CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 05-Feb-2021
Day Change Summary
Previous Current
04-Feb-2021 05-Feb-2021 Change Change % Previous Week
Open 0.7828 0.7811 -0.0017 -0.2% 0.7817
High 0.7828 0.7833 0.0005 0.1% 0.7837
Low 0.7789 0.7811 0.0022 0.3% 0.7774
Close 0.7795 0.7833 0.0039 0.5% 0.7833
Range 0.0039 0.0022 -0.0017 -43.6% 0.0063
ATR 0.0051 0.0050 -0.0001 -1.8% 0.0000
Volume 11 60 49 445.5% 159
Daily Pivots for day following 05-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.7892 0.7884 0.7845
R3 0.7870 0.7862 0.7839
R2 0.7848 0.7848 0.7837
R1 0.7840 0.7840 0.7835 0.7844
PP 0.7826 0.7826 0.7826 0.7828
S1 0.7818 0.7818 0.7831 0.7822
S2 0.7804 0.7804 0.7829
S3 0.7782 0.7796 0.7827
S4 0.7760 0.7774 0.7821
Weekly Pivots for week ending 05-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.8002 0.7980 0.7867
R3 0.7940 0.7918 0.7850
R2 0.7877 0.7877 0.7844
R1 0.7855 0.7855 0.7839 0.7866
PP 0.7815 0.7815 0.7815 0.7820
S1 0.7793 0.7793 0.7827 0.7804
S2 0.7752 0.7752 0.7822
S3 0.7690 0.7730 0.7816
S4 0.7627 0.7668 0.7799
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7837 0.7774 0.0063 0.8% 0.0040 0.5% 94% False False 31
10 0.7885 0.7767 0.0118 1.5% 0.0052 0.7% 56% False False 41
20 0.7941 0.7767 0.0175 2.2% 0.0046 0.6% 38% False False 41
40 0.7941 0.7729 0.0212 2.7% 0.0042 0.5% 49% False False 29
60 0.7941 0.7600 0.0341 4.4% 0.0037 0.5% 68% False False 24
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 0.7927
2.618 0.7891
1.618 0.7869
1.000 0.7855
0.618 0.7847
HIGH 0.7833
0.618 0.7825
0.500 0.7822
0.382 0.7819
LOW 0.7811
0.618 0.7797
1.000 0.7789
1.618 0.7775
2.618 0.7753
4.250 0.7718
Fisher Pivots for day following 05-Feb-2021
Pivot 1 day 3 day
R1 0.7829 0.7826
PP 0.7826 0.7819
S1 0.7822 0.7812

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

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