CME Canadian Dollar Future June 2021

Trading Metrics calculated at close of trading on 01-Jun-2021

Day Change Summary
	Previous	Current
	28-May-2021	01-Jun-2021	Change	Change %	Previous Week
Open	0.8286	0.8282	-0.0004	0.0%	0.8290
High	0.8290	0.8328	0.0039	0.5%	0.8313
Low	0.8250	0.8270	0.0020	0.2%	0.8235
Close	0.8274	0.8293	0.0019	0.2%	0.8274
Range	0.0040	0.0059	0.0019	48.1%	0.0078
ATR	0.0051	0.0052	0.0001	1.0%	0.0000
Volume	65,560	101,931	36,371	55.5%	303,052

Daily Pivots for day following 01-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8472	0.8441	0.8325
R3	0.8414	0.8383	0.8309
R2	0.8355	0.8355	0.8304
R1	0.8324	0.8324	0.8298	0.8340
PP	0.8297	0.8297	0.8297	0.8305
S1	0.8266	0.8266	0.8288	0.8281
S2	0.8238	0.8238	0.8282
S3	0.8180	0.8207	0.8277
S4	0.8121	0.8149	0.8261

Weekly Pivots for week ending 28-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8508	0.8469	0.8317
R3	0.8430	0.8391	0.8295
R2	0.8352	0.8352	0.8288
R1	0.8313	0.8313	0.8281	0.8294
PP	0.8274	0.8274	0.8274	0.8264
S1	0.8235	0.8235	0.8267	0.8216
S2	0.8196	0.8196	0.8260
S3	0.8118	0.8157	0.8253
S4	0.8040	0.8079	0.8231

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8328	0.8235	0.0093	1.1%	0.0050	0.6%	62%	True	False	71,883
10	0.8328	0.8234	0.0094	1.1%	0.0050	0.6%	63%	True	False	70,022
20	0.8328	0.8096	0.0233	2.8%	0.0053	0.6%	85%	True	False	72,259
40	0.8328	0.7904	0.0425	5.1%	0.0052	0.6%	92%	True	False	72,183
60	0.8328	0.7875	0.0453	5.5%	0.0052	0.6%	92%	True	False	70,333
80	0.8328	0.7795	0.0534	6.4%	0.0052	0.6%	93%	True	False	53,153
100	0.8328	0.7766	0.0563	6.8%	0.0053	0.6%	94%	True	False	42,567
120	0.8328	0.7723	0.0605	7.3%	0.0053	0.6%	94%	True	False	35,492

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8577
2.618	0.8481
1.618	0.8423
1.000	0.8387
0.618	0.8364
HIGH	0.8328
0.618	0.8306
0.500	0.8299
0.382	0.8292
LOW	0.8270
0.618	0.8233
1.000	0.8211
1.618	0.8175
2.618	0.8116
4.250	0.8021

Fisher Pivots for day following 01-Jun-2021
Pivot	1 day	3 day
R1	0.8299	0.8289
PP	0.8297	0.8285
S1	0.8295	0.8282

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