CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 21-Jan-2021
Day Change Summary
Previous Current
20-Jan-2021 21-Jan-2021 Change Change % Previous Week
Open 0.7880 0.7925 0.0045 0.6% 0.7812
High 0.7938 0.7941 0.0004 0.0% 0.7925
Low 0.7880 0.7912 0.0032 0.4% 0.7802
Close 0.7914 0.7923 0.0009 0.1% 0.7862
Range 0.0058 0.0029 -0.0029 -49.6% 0.0123
ATR 0.0049 0.0048 -0.0001 -2.9% 0.0000
Volume 75 20 -55 -73.3% 186
Daily Pivots for day following 21-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8012 0.7996 0.7938
R3 0.7983 0.7967 0.7930
R2 0.7954 0.7954 0.7928
R1 0.7938 0.7938 0.7925 0.7932
PP 0.7925 0.7925 0.7925 0.7922
S1 0.7909 0.7909 0.7920 0.7903
S2 0.7896 0.7896 0.7917
S3 0.7867 0.7880 0.7915
S4 0.7838 0.7851 0.7907
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 0.7941 0.7819 0.0123 1.5% 0.0048 0.6% 85% True False 31
10 0.7941 0.7802 0.0139 1.8% 0.0040 0.5% 87% True False 33
20 0.7941 0.7748 0.0194 2.4% 0.0039 0.5% 90% True False 24
40 0.7941 0.7639 0.0302 3.8% 0.0036 0.5% 94% True False 22
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.0007
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8064
2.618 0.8017
1.618 0.7988
1.000 0.7970
0.618 0.7959
HIGH 0.7941
0.618 0.7930
0.500 0.7927
0.382 0.7923
LOW 0.7912
0.618 0.7894
1.000 0.7883
1.618 0.7865
2.618 0.7836
4.250 0.7789
Fisher Pivots for day following 21-Jan-2021
Pivot 1 day 3 day
R1 0.7927 0.7908
PP 0.7925 0.7894
S1 0.7924 0.7880

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

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