CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 04-Jun-2021
Day Change Summary
Previous Current
03-Jun-2021 04-Jun-2021 Change Change % Previous Week
Open 0.8307 0.8257 -0.0050 -0.6% 0.8282
High 0.8313 0.8285 -0.0028 -0.3% 0.8328
Low 0.8250 0.8242 -0.0008 -0.1% 0.8242
Close 0.8260 0.8282 0.0022 0.3% 0.8282
Range 0.0063 0.0043 -0.0020 -32.0% 0.0086
ATR 0.0052 0.0051 -0.0001 -1.3% 0.0000
Volume 70,793 74,791 3,998 5.6% 295,145
Daily Pivots for day following 04-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.8397 0.8382 0.8305
R3 0.8354 0.8339 0.8293
R2 0.8312 0.8312 0.8289
R1 0.8297 0.8297 0.8285 0.8304
PP 0.8269 0.8269 0.8269 0.8273
S1 0.8254 0.8254 0.8278 0.8262
S2 0.8227 0.8227 0.8274
S3 0.8184 0.8212 0.8270
S4 0.8142 0.8169 0.8258
Weekly Pivots for week ending 04-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.8542 0.8498 0.8329
R3 0.8456 0.8412 0.8305
R2 0.8370 0.8370 0.8297
R1 0.8326 0.8326 0.8289 0.8305
PP 0.8284 0.8284 0.8284 0.8273
S1 0.8240 0.8240 0.8274 0.8219
S2 0.8198 0.8198 0.8266
S3 0.8112 0.8154 0.8258
S4 0.8026 0.8068 0.8234
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8328 0.8242 0.0086 1.0% 0.0049 0.6% 46% False True 72,141
10 0.8328 0.8235 0.0093 1.1% 0.0047 0.6% 50% False False 66,919
20 0.8328 0.8195 0.0133 1.6% 0.0051 0.6% 65% False False 70,997
40 0.8328 0.7904 0.0425 5.1% 0.0052 0.6% 89% False False 72,556
60 0.8328 0.7904 0.0425 5.1% 0.0052 0.6% 89% False False 71,305
80 0.8328 0.7836 0.0492 5.9% 0.0053 0.6% 91% False False 55,559
100 0.8328 0.7766 0.0563 6.8% 0.0053 0.6% 92% False False 44,495
120 0.8328 0.7723 0.0605 7.3% 0.0053 0.6% 92% False False 37,095
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.0013
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8465
2.618 0.8396
1.618 0.8353
1.000 0.8327
0.618 0.8311
HIGH 0.8285
0.618 0.8268
0.500 0.8263
0.382 0.8258
LOW 0.8242
0.618 0.8216
1.000 0.8200
1.618 0.8173
2.618 0.8131
4.250 0.8061
Fisher Pivots for day following 04-Jun-2021
Pivot 1 day 3 day
R1 0.8275 0.8280
PP 0.8269 0.8279
S1 0.8263 0.8278

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

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