CME Canadian Dollar Future June 2021


Trading Metrics calculated at close of trading on 15-Apr-2021
Day Change Summary
Previous Current
14-Apr-2021 15-Apr-2021 Change Change % Previous Week
Open 0.7980 0.7989 0.0009 0.1% 0.7945
High 0.8002 0.8016 0.0015 0.2% 0.8000
Low 0.7952 0.7964 0.0012 0.1% 0.7916
Close 0.7985 0.7977 -0.0009 -0.1% 0.7984
Range 0.0050 0.0053 0.0003 6.1% 0.0084
ATR 0.0051 0.0051 0.0000 0.2% 0.0000
Volume 71,550 66,900 -4,650 -6.5% 289,742
Daily Pivots for day following 15-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.8143 0.8112 0.8005
R3 0.8090 0.8060 0.7991
R2 0.8038 0.8038 0.7986
R1 0.8007 0.8007 0.7981 0.7996
PP 0.7985 0.7985 0.7985 0.7980
S1 0.7955 0.7955 0.7972 0.7944
S2 0.7933 0.7933 0.7967
S3 0.7880 0.7902 0.7962
S4 0.7828 0.7850 0.7948
Weekly Pivots for week ending 09-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.8218 0.8185 0.8030
R3 0.8134 0.8101 0.8007
R2 0.8050 0.8050 0.7999
R1 0.8017 0.8017 0.7991 0.8034
PP 0.7966 0.7966 0.7966 0.7975
S1 0.7933 0.7933 0.7976 0.7950
S2 0.7882 0.7882 0.7968
S3 0.7798 0.7849 0.7960
S4 0.7714 0.7765 0.7937
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8016 0.7911 0.0106 1.3% 0.0052 0.7% 63% True False 65,987
10 0.8016 0.7911 0.0106 1.3% 0.0049 0.6% 63% True False 61,797
20 0.8088 0.7908 0.0180 2.3% 0.0050 0.6% 38% False False 65,342
40 0.8088 0.7842 0.0246 3.1% 0.0054 0.7% 55% False False 46,777
60 0.8088 0.7766 0.0323 4.0% 0.0053 0.7% 65% False False 31,268
80 0.8088 0.7723 0.0365 4.6% 0.0053 0.7% 69% False False 23,484
100 0.8088 0.7626 0.0463 5.8% 0.0051 0.6% 76% False False 18,811
120 0.8088 0.7476 0.0612 7.7% 0.0050 0.6% 82% False False 15,688
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 0.8239
2.618 0.8153
1.618 0.8101
1.000 0.8069
0.618 0.8048
HIGH 0.8016
0.618 0.7996
0.500 0.7990
0.382 0.7984
LOW 0.7964
0.618 0.7931
1.000 0.7911
1.618 0.7879
2.618 0.7826
4.250 0.7740
Fisher Pivots for day following 15-Apr-2021
Pivot 1 day 3 day
R1 0.7990 0.7972
PP 0.7985 0.7968
S1 0.7981 0.7963

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

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