CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 14-Jan-2021
Day Change Summary
Previous Current
13-Jan-2021 14-Jan-2021 Change Change % Previous Week
Open 0.7881 0.7891 0.0011 0.1% 0.7851
High 0.7889 0.7925 0.0036 0.4% 0.7919
Low 0.7851 0.7879 0.0028 0.4% 0.7823
Close 0.7880 0.7919 0.0039 0.5% 0.7871
Range 0.0038 0.0046 0.0008 21.1% 0.0096
ATR 0.0044 0.0044 0.0000 0.3% 0.0000
Volume 49 21 -28 -57.1% 91
Daily Pivots for day following 14-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8045 0.8028 0.7944
R3 0.7999 0.7982 0.7931
R2 0.7953 0.7953 0.7927
R1 0.7936 0.7936 0.7923 0.7945
PP 0.7907 0.7907 0.7907 0.7912
S1 0.7890 0.7890 0.7914 0.7899
S2 0.7861 0.7861 0.7910
S3 0.7815 0.7844 0.7906
S4 0.7769 0.7798 0.7893
Weekly Pivots for week ending 08-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8157 0.8109 0.7923
R3 0.8062 0.8014 0.7897
R2 0.7966 0.7966 0.7888
R1 0.7918 0.7918 0.7879 0.7942
PP 0.7871 0.7871 0.7871 0.7883
S1 0.7823 0.7823 0.7862 0.7847
S2 0.7775 0.7775 0.7853
S3 0.7680 0.7727 0.7844
S4 0.7584 0.7632 0.7818
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7925 0.7802 0.0123 1.5% 0.0035 0.4% 95% True False 38
10 0.7925 0.7802 0.0123 1.5% 0.0043 0.5% 95% True False 27
20 0.7925 0.7729 0.0196 2.5% 0.0037 0.5% 97% True False 20
40 0.7925 0.7631 0.0294 3.7% 0.0034 0.4% 98% True False 20
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8120
2.618 0.8045
1.618 0.7999
1.000 0.7971
0.618 0.7953
HIGH 0.7925
0.618 0.7907
0.500 0.7902
0.382 0.7896
LOW 0.7879
0.618 0.7850
1.000 0.7833
1.618 0.7804
2.618 0.7758
4.250 0.7683
Fisher Pivots for day following 14-Jan-2021
Pivot 1 day 3 day
R1 0.7913 0.7908
PP 0.7907 0.7898
S1 0.7902 0.7888

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

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