CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 19-Feb-2021
Day Change Summary
Previous Current
18-Feb-2021 19-Feb-2021 Change Change % Previous Week
Open 0.7860 0.7914 0.0054 0.7% 0.7905
High 0.7891 0.7936 0.0045 0.6% 0.7936
Low 0.7856 0.7871 0.0015 0.2% 0.7849
Close 0.7885 0.7922 0.0037 0.5% 0.7922
Range 0.0035 0.0065 0.0030 85.7% 0.0087
ATR 0.0044 0.0046 0.0001 3.3% 0.0000
Volume 13 24 11 84.6% 79
Daily Pivots for day following 19-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.8104 0.8078 0.7957
R3 0.8039 0.8013 0.7939
R2 0.7974 0.7974 0.7933
R1 0.7948 0.7948 0.7927 0.7961
PP 0.7909 0.7909 0.7909 0.7916
S1 0.7883 0.7883 0.7916 0.7896
S2 0.7844 0.7844 0.7910
S3 0.7779 0.7818 0.7904
S4 0.7714 0.7753 0.7886
Weekly Pivots for week ending 19-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.8163 0.8129 0.7969
R3 0.8076 0.8042 0.7945
R2 0.7989 0.7989 0.7937
R1 0.7955 0.7955 0.7929 0.7972
PP 0.7902 0.7902 0.7902 0.7910
S1 0.7868 0.7868 0.7914 0.7885
S2 0.7815 0.7815 0.7906
S3 0.7728 0.7781 0.7898
S4 0.7641 0.7694 0.7874
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7936 0.7837 0.0099 1.2% 0.0045 0.6% 86% True False 21
10 0.7936 0.7811 0.0125 1.6% 0.0036 0.5% 89% True False 24
20 0.7936 0.7767 0.0169 2.1% 0.0045 0.6% 92% True False 33
40 0.7941 0.7748 0.0194 2.4% 0.0042 0.5% 90% False False 29
60 0.7941 0.7639 0.0302 3.8% 0.0039 0.5% 94% False False 26
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 14 trading days
Fibonacci Retracements and Extensions
4.250 0.8212
2.618 0.8106
1.618 0.8041
1.000 0.8001
0.618 0.7976
HIGH 0.7936
0.618 0.7911
0.500 0.7903
0.382 0.7895
LOW 0.7871
0.618 0.7830
1.000 0.7806
1.618 0.7765
2.618 0.7700
4.250 0.7594
Fisher Pivots for day following 19-Feb-2021
Pivot 1 day 3 day
R1 0.7915 0.7912
PP 0.7909 0.7902
S1 0.7903 0.7892

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

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