CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 22-Mar-2021
Day Change Summary
Previous Current
19-Mar-2021 22-Mar-2021 Change Change % Previous Week
Open 0.8007 0.7985 -0.0022 -0.3% 0.8017
High 0.8025 0.8019 -0.0007 -0.1% 0.8088
Low 0.7971 0.7975 0.0004 0.1% 0.7971
Close 0.8004 0.7996 -0.0009 -0.1% 0.8004
Range 0.0055 0.0044 -0.0011 -19.3% 0.0118
ATR 0.0059 0.0058 -0.0001 -1.8% 0.0000
Volume 74,264 52,761 -21,503 -29.0% 372,769
Daily Pivots for day following 22-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8128 0.8106 0.8020
R3 0.8084 0.8062 0.8008
R2 0.8040 0.8040 0.8004
R1 0.8018 0.8018 0.8000 0.8029
PP 0.7996 0.7996 0.7996 0.8002
S1 0.7974 0.7974 0.7991 0.7985
S2 0.7952 0.7952 0.7987
S3 0.7908 0.7930 0.7983
S4 0.7864 0.7886 0.7971
Weekly Pivots for week ending 19-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8373 0.8306 0.8069
R3 0.8256 0.8189 0.8036
R2 0.8138 0.8138 0.8026
R1 0.8071 0.8071 0.8015 0.8046
PP 0.8021 0.8021 0.8021 0.8008
S1 0.7954 0.7954 0.7993 0.7929
S2 0.7903 0.7903 0.7982
S3 0.7786 0.7836 0.7972
S4 0.7668 0.7719 0.7939
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8088 0.7971 0.0118 1.5% 0.0061 0.8% 21% False False 71,882
10 0.8088 0.7885 0.0204 2.5% 0.0059 0.7% 55% False False 74,125
20 0.8088 0.7842 0.0246 3.1% 0.0061 0.8% 62% False False 39,464
40 0.8088 0.7766 0.0323 4.0% 0.0055 0.7% 71% False False 19,863
60 0.8088 0.7751 0.0337 4.2% 0.0055 0.7% 73% False False 13,300
80 0.8088 0.7645 0.0443 5.5% 0.0052 0.7% 79% False False 10,006
100 0.8088 0.7476 0.0612 7.7% 0.0051 0.6% 85% False False 8,019
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8206
2.618 0.8134
1.618 0.8090
1.000 0.8063
0.618 0.8046
HIGH 0.8019
0.618 0.8002
0.500 0.7997
0.382 0.7991
LOW 0.7975
0.618 0.7947
1.000 0.7931
1.618 0.7903
2.618 0.7859
4.250 0.7788
Fisher Pivots for day following 22-Mar-2021
Pivot 1 day 3 day
R1 0.7997 0.8029
PP 0.7996 0.8018
S1 0.7996 0.8007

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

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