CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 22-Jan-2021
Day Change Summary
Previous Current
21-Jan-2021 22-Jan-2021 Change Change % Previous Week
Open 0.7925 0.7874 -0.0051 -0.6% 0.7827
High 0.7941 0.7888 -0.0053 -0.7% 0.7941
Low 0.7912 0.7855 -0.0058 -0.7% 0.7819
Close 0.7923 0.7862 -0.0061 -0.8% 0.7862
Range 0.0029 0.0034 0.0005 15.5% 0.0123
ATR 0.0048 0.0049 0.0001 3.1% 0.0000
Volume 20 84 64 320.0% 188
Daily Pivots for day following 22-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.7969 0.7949 0.7880
R3 0.7935 0.7915 0.7871
R2 0.7902 0.7902 0.7868
R1 0.7882 0.7882 0.7865 0.7875
PP 0.7868 0.7868 0.7868 0.7865
S1 0.7848 0.7848 0.7858 0.7841
S2 0.7835 0.7835 0.7855
S3 0.7801 0.7815 0.7852
S4 0.7768 0.7781 0.7843
Weekly Pivots for week ending 22-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8241 0.8174 0.7929
R3 0.8119 0.8051 0.7895
R2 0.7996 0.7996 0.7884
R1 0.7929 0.7929 0.7873 0.7963
PP 0.7874 0.7874 0.7874 0.7891
S1 0.7806 0.7806 0.7850 0.7840
S2 0.7751 0.7751 0.7839
S3 0.7629 0.7684 0.7828
S4 0.7506 0.7561 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 1.6% 0.0045 0.6% 35% False False 44
10 0.7941 0.7802 0.0139 1.8% 0.0040 0.5% 43% False False 41
20 0.7941 0.7756 0.0185 2.4% 0.0039 0.5% 57% False False 27
40 0.7941 0.7655 0.0287 3.6% 0.0036 0.5% 72% False False 24
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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8030
2.618 0.7976
1.618 0.7942
1.000 0.7922
0.618 0.7909
HIGH 0.7888
0.618 0.7875
0.500 0.7871
0.382 0.7867
LOW 0.7855
0.618 0.7834
1.000 0.7821
1.618 0.7800
2.618 0.7767
4.250 0.7712
Fisher Pivots for day following 22-Jan-2021
Pivot 1 day 3 day
R1 0.7871 0.7898
PP 0.7868 0.7886
S1 0.7865 0.7874

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

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