CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 11-May-2021
Day Change Summary
Previous Current
10-May-2021 11-May-2021 Change Change % Previous Week
Open 0.8244 0.8262 0.0018 0.2% 0.8141
High 0.8280 0.8280 0.0001 0.0% 0.8248
Low 0.8244 0.8247 0.0004 0.0% 0.8096
Close 0.8266 0.8272 0.0006 0.1% 0.8237
Range 0.0036 0.0033 -0.0003 -8.3% 0.0153
ATR 0.0052 0.0051 -0.0001 -2.6% 0.0000
Volume 68,273 76,577 8,304 12.2% 363,801
Daily Pivots for day following 11-May-2021
Classic Woodie Camarilla DeMark
R4 0.8365 0.8351 0.8290
R3 0.8332 0.8318 0.8281
R2 0.8299 0.8299 0.8278
R1 0.8285 0.8285 0.8275 0.8292
PP 0.8266 0.8266 0.8266 0.8270
S1 0.8252 0.8252 0.8268 0.8259
S2 0.8233 0.8233 0.8265
S3 0.8200 0.8219 0.8262
S4 0.8167 0.8186 0.8253
Weekly Pivots for week ending 07-May-2021
Classic Woodie Camarilla DeMark
R4 0.8651 0.8597 0.8321
R3 0.8499 0.8444 0.8279
R2 0.8346 0.8346 0.8265
R1 0.8292 0.8292 0.8251 0.8319
PP 0.8194 0.8194 0.8194 0.8207
S1 0.8139 0.8139 0.8223 0.8166
S2 0.8041 0.8041 0.8209
S3 0.7889 0.7987 0.8195
S4 0.7736 0.7834 0.8153
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8280 0.8125 0.0155 1.9% 0.0051 0.6% 95% True False 71,292
10 0.8280 0.8054 0.0227 2.7% 0.0048 0.6% 96% True False 77,967
20 0.8280 0.7904 0.0377 4.6% 0.0052 0.6% 98% True False 75,783
40 0.8280 0.7904 0.0377 4.6% 0.0051 0.6% 98% True False 70,428
60 0.8280 0.7842 0.0438 5.3% 0.0054 0.6% 98% True False 54,154
80 0.8280 0.7766 0.0515 6.2% 0.0053 0.6% 98% True False 40,676
100 0.8280 0.7723 0.0557 6.7% 0.0053 0.6% 98% True False 32,560
120 0.8280 0.7626 0.0655 7.9% 0.0051 0.6% 99% True False 27,154
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8420
2.618 0.8366
1.618 0.8333
1.000 0.8313
0.618 0.8300
HIGH 0.8280
0.618 0.8267
0.500 0.8264
0.382 0.8260
LOW 0.8247
0.618 0.8227
1.000 0.8214
1.618 0.8194
2.618 0.8161
4.250 0.8107
Fisher Pivots for day following 11-May-2021
Pivot 1 day 3 day
R1 0.8269 0.8261
PP 0.8266 0.8251
S1 0.8264 0.8241

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

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