CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 23-Feb-2021
Day Change Summary
Previous Current
22-Feb-2021 23-Feb-2021 Change Change % Previous Week
Open 0.7931 0.7926 -0.0005 -0.1% 0.7882
High 0.7948 0.7950 0.0002 0.0% 0.7940
Low 0.7903 0.7908 0.0005 0.1% 0.7846
Close 0.7937 0.7941 0.0005 0.1% 0.7923
Range 0.0045 0.0043 -0.0003 -5.6% 0.0094
ATR 0.0050 0.0049 -0.0001 -1.0% 0.0000
Volume 837 2,956 2,119 253.2% 1,460
Daily Pivots for day following 23-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.8060 0.8043 0.7964
R3 0.8018 0.8001 0.7953
R2 0.7975 0.7975 0.7949
R1 0.7958 0.7958 0.7945 0.7967
PP 0.7933 0.7933 0.7933 0.7937
S1 0.7916 0.7916 0.7937 0.7924
S2 0.7890 0.7890 0.7933
S3 0.7848 0.7873 0.7929
S4 0.7805 0.7831 0.7918
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 0.7950 0.7846 0.0104 1.3% 0.0047 0.6% 91% True False 914
10 0.7950 0.7835 0.0115 1.4% 0.0045 0.6% 92% True False 587
20 0.7950 0.7766 0.0185 2.3% 0.0049 0.6% 95% True False 399
40 0.7950 0.7766 0.0185 2.3% 0.0051 0.6% 95% True False 288
60 0.7950 0.7680 0.0270 3.4% 0.0049 0.6% 97% True False 236
80 0.7950 0.7476 0.0474 6.0% 0.0048 0.6% 98% True False 194
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8131
2.618 0.8061
1.618 0.8019
1.000 0.7993
0.618 0.7976
HIGH 0.7950
0.618 0.7934
0.500 0.7929
0.382 0.7924
LOW 0.7908
0.618 0.7881
1.000 0.7865
1.618 0.7839
2.618 0.7796
4.250 0.7727
Fisher Pivots for day following 23-Feb-2021
Pivot 1 day 3 day
R1 0.7937 0.7930
PP 0.7933 0.7919
S1 0.7929 0.7908

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

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