CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 20-Jan-2021
Day Change Summary
Previous Current
19-Jan-2021 20-Jan-2021 Change Change % Previous Week
Open 0.7827 0.7880 0.0053 0.7% 0.7812
High 0.7865 0.7938 0.0073 0.9% 0.7925
Low 0.7819 0.7880 0.0062 0.8% 0.7802
Close 0.7859 0.7914 0.0055 0.7% 0.7862
Range 0.0047 0.0058 0.0011 23.7% 0.0123
ATR 0.0047 0.0049 0.0002 4.9% 0.0000
Volume 9 75 66 733.3% 186
Daily Pivots for day following 20-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8083 0.8056 0.7946
R3 0.8026 0.7999 0.7930
R2 0.7968 0.7968 0.7925
R1 0.7941 0.7941 0.7919 0.7955
PP 0.7911 0.7911 0.7911 0.7917
S1 0.7884 0.7884 0.7909 0.7897
S2 0.7853 0.7853 0.7903
S3 0.7796 0.7826 0.7898
S4 0.7738 0.7769 0.7882
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 0.7938 0.7819 0.0119 1.5% 0.0050 0.6% 80% True False 37
10 0.7938 0.7802 0.0136 1.7% 0.0042 0.5% 83% True False 31
20 0.7938 0.7729 0.0209 2.6% 0.0041 0.5% 89% True False 24
40 0.7938 0.7639 0.0299 3.8% 0.0036 0.5% 92% True False 22
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8182
2.618 0.8088
1.618 0.8031
1.000 0.7995
0.618 0.7973
HIGH 0.7938
0.618 0.7916
0.500 0.7909
0.382 0.7902
LOW 0.7880
0.618 0.7844
1.000 0.7823
1.618 0.7787
2.618 0.7729
4.250 0.7636
Fisher Pivots for day following 20-Jan-2021
Pivot 1 day 3 day
R1 0.7912 0.7902
PP 0.7911 0.7890
S1 0.7909 0.7878

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

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