CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 03-Jun-2021
Day Change Summary
Previous Current
02-Jun-2021 03-Jun-2021 Change Change % Previous Week
Open 0.8280 0.8278 -0.0003 0.0% 0.8283
High 0.8310 0.8311 0.0001 0.0% 0.8311
Low 0.8270 0.8250 -0.0020 -0.2% 0.8236
Close 0.8307 0.8259 -0.0048 -0.6% 0.8272
Range 0.0041 0.0061 0.0020 49.4% 0.0075
ATR 0.0047 0.0048 0.0001 2.1% 0.0000
Volume 184 134 -50 -27.2% 848
Daily Pivots for day following 03-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.8455 0.8417 0.8292
R3 0.8394 0.8357 0.8276
R2 0.8334 0.8334 0.8270
R1 0.8296 0.8296 0.8265 0.8285
PP 0.8273 0.8273 0.8273 0.8267
S1 0.8236 0.8236 0.8253 0.8224
S2 0.8213 0.8213 0.8248
S3 0.8152 0.8175 0.8242
S4 0.8092 0.8115 0.8226
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% 0.0049 0.6% 26% False False 224
10 0.8324 0.8235 0.0089 1.1% 0.0046 0.6% 28% False False 134
20 0.8324 0.8140 0.0184 2.2% 0.0049 0.6% 65% False False 98
40 0.8324 0.7906 0.0418 5.1% 0.0046 0.6% 85% False False 75
60 0.8324 0.7886 0.0438 5.3% 0.0046 0.6% 85% False False 67
80 0.8324 0.7840 0.0484 5.9% 0.0046 0.6% 87% False False 68
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.8568
2.618 0.8469
1.618 0.8408
1.000 0.8371
0.618 0.8348
HIGH 0.8311
0.618 0.8287
0.500 0.8280
0.382 0.8273
LOW 0.8250
0.618 0.8213
1.000 0.8190
1.618 0.8152
2.618 0.8092
4.250 0.7993
Fisher Pivots for day following 03-Jun-2021
Pivot 1 day 3 day
R1 0.8280 0.8287
PP 0.8273 0.8278
S1 0.8266 0.8268

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

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