CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 15-Jan-2021
Day Change Summary
Previous Current
14-Jan-2021 15-Jan-2021 Change Change % Previous Week
Open 0.7891 0.7900 0.0009 0.1% 0.7812
High 0.7925 0.7900 -0.0025 -0.3% 0.7925
Low 0.7879 0.7840 -0.0039 -0.5% 0.7802
Close 0.7919 0.7862 -0.0057 -0.7% 0.7862
Range 0.0046 0.0061 0.0015 31.5% 0.0123
ATR 0.0044 0.0047 0.0002 5.6% 0.0000
Volume 21 33 12 57.1% 186
Daily Pivots for day following 15-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8049 0.8016 0.7895
R3 0.7988 0.7955 0.7878
R2 0.7928 0.7928 0.7873
R1 0.7895 0.7895 0.7867 0.7881
PP 0.7867 0.7867 0.7867 0.7860
S1 0.7834 0.7834 0.7856 0.7820
S2 0.7807 0.7807 0.7850
S3 0.7746 0.7774 0.7845
S4 0.7686 0.7713 0.7828
Weekly Pivots for week ending 15-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8230 0.8168 0.7929
R3 0.8108 0.8046 0.7895
R2 0.7985 0.7985 0.7884
R1 0.7923 0.7923 0.7873 0.7954
PP 0.7863 0.7863 0.7863 0.7878
S1 0.7801 0.7801 0.7850 0.7832
S2 0.7740 0.7740 0.7839
S3 0.7618 0.7678 0.7828
S4 0.7495 0.7556 0.7794
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 1.6% 0.0039 0.5% 49% False False 37
10 0.7925 0.7802 0.0123 1.6% 0.0045 0.6% 49% False False 27
20 0.7925 0.7729 0.0196 2.5% 0.0039 0.5% 68% False False 21
40 0.7925 0.7631 0.0294 3.7% 0.0035 0.4% 79% False False 20
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8157
2.618 0.8058
1.618 0.7998
1.000 0.7961
0.618 0.7937
HIGH 0.7900
0.618 0.7877
0.500 0.7870
0.382 0.7863
LOW 0.7840
0.618 0.7802
1.000 0.7779
1.618 0.7742
2.618 0.7681
4.250 0.7582
Fisher Pivots for day following 15-Jan-2021
Pivot 1 day 3 day
R1 0.7870 0.7882
PP 0.7867 0.7875
S1 0.7864 0.7868

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.