CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 12-Feb-2021
Day Change Summary
Previous Current
11-Feb-2021 12-Feb-2021 Change Change % Previous Week
Open 0.7890 0.7858 -0.0032 -0.4% 0.7836
High 0.7897 0.7887 -0.0010 -0.1% 0.7897
Low 0.7874 0.7837 -0.0037 -0.5% 0.7826
Close 0.7875 0.7872 -0.0004 0.0% 0.7872
Range 0.0024 0.0050 0.0027 112.8% 0.0072
ATR 0.0045 0.0045 0.0000 0.9% 0.0000
Volume 10 29 19 190.0% 102
Daily Pivots for day following 12-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.8015 0.7993 0.7899
R3 0.7965 0.7943 0.7885
R2 0.7915 0.7915 0.7881
R1 0.7893 0.7893 0.7876 0.7904
PP 0.7865 0.7865 0.7865 0.7871
S1 0.7843 0.7843 0.7867 0.7854
S2 0.7815 0.7815 0.7862
S3 0.7765 0.7793 0.7858
S4 0.7715 0.7743 0.7844
Weekly Pivots for week ending 12-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.8079 0.8047 0.7911
R3 0.8008 0.7975 0.7891
R2 0.7936 0.7936 0.7885
R1 0.7904 0.7904 0.7878 0.7920
PP 0.7865 0.7865 0.7865 0.7873
S1 0.7832 0.7832 0.7865 0.7849
S2 0.7793 0.7793 0.7858
S3 0.7722 0.7761 0.7852
S4 0.7650 0.7689 0.7832
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7897 0.7826 0.0072 0.9% 0.0033 0.4% 64% False False 20
10 0.7897 0.7774 0.0123 1.6% 0.0036 0.5% 79% False False 26
20 0.7941 0.7767 0.0175 2.2% 0.0046 0.6% 60% False False 36
40 0.7941 0.7729 0.0212 2.7% 0.0041 0.5% 67% False False 28
60 0.7941 0.7631 0.0311 3.9% 0.0038 0.5% 78% False False 25
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 0.0011
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.8100
2.618 0.8018
1.618 0.7968
1.000 0.7937
0.618 0.7918
HIGH 0.7887
0.618 0.7868
0.500 0.7862
0.382 0.7856
LOW 0.7837
0.618 0.7806
1.000 0.7787
1.618 0.7756
2.618 0.7706
4.250 0.7625
Fisher Pivots for day following 12-Feb-2021
Pivot 1 day 3 day
R1 0.7868 0.7870
PP 0.7865 0.7869
S1 0.7862 0.7867

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

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