CME Canadian Dollar Future December 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 0.8252 0.8300 0.0048 0.6% 0.8283
High 0.8286 0.8324 0.0038 0.5% 0.8311
Low 0.8249 0.8269 0.0020 0.2% 0.8236
Close 0.8272 0.8292 0.0020 0.2% 0.8272
Range 0.0037 0.0055 0.0018 49.3% 0.0075
ATR 0.0047 0.0048 0.0001 1.1% 0.0000
Volume 672 48 -624 -92.9% 848
Daily Pivots for day following 01-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.8458 0.8430 0.8322
R3 0.8404 0.8375 0.8307
R2 0.8349 0.8349 0.8302
R1 0.8321 0.8321 0.8297 0.8308
PP 0.8295 0.8295 0.8295 0.8288
S1 0.8266 0.8266 0.8287 0.8253
S2 0.8240 0.8240 0.8282
S3 0.8186 0.8212 0.8277
S4 0.8131 0.8157 0.8262
Weekly Pivots for week ending 28-May-2021
Classic Woodie Camarilla DeMark
R4 0.8496 0.8459 0.8313
R3 0.8422 0.8384 0.8292
R2 0.8347 0.8347 0.8286
R1 0.8310 0.8310 0.8279 0.8291
PP 0.8273 0.8273 0.8273 0.8264
S1 0.8235 0.8235 0.8265 0.8217
S2 0.8198 0.8198 0.8258
S3 0.8124 0.8161 0.8252
S4 0.8049 0.8086 0.8231
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8324 0.8236 0.0088 1.1% 0.0046 0.6% 64% True False 175
10 0.8324 0.8235 0.0089 1.1% 0.0046 0.6% 65% True False 108
20 0.8324 0.8098 0.0226 2.7% 0.0048 0.6% 86% True False 96
40 0.8324 0.7906 0.0418 5.0% 0.0046 0.6% 92% True False 67
60 0.8324 0.7874 0.0450 5.4% 0.0045 0.5% 93% True False 65
80 0.8324 0.7815 0.0509 6.1% 0.0045 0.5% 94% True False 65
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 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8555
2.618 0.8466
1.618 0.8412
1.000 0.8378
0.618 0.8357
HIGH 0.8324
0.618 0.8303
0.500 0.8296
0.382 0.8290
LOW 0.8269
0.618 0.8235
1.000 0.8215
1.618 0.8181
2.618 0.8126
4.250 0.8037
Fisher Pivots for day following 01-Jun-2021
Pivot 1 day 3 day
R1 0.8296 0.8288
PP 0.8295 0.8284
S1 0.8293 0.8280

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

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