CME Canadian Dollar Future June 2021

Trading Metrics calculated at close of trading on 24-Mar-2021

Day Change Summary
	Previous	Current
	23-Mar-2021	24-Mar-2021	Change	Change %	Previous Week
Open	0.7987	0.7947	-0.0040	-0.5%	0.8017
High	0.7990	0.7974	-0.0017	-0.2%	0.8088
Low	0.7941	0.7932	-0.0010	-0.1%	0.7971
Close	0.7957	0.7960	0.0004	0.0%	0.8004
Range	0.0049	0.0042	-0.0007	-14.3%	0.0118
ATR	0.0058	0.0057	-0.0001	-2.0%	0.0000
Volume	76,615	63,210	-13,405	-17.5%	372,769

Daily Pivots for day following 24-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8081	0.8063	0.7983
R3	0.8039	0.8021	0.7972
R2	0.7997	0.7997	0.7968
R1	0.7979	0.7979	0.7964	0.7988
PP	0.7955	0.7955	0.7955	0.7960
S1	0.7937	0.7937	0.7956	0.7946
S2	0.7913	0.7913	0.7952
S3	0.7871	0.7895	0.7948
S4	0.7829	0.7853	0.7937

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	0.7932	0.0157	2.0%	0.0059	0.7%	18%	False	True	73,238
10	0.8088	0.7922	0.0166	2.1%	0.0058	0.7%	23%	False	False	76,533
20	0.8088	0.7842	0.0246	3.1%	0.0061	0.8%	48%	False	False	46,226
40	0.8088	0.7766	0.0323	4.1%	0.0055	0.7%	60%	False	False	23,350
60	0.8088	0.7766	0.0323	4.1%	0.0055	0.7%	60%	False	False	15,628
80	0.8088	0.7684	0.0405	5.1%	0.0052	0.7%	68%	False	False	11,752
100	0.8088	0.7476	0.0612	7.7%	0.0051	0.6%	79%	False	False	9,416

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0017
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8152
2.618	0.8083
1.618	0.8041
1.000	0.8016
0.618	0.7999
HIGH	0.7974
0.618	0.7957
0.500	0.7953
0.382	0.7948
LOW	0.7932
0.618	0.7906
1.000	0.7890
1.618	0.7864
2.618	0.7822
4.250	0.7753

Fisher Pivots for day following 24-Mar-2021
Pivot	1 day	3 day
R1	0.7958	0.7975
PP	0.7955	0.7970
S1	0.7953	0.7965

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols