CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 21-May-2021
Day Change Summary
Previous Current
20-May-2021 21-May-2021 Change Change % Previous Week
Open 0.8245 0.8293 0.0048 0.6% 0.8260
High 0.8299 0.8314 0.0015 0.2% 0.8325
Low 0.8234 0.8268 0.0034 0.4% 0.8234
Close 0.8292 0.8290 -0.0003 0.0% 0.8290
Range 0.0065 0.0046 -0.0019 -29.2% 0.0091
ATR 0.0055 0.0054 -0.0001 -1.1% 0.0000
Volume 68,428 70,998 2,570 3.8% 348,335
Daily Pivots for day following 21-May-2021
Classic Woodie Camarilla DeMark
R4 0.8429 0.8405 0.8315
R3 0.8383 0.8359 0.8302
R2 0.8337 0.8337 0.8298
R1 0.8313 0.8313 0.8294 0.8302
PP 0.8291 0.8291 0.8291 0.8285
S1 0.8267 0.8267 0.8285 0.8256
S2 0.8245 0.8245 0.8281
S3 0.8199 0.8221 0.8277
S4 0.8153 0.8175 0.8264
Weekly Pivots for week ending 21-May-2021
Classic Woodie Camarilla DeMark
R4 0.8554 0.8512 0.8339
R3 0.8464 0.8422 0.8314
R2 0.8373 0.8373 0.8306
R1 0.8331 0.8331 0.8298 0.8352
PP 0.8283 0.8283 0.8283 0.8293
S1 0.8241 0.8241 0.8281 0.8262
S2 0.8192 0.8192 0.8273
S3 0.8102 0.8150 0.8265
S4 0.8011 0.8060 0.8240
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8325 0.8234 0.0091 1.1% 0.0054 0.7% 61% False False 69,667
10 0.8325 0.8195 0.0130 1.6% 0.0054 0.6% 73% False False 74,174
20 0.8325 0.8007 0.0318 3.8% 0.0052 0.6% 89% False False 75,300
40 0.8325 0.7904 0.0421 5.1% 0.0052 0.6% 92% False False 70,901
60 0.8325 0.7842 0.0483 5.8% 0.0054 0.7% 93% False False 63,946
80 0.8325 0.7766 0.0559 6.7% 0.0053 0.6% 94% False False 48,106
100 0.8325 0.7766 0.0559 6.7% 0.0054 0.7% 94% False False 38,523
120 0.8325 0.7697 0.0628 7.6% 0.0052 0.6% 94% False False 32,123
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8510
2.618 0.8434
1.618 0.8388
1.000 0.8360
0.618 0.8342
HIGH 0.8314
0.618 0.8296
0.500 0.8291
0.382 0.8286
LOW 0.8268
0.618 0.8240
1.000 0.8222
1.618 0.8194
2.618 0.8148
4.250 0.8073
Fisher Pivots for day following 21-May-2021
Pivot 1 day 3 day
R1 0.8291 0.8284
PP 0.8291 0.8279
S1 0.8290 0.8274

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

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