CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 03-Mar-2021
Day Change Summary
Previous Current
02-Mar-2021 03-Mar-2021 Change Change % Previous Week
Open 0.7904 0.7927 0.0023 0.3% 0.7929
High 0.7934 0.7939 0.0005 0.1% 0.8018
Low 0.7875 0.7901 0.0026 0.3% 0.7843
Close 0.7926 0.7914 -0.0012 -0.2% 0.7868
Range 0.0059 0.0038 -0.0022 -36.4% 0.0175
ATR 0.0053 0.0052 -0.0001 -2.1% 0.0000
Volume 123 64 -59 -48.0% 285
Daily Pivots for day following 03-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8030 0.8009 0.7934
R3 0.7993 0.7972 0.7924
R2 0.7955 0.7955 0.7920
R1 0.7934 0.7934 0.7917 0.7926
PP 0.7918 0.7918 0.7918 0.7914
S1 0.7897 0.7897 0.7910 0.7889
S2 0.7880 0.7880 0.7907
S3 0.7843 0.7859 0.7903
S4 0.7805 0.7822 0.7893
Weekly Pivots for week ending 26-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.8433 0.8325 0.7963
R3 0.8258 0.8150 0.7915
R2 0.8084 0.8084 0.7899
R1 0.7976 0.7976 0.7883 0.7943
PP 0.7909 0.7909 0.7909 0.7893
S1 0.7801 0.7801 0.7852 0.7768
S2 0.7735 0.7735 0.7836
S3 0.7560 0.7627 0.7820
S4 0.7386 0.7452 0.7772
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8018 0.7843 0.0175 2.2% 0.0066 0.8% 40% False False 84
10 0.8018 0.7843 0.0175 2.2% 0.0056 0.7% 40% False False 52
20 0.8018 0.7789 0.0229 2.9% 0.0044 0.6% 54% False False 39
40 0.8018 0.7767 0.0251 3.2% 0.0047 0.6% 59% False False 38
60 0.8018 0.7729 0.0289 3.6% 0.0043 0.5% 64% False False 31
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 0.0015
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8098
2.618 0.8037
1.618 0.7999
1.000 0.7976
0.618 0.7962
HIGH 0.7939
0.618 0.7924
0.500 0.7920
0.382 0.7915
LOW 0.7901
0.618 0.7878
1.000 0.7864
1.618 0.7840
2.618 0.7803
4.250 0.7742
Fisher Pivots for day following 03-Mar-2021
Pivot 1 day 3 day
R1 0.7920 0.7908
PP 0.7918 0.7902
S1 0.7916 0.7897

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

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