CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 04-Jan-2021
Day Change Summary
Previous Current
31-Dec-2020 04-Jan-2021 Change Change % Previous Week
Open 0.7869 0.7851 -0.0018 -0.2% 0.7782
High 0.7869 0.7897 0.0028 0.3% 0.7869
Low 0.7836 0.7823 -0.0013 -0.2% 0.7775
Close 0.7836 0.7831 -0.0005 -0.1% 0.7836
Range 0.0034 0.0074 0.0040 119.4% 0.0094
ATR 0.0039 0.0042 0.0002 6.2% 0.0000
Volume 27 14 -13 -48.1% 69
Daily Pivots for day following 04-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8071 0.8024 0.7871
R3 0.7997 0.7951 0.7851
R2 0.7924 0.7924 0.7844
R1 0.7877 0.7877 0.7838 0.7864
PP 0.7850 0.7850 0.7850 0.7843
S1 0.7804 0.7804 0.7824 0.7790
S2 0.7777 0.7777 0.7818
S3 0.7703 0.7730 0.7811
S4 0.7630 0.7657 0.7791
Weekly Pivots for week ending 01-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8109 0.8066 0.7887
R3 0.8015 0.7972 0.7861
R2 0.7921 0.7921 0.7853
R1 0.7878 0.7878 0.7844 0.7899
PP 0.7827 0.7827 0.7827 0.7837
S1 0.7784 0.7784 0.7827 0.7805
S2 0.7733 0.7733 0.7818
S3 0.7639 0.7690 0.7810
S4 0.7545 0.7596 0.7784
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7897 0.7775 0.0122 1.6% 0.0038 0.5% 46% True False 16
10 0.7897 0.7729 0.0168 2.1% 0.0037 0.5% 61% True False 15
20 0.7897 0.7729 0.0168 2.1% 0.0035 0.4% 61% True False 17
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 0.0011
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8209
2.618 0.8089
1.618 0.8015
1.000 0.7970
0.618 0.7942
HIGH 0.7897
0.618 0.7868
0.500 0.7860
0.382 0.7851
LOW 0.7823
0.618 0.7778
1.000 0.7750
1.618 0.7704
2.618 0.7631
4.250 0.7511
Fisher Pivots for day following 04-Jan-2021
Pivot 1 day 3 day
R1 0.7860 0.7850
PP 0.7850 0.7844
S1 0.7841 0.7837

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

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