CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 12-Feb-2021
Day Change Summary
Previous Current
11-Feb-2021 12-Feb-2021 Change Change % Previous Week
Open 0.7881 0.7870 -0.0011 -0.1% 0.7840
High 0.7899 0.7889 -0.0010 -0.1% 0.7899
Low 0.7869 0.7836 -0.0033 -0.4% 0.7825
Close 0.7875 0.7872 -0.0004 0.0% 0.7872
Range 0.0030 0.0053 0.0023 78.0% 0.0074
ATR 0.0049 0.0049 0.0000 0.6% 0.0000
Volume 117 171 54 46.2% 771
Daily Pivots for day following 12-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.8023 0.8000 0.7900
R3 0.7970 0.7947 0.7886
R2 0.7918 0.7918 0.7881
R1 0.7895 0.7895 0.7876 0.7906
PP 0.7865 0.7865 0.7865 0.7871
S1 0.7842 0.7842 0.7867 0.7854
S2 0.7813 0.7813 0.7862
S3 0.7760 0.7790 0.7857
S4 0.7708 0.7737 0.7843
Weekly Pivots for week ending 12-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.8086 0.8052 0.7912
R3 0.8012 0.7979 0.7892
R2 0.7939 0.7939 0.7885
R1 0.7905 0.7905 0.7878 0.7922
PP 0.7865 0.7865 0.7865 0.7873
S1 0.7832 0.7832 0.7865 0.7848
S2 0.7792 0.7792 0.7858
S3 0.7718 0.7758 0.7851
S4 0.7645 0.7685 0.7831
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7899 0.7825 0.0074 0.9% 0.0036 0.5% 63% False False 154
10 0.7899 0.7772 0.0127 1.6% 0.0041 0.5% 79% False False 190
20 0.7945 0.7766 0.0180 2.3% 0.0052 0.7% 59% False False 241
40 0.7945 0.7723 0.0222 2.8% 0.0052 0.7% 67% False False 169
60 0.7945 0.7626 0.0320 4.1% 0.0048 0.6% 77% False False 154
80 0.7945 0.7476 0.0469 6.0% 0.0047 0.6% 84% False False 133
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8112
2.618 0.8026
1.618 0.7973
1.000 0.7941
0.618 0.7921
HIGH 0.7889
0.618 0.7868
0.500 0.7862
0.382 0.7856
LOW 0.7836
0.618 0.7804
1.000 0.7784
1.618 0.7751
2.618 0.7699
4.250 0.7613
Fisher Pivots for day following 12-Feb-2021
Pivot 1 day 3 day
R1 0.7868 0.7870
PP 0.7865 0.7869
S1 0.7862 0.7867

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

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