 0.7825 0.0031 0.4% 0.7772
Close 0.7834 0.7850 0.0017 0.2% 0.7834
Range 0.0045 0.0029 -0.0016 -36.0% 0.0068
ATR 0.0054 0.0052 -0.0002 -3.4% 0.0000
Volume 365 151 -214 -58.6% 1,129
Daily Pivots for day following 08-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.7928 0.7918 0.7866
R3 0.7900 0.7889 0.7858
R2 0.7871 0.7871 0.7855
R1 0.7861 0.7861 0.7853 0.7866
PP 0.7843 0.7843 0.7843 0.7846
S1 0.7832 0.7832 0.7847 0.7838
S2 0.7814 0.7814 0.7845
S3 0.7786 0.7804 0.7842
S4 0.7757 0.7775 0.7834
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 0.7854 0.7772 0.0082 1.0% 0.0039 0.5% 96% True False 234
10 0.7885 0.7766 0.0119 1.5% 0.0053 0.7% 71% False False 211
20 0.7945 0.7766 0.0180 2.3% 0.0056 0.7% 47% False False 233
40 0.7945 0.7723 0.0222 2.8% 0.0053 0.7% 57% False False 164
60 0.7945 0.7599 0.0347 4.4% 0.0047 0.6% 73% False False 154
80 0.7945 0.7476 0.0469 6.0% 0.0047 0.6% 80% False False 126
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7975
2.618 0.7928
1.618 0.7900
1.000 0.7882
0.618 0.7871
HIGH 0.7854
0.618 0.7843
0.500 0.7839
0.382 0.7836
LOW 0.7825
0.618 0.7807
1.000 0.7797
1.618 0.7779
2.618 0.7750
4.250 0.7704
Fisher Pivots for day following 08-Feb-2021
Pivot 1 day 3 day
R1 0.7846 0.7840
PP 0.7843 0.7830
S1 0.7839 0.7820

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

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