CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 06-Apr-2021

6CU21 began trading on 11/09/2020 and has 101 trading days of price history. Some sections of this page appear only once enough data has accumulated.

We anticipate that we'll have enough data to calculate stats around 05/03/2021.

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

NEUTRAL(+0.06)

Moving Averages

Buy

+0.20

Oscillators

Buy

+0.11

Price Levels

Sell

-0.50

Trend

Neutral

0.00

Relative Volume (20d): 0.26x

ATR(14) %: 0.6%

20-Day Historical Volatility: 0.1%

Day Change Summary (OHLC)

	Previous	Current
Metric	05-Apr-2021	06-Apr-2021	Change	Change %	Previous Week
Open	0.7950	0.7989	0.0039	0.5%	0.7939
High	0.8000	0.7990	-0.0010	-0.1%	0.7976
Low	0.7942	0.7949	0.0008	0.1%	0.7909
Close	0.7986	0.7952	-0.0034	-0.4%	0.7971
Range	0.0058	0.0041	-0.0017	-29.3%	0.0067
ATR(14)	0.0050	0.0049	-0.0001	-1.3%	0.0049
Volume	73	20	-53	-72.6%	361

Multi-Period Performance

1-Month (21d)

0.7%

3-Month (63d)

1.5%

6-Month (126d)

—

1-Year (252d)

—

Year-To-Date (YTD)

1.5%

52-Week Range

52W Low: 0.7600 (4.6%)

Position (72%)

52W High: 0.8087 (1.7%)

Daily Pivots for day following 06-Apr-2021

Level	Classic	Woodie	Camarilla	DeMark
R4	0.8087	0.8060	0.7974
R3	0.8046	0.8019	0.7963
R2	0.8005	0.8005	0.7959
R1	0.7978	0.7978	0.7955	0.7971
PP	0.7964	0.7964	0.7964	0.7960
S1	0.7937	0.7937	0.7948	0.7930
S2	0.7923	0.7923	0.7944
S3	0.7882	0.7896	0.7940
S4	0.7841	0.7855	0.7929

Weekly Pivots for week ending 02-Apr-2021

Level	Classic	Woodie	Camarilla	DeMark
R4	0.8151	0.8127	0.8007
R3	0.8085	0.8061	0.7989
R2	0.8018	0.8018	0.7983
R1	0.7994	0.7994	0.7977	0.8006
PP	0.7952	0.7952	0.7952	0.7958
S1	0.7928	0.7928	0.7964	0.7940
S2	0.7885	0.7885	0.7958
S3	0.7819	0.7861	0.7952
S4	0.7752	0.7795	0.7934

Fisher Pivots for day following 06-Apr-2021

Pivot	1 Day	3 Day
R1	0.7970	0.7968
PP	0.7964	0.7963
S1	0.7958	0.7957

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	0.8164
2.618	0.8097
1.618	0.8056
1.000	0.8031
0.618	0.8015
HIGH	0.7990
0.618	0.7974
0.500	0.7970
0.382	0.7965
LOW	0.7949
0.618	0.7924
1.000	0.7908
1.618	0.7883
2.618	0.7842
4.250	0.7775

20-Day Swing Fibonacci Retracements

Swing Level	Price Level
23.6%	0.7972
38.2%	0.7901
50.0%	0.7843
61.8%	0.7786
78.6%	0.7704

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

Period	SMA Value	Distance (Pts)	Distance (%)	Signal
5-Day SMA	0.7956	-0.0005	-0.1%	Below
10-Day SMA	0.7951	0.0001	0.0%	Above
20-Day SMA	0.7972	-0.0021	-0.3%	Below
50-Day SMA	0.7914	0.0037	0.5%	Above
100-Day SMA	0.7852	0.0100	1.3%	Above
200-Day SMA	Insufficient data

Bollinger Bands (20, 2):

Upper: 0.8051

Middle: 0.7972

Lower: 0.7893

Bandwidth: 2.0%

Ichimoku Kinko Hyo:

Tenkan-sen: 0.7954

Kijun-sen: 0.7970

Span A: 0.7962

Span B: 0.7927

Chikou Span: 0.7868

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

50.32

Neutral 30–70

MACD (12, 26, 9)

Bearish Cross

0.00

Signal: 0.00 · Hist: -0.00

Stochastic (14, 3)

Neutral

%K: 23.94

%D: 33.90

StochRSI (14)

Neutral

%K: 33.73

%D: 30.28

ADX (14) & Trend

Neutral

13.77

+DI: 19.33 · -DI: 15.00

CCI (20)

Neutral

-15.41

Range -100 to +100

Williams %R (14)

Neutral

-76.06

Range -100 to 0

Ultimate Oscillator

Neutral

51.67

Periods: 7, 14, 28

ROC (12)

Bullish

-0.54%

12-period Rate of Change

Elder Bull/Bear (13)

Bulls Control

0.00

Bull: 0.00 · Bear: -0.00

Crabel Price Patterns

Pattern	Signal / Value
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 2 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8000	0.7909	0.0091	1.1%	0.0046	0.6%	47%	False	False	84
10	0.8000	0.7909	0.0091	1.1%	0.0042	0.5%	47%	False	False	76
20	0.8087	0.7886	0.0201	2.5%	0.0048	0.6%	33%	False	False	77
40	0.8087	0.7826	0.0261	3.3%	0.0048	0.6%	48%	False	False	62
60	0.8087	0.7767	0.0320	4.0%	0.0047	0.6%	58%	False	False	55
80	0.8087	0.7729	0.0358	4.5%	0.0045	0.6%	62%	False	False	46
100	0.8087	0.7600	0.0487	6.1%	0.0042	0.5%	72%	False	False	39

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