CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 19-Feb-2021
Day Change Summary
Previous Current
18-Feb-2021 19-Feb-2021 Change Change % Previous Week
Open 0.7871 0.7886 0.0015 0.2% 0.7882
High 0.7895 0.7940 0.0045 0.6% 0.7940
Low 0.7855 0.7866 0.0012 0.1% 0.7846
Close 0.7887 0.7923 0.0037 0.5% 0.7923
Range 0.0040 0.0074 0.0034 83.8% 0.0094
ATR 0.0048 0.0050 0.0002 3.7% 0.0000
Volume 181 317 136 75.1% 1,460
Daily Pivots for day following 19-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.8130 0.8100 0.7963
R3 0.8057 0.8027 0.7943
R2 0.7983 0.7983 0.7936
R1 0.7953 0.7953 0.7930 0.7968
PP 0.7910 0.7910 0.7910 0.7917
S1 0.7880 0.7880 0.7916 0.7895
S2 0.7836 0.7836 0.7910
S3 0.7763 0.7806 0.7903
S4 0.7689 0.7733 0.7883
Weekly Pivots for week ending 19-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.8183 0.8147 0.7974
R3 0.8090 0.8053 0.7949
R2 0.7996 0.7996 0.7940
R1 0.7960 0.7960 0.7932 0.7978
PP 0.7903 0.7903 0.7903 0.7912
S1 0.7866 0.7866 0.7914 0.7885
S2 0.7809 0.7809 0.7906
S3 0.7716 0.7773 0.7897
S4 0.7622 0.7679 0.7872
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7940 0.7836 0.0104 1.3% 0.0052 0.7% 84% True False 326
10 0.7940 0.7795 0.0145 1.8% 0.0043 0.5% 89% True False 259
20 0.7940 0.7766 0.0174 2.2% 0.0050 0.6% 91% True False 230
40 0.7945 0.7740 0.0205 2.6% 0.0051 0.6% 89% False False 200
60 0.7945 0.7633 0.0312 3.9% 0.0049 0.6% 93% False False 174
80 0.7945 0.7476 0.0469 5.9% 0.0048 0.6% 95% False False 148
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.8252
2.618 0.8132
1.618 0.8058
1.000 0.8013
0.618 0.7985
HIGH 0.7940
0.618 0.7911
0.500 0.7903
0.382 0.7894
LOW 0.7866
0.618 0.7821
1.000 0.7793
1.618 0.7747
2.618 0.7674
4.250 0.7554
Fisher Pivots for day following 19-Feb-2021
Pivot 1 day 3 day
R1 0.7916 0.7913
PP 0.7910 0.7903
S1 0.7903 0.7893

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

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