CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 02-Mar-2021
Day Change Summary
Previous Current
01-Mar-2021 02-Mar-2021 Change Change % Previous Week
Open 0.7854 0.7912 0.0059 0.7% 0.7931
High 0.7911 0.7937 0.0026 0.3% 0.8021
Low 0.7851 0.7876 0.0026 0.3% 0.7842
Close 0.7905 0.7927 0.0022 0.3% 0.7870
Range 0.0061 0.0061 0.0000 0.0% 0.0179
ATR 0.0057 0.0058 0.0000 0.4% 0.0000
Volume 2,670 2,122 -548 -20.5% 11,240
Daily Pivots for day following 02-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8095 0.8071 0.7960
R3 0.8034 0.8011 0.7943
R2 0.7974 0.7974 0.7938
R1 0.7950 0.7950 0.7932 0.7962
PP 0.7913 0.7913 0.7913 0.7919
S1 0.7890 0.7890 0.7921 0.7901
S2 0.7853 0.7853 0.7915
S3 0.7792 0.7829 0.7910
S4 0.7732 0.7769 0.7893
Weekly Pivots for week ending 26-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.8448 0.8338 0.7968
R3 0.8269 0.8159 0.7919
R2 0.8090 0.8090 0.7902
R1 0.7980 0.7980 0.7886 0.7945
PP 0.7911 0.7911 0.7911 0.7894
S1 0.7801 0.7801 0.7853 0.7766
S2 0.7732 0.7732 0.7837
S3 0.7553 0.7622 0.7820
S4 0.7374 0.7443 0.7771
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8021 0.7842 0.0179 2.3% 0.0075 0.9% 47% False False 2,447
10 0.8021 0.7842 0.0179 2.3% 0.0061 0.8% 47% False False 1,681
20 0.8021 0.7772 0.0250 3.1% 0.0051 0.6% 62% False False 964
40 0.8021 0.7766 0.0256 3.2% 0.0056 0.7% 63% False False 586
60 0.8021 0.7723 0.0298 3.8% 0.0052 0.7% 68% False False 432
80 0.8021 0.7528 0.0494 6.2% 0.0050 0.6% 81% False False 345
Crabel Price Patterns
NR False
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 0.0015
Fibonacci Retracements and Extensions
4.250 0.8194
2.618 0.8095
1.618 0.8034
1.000 0.7997
0.618 0.7974
HIGH 0.7937
0.618 0.7913
0.500 0.7906
0.382 0.7899
LOW 0.7876
0.618 0.7839
1.000 0.7816
1.618 0.7778
2.618 0.7718
4.250 0.7619
Fisher Pivots for day following 02-Mar-2021
Pivot 1 day 3 day
R1 0.7920 0.7915
PP 0.7913 0.7904
S1 0.7906 0.7893

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

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