CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 22-Feb-2021
Day Change Summary
Previous Current
19-Feb-2021 22-Feb-2021 Change Change % Previous Week
Open 0.7886 0.7931 0.0046 0.6% 0.7882
High 0.7940 0.7948 0.0009 0.1% 0.7940
Low 0.7866 0.7903 0.0037 0.5% 0.7846
Close 0.7923 0.7937 0.0014 0.2% 0.7923
Range 0.0074 0.0045 -0.0029 -38.8% 0.0094
ATR 0.0050 0.0050 0.0000 -0.7% 0.0000
Volume 317 837 520 164.0% 1,460
Daily Pivots for day following 22-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.8064 0.8045 0.7961
R3 0.8019 0.8000 0.7949
R2 0.7974 0.7974 0.7945
R1 0.7955 0.7955 0.7941 0.7965
PP 0.7929 0.7929 0.7929 0.7934
S1 0.7910 0.7910 0.7932 0.7920
S2 0.7884 0.7884 0.7928
S3 0.7839 0.7865 0.7924
S4 0.7794 0.7820 0.7912
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 0.7948 0.7846 0.0102 1.3% 0.0050 0.6% 89% True False 459
10 0.7948 0.7825 0.0123 1.5% 0.0043 0.5% 91% True False 306
20 0.7948 0.7766 0.0183 2.3% 0.0050 0.6% 94% True False 262
40 0.7948 0.7751 0.0197 2.5% 0.0051 0.6% 94% True False 217
60 0.7948 0.7645 0.0303 3.8% 0.0049 0.6% 96% True False 187
80 0.7948 0.7476 0.0472 5.9% 0.0048 0.6% 98% True False 158
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8139
2.618 0.8066
1.618 0.8021
1.000 0.7993
0.618 0.7976
HIGH 0.7948
0.618 0.7931
0.500 0.7926
0.382 0.7920
LOW 0.7903
0.618 0.7875
1.000 0.7858
1.618 0.7830
2.618 0.7785
4.250 0.7712
Fisher Pivots for day following 22-Feb-2021
Pivot 1 day 3 day
R1 0.7933 0.7925
PP 0.7929 0.7913
S1 0.7926 0.7901

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

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