CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 09-Feb-2021
Day Change Summary
Previous Current
08-Feb-2021 09-Feb-2021 Change Change % Previous Week
Open 0.7840 0.7853 0.0013 0.2% 0.7808
High 0.7854 0.7881 0.0027 0.3% 0.7839
Low 0.7825 0.7835 0.0010 0.1% 0.7772
Close 0.7850 0.7879 0.0029 0.4% 0.7834
Range 0.0029 0.0046 0.0017 59.6% 0.0068
ATR 0.0052 0.0052 0.0000 -1.0% 0.0000
Volume 151 215 64 42.4% 1,129
Daily Pivots for day following 09-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.8001 0.7985 0.7904
R3 0.7956 0.7940 0.7891
R2 0.7910 0.7910 0.7887
R1 0.7894 0.7894 0.7883 0.7902
PP 0.7865 0.7865 0.7865 0.7869
S1 0.7849 0.7849 0.7874 0.7857
S2 0.7819 0.7819 0.7870
S3 0.7774 0.7803 0.7866
S4 0.7728 0.7758 0.7853
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 0.7881 0.7787 0.0094 1.2% 0.0037 0.5% 98% True False 189
10 0.7885 0.7766 0.0119 1.5% 0.0052 0.7% 95% False False 219
20 0.7945 0.7766 0.0180 2.3% 0.0054 0.7% 63% False False 239
40 0.7945 0.7723 0.0222 2.8% 0.0052 0.7% 70% False False 167
60 0.7945 0.7599 0.0347 4.4% 0.0048 0.6% 81% False False 157
80 0.7945 0.7476 0.0469 6.0% 0.0047 0.6% 86% False False 128
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8074
2.618 0.8000
1.618 0.7954
1.000 0.7926
0.618 0.7909
HIGH 0.7881
0.618 0.7863
0.500 0.7858
0.382 0.7852
LOW 0.7835
0.618 0.7807
1.000 0.7790
1.618 0.7761
2.618 0.7716
4.250 0.7642
Fisher Pivots for day following 09-Feb-2021
Pivot 1 day 3 day
R1 0.7872 0.7865
PP 0.7865 0.7851
S1 0.7858 0.7838

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

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