CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 18-Feb-2021
Day Change Summary
Previous Current
17-Feb-2021 18-Feb-2021 Change Change % Previous Week
Open 0.7874 0.7871 -0.0003 0.0% 0.7840
High 0.7882 0.7895 0.0013 0.2% 0.7899
Low 0.7846 0.7855 0.0009 0.1% 0.7825
Close 0.7875 0.7887 0.0012 0.1% 0.7872
Range 0.0036 0.0040 0.0005 12.7% 0.0074
ATR 0.0049 0.0048 -0.0001 -1.3% 0.0000
Volume 282 181 -101 -35.8% 771
Daily Pivots for day following 18-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.7999 0.7983 0.7909
R3 0.7959 0.7943 0.7898
R2 0.7919 0.7919 0.7894
R1 0.7903 0.7903 0.7890 0.7911
PP 0.7879 0.7879 0.7879 0.7883
S1 0.7863 0.7863 0.7883 0.7871
S2 0.7839 0.7839 0.7879
S3 0.7799 0.7823 0.7876
S4 0.7759 0.7783 0.7865
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 0.7930 0.7836 0.0094 1.2% 0.0043 0.5% 54% False False 286
10 0.7930 0.7787 0.0143 1.8% 0.0040 0.5% 70% False False 234
20 0.7945 0.7766 0.0180 2.3% 0.0048 0.6% 67% False False 236
40 0.7945 0.7723 0.0222 2.8% 0.0052 0.7% 74% False False 194
60 0.7945 0.7633 0.0312 4.0% 0.0048 0.6% 81% False False 170
80 0.7945 0.7476 0.0469 5.9% 0.0047 0.6% 88% False False 145
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8065
2.618 0.7999
1.618 0.7959
1.000 0.7935
0.618 0.7919
HIGH 0.7895
0.618 0.7879
0.500 0.7875
0.382 0.7870
LOW 0.7855
0.618 0.7830
1.000 0.7815
1.618 0.7790
2.618 0.7750
4.250 0.7685
Fisher Pivots for day following 18-Feb-2021
Pivot 1 day 3 day
R1 0.7883 0.7888
PP 0.7879 0.7888
S1 0.7875 0.7887

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

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