CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 10-Feb-2021
Day Change Summary
Previous Current
09-Feb-2021 10-Feb-2021 Change Change % Previous Week
Open 0.7853 0.7876 0.0023 0.3% 0.7808
High 0.7881 0.7895 0.0014 0.2% 0.7839
Low 0.7835 0.7870 0.0035 0.4% 0.7772
Close 0.7879 0.7882 0.0003 0.0% 0.7834
Range 0.0046 0.0025 -0.0021 -45.1% 0.0068
ATR 0.0052 0.0050 -0.0002 -3.7% 0.0000
Volume 215 117 -98 -45.6% 1,129
Daily Pivots for day following 10-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.7957 0.7944 0.7895
R3 0.7932 0.7919 0.7888
R2 0.7907 0.7907 0.7886
R1 0.7894 0.7894 0.7884 0.7901
PP 0.7882 0.7882 0.7882 0.7885
S1 0.7869 0.7869 0.7879 0.7876
S2 0.7857 0.7857 0.7877
S3 0.7832 0.7844 0.7875
S4 0.7807 0.7819 0.7868
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 0.7895 0.7787 0.0108 1.4% 0.0037 0.5% 88% True False 182
10 0.7895 0.7766 0.0129 1.6% 0.0046 0.6% 90% True False 201
20 0.7945 0.7766 0.0180 2.3% 0.0053 0.7% 65% False False 239
40 0.7945 0.7723 0.0222 2.8% 0.0052 0.7% 71% False False 168
60 0.7945 0.7599 0.0347 4.4% 0.0047 0.6% 82% False False 150
80 0.7945 0.7476 0.0469 6.0% 0.0047 0.6% 86% False False 130
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 0.8001
2.618 0.7960
1.618 0.7935
1.000 0.7920
0.618 0.7910
HIGH 0.7895
0.618 0.7885
0.500 0.7882
0.382 0.7879
LOW 0.7870
0.618 0.7854
1.000 0.7845
1.618 0.7829
2.618 0.7804
4.250 0.7763
Fisher Pivots for day following 10-Feb-2021
Pivot 1 day 3 day
R1 0.7882 0.7874
PP 0.7882 0.7867
S1 0.7882 0.7860

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

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