CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 11-Feb-2021
Day Change Summary
Previous Current
10-Feb-2021 11-Feb-2021 Change Change % Previous Week
Open 0.7876 0.7881 0.0005 0.1% 0.7808
High 0.7895 0.7899 0.0004 0.1% 0.7839
Low 0.7870 0.7869 -0.0001 0.0% 0.7772
Close 0.7882 0.7875 -0.0007 -0.1% 0.7834
Range 0.0025 0.0030 0.0005 18.0% 0.0068
ATR 0.0050 0.0049 -0.0001 -2.9% 0.0000
Volume 117 117 0 0.0% 1,129
Daily Pivots for day following 11-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.7969 0.7952 0.7891
R3 0.7940 0.7922 0.7883
R2 0.7910 0.7910 0.7880
R1 0.7893 0.7893 0.7878 0.7887
PP 0.7881 0.7881 0.7881 0.7878
S1 0.7863 0.7863 0.7872 0.7857
S2 0.7851 0.7851 0.7870
S3 0.7822 0.7834 0.7867
S4 0.7792 0.7804 0.7859
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 0.7899 0.7795 0.0104 1.3% 0.0035 0.4% 77% True False 193
10 0.7899 0.7769 0.0130 1.6% 0.0044 0.6% 82% True False 190
20 0.7945 0.7766 0.0180 2.3% 0.0052 0.7% 61% False False 241
40 0.7945 0.7723 0.0222 2.8% 0.0052 0.7% 68% False False 166
60 0.7945 0.7626 0.0320 4.1% 0.0047 0.6% 78% False False 152
80 0.7945 0.7476 0.0469 6.0% 0.0047 0.6% 85% False False 131
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8024
2.618 0.7976
1.618 0.7946
1.000 0.7928
0.618 0.7917
HIGH 0.7899
0.618 0.7887
0.500 0.7884
0.382 0.7880
LOW 0.7869
0.618 0.7851
1.000 0.7840
1.618 0.7821
2.618 0.7792
4.250 0.7744
Fisher Pivots for day following 11-Feb-2021
Pivot 1 day 3 day
R1 0.7884 0.7872
PP 0.7881 0.7870
S1 0.7878 0.7867

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

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