CME Canadian Dollar Future June 2021

Trading Metrics calculated at close of trading on 14-Jun-2021

Day Change Summary
	Previous	Current
	11-Jun-2021	14-Jun-2021	Change	Change %	Previous Week
Open	0.8270	0.8221	-0.0049	-0.6%	0.8282
High	0.8278	0.8245	-0.0033	-0.4%	0.8294
Low	0.8212	0.8216	0.0004	0.0%	0.8212
Close	0.8219	0.8234	0.0015	0.2%	0.8219
Range	0.0066	0.0030	-0.0037	-55.3%	0.0082
ATR	0.0049	0.0047	-0.0001	-2.8%	0.0000
Volume	45,797	4,687	-41,110	-89.8%	433,860

Daily Pivots for day following 14-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8320	0.8306	0.8250
R3	0.8290	0.8277	0.8242
R2	0.8261	0.8261	0.8239
R1	0.8247	0.8247	0.8236	0.8254
PP	0.8231	0.8231	0.8231	0.8235
S1	0.8218	0.8218	0.8231	0.8225
S2	0.8202	0.8202	0.8228
S3	0.8172	0.8188	0.8225
S4	0.8143	0.8159	0.8217

Weekly Pivots for week ending 11-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8487	0.8435	0.8264
R3	0.8405	0.8353	0.8241
R2	0.8323	0.8323	0.8234
R1	0.8271	0.8271	0.8226	0.8256
PP	0.8241	0.8241	0.8241	0.8234
S1	0.8189	0.8189	0.8211	0.8174
S2	0.8159	0.8159	0.8203
S3	0.8077	0.8107	0.8196
S4	0.7995	0.8025	0.8173

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8293	0.8212	0.0082	1.0%	0.0041	0.5%	27%	False	False	77,721
10	0.8328	0.8212	0.0117	1.4%	0.0045	0.5%	19%	False	False	73,369
20	0.8328	0.8212	0.0117	1.4%	0.0047	0.6%	19%	False	False	69,253
40	0.8328	0.7904	0.0425	5.2%	0.0051	0.6%	78%	False	False	73,852
60	0.8328	0.7904	0.0425	5.2%	0.0050	0.6%	78%	False	False	70,306
80	0.8328	0.7842	0.0486	5.9%	0.0053	0.6%	81%	False	False	61,022
100	0.8328	0.7766	0.0563	6.8%	0.0052	0.6%	83%	False	False	48,865
120	0.8328	0.7723	0.0605	7.3%	0.0052	0.6%	84%	False	False	40,746

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 33 trading days

Fibonacci Retracements and Extensions
4.250	0.8370
2.618	0.8322
1.618	0.8293
1.000	0.8275
0.618	0.8263
HIGH	0.8245
0.618	0.8234
0.500	0.8230
0.382	0.8227
LOW	0.8216
0.618	0.8197
1.000	0.8186
1.618	0.8168
2.618	0.8138
4.250	0.8090

Fisher Pivots for day following 14-Jun-2021
Pivot	1 day	3 day
R1	0.8232	0.8248
PP	0.8231	0.8243
S1	0.8230	0.8238

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