CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 04-Mar-2021
Day Change Summary
Previous Current
03-Mar-2021 04-Mar-2021 Change Change % Previous Week
Open 0.7927 0.7920 -0.0007 -0.1% 0.7929
High 0.7939 0.7949 0.0011 0.1% 0.8018
Low 0.7901 0.7882 -0.0019 -0.2% 0.7843
Close 0.7914 0.7898 -0.0016 -0.2% 0.7868
Range 0.0038 0.0067 0.0030 78.7% 0.0175
ATR 0.0052 0.0053 0.0001 2.1% 0.0000
Volume 64 169 105 164.1% 285
Daily Pivots for day following 04-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8111 0.8071 0.7935
R3 0.8044 0.8004 0.7916
R2 0.7977 0.7977 0.7910
R1 0.7937 0.7937 0.7904 0.7924
PP 0.7910 0.7910 0.7910 0.7903
S1 0.7870 0.7870 0.7892 0.7857
S2 0.7843 0.7843 0.7886
S3 0.7776 0.7803 0.7880
S4 0.7709 0.7736 0.7861
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 0.7949 0.7843 0.0106 1.3% 0.0062 0.8% 52% True False 109
10 0.8018 0.7843 0.0175 2.2% 0.0059 0.7% 32% False False 68
20 0.8018 0.7789 0.0229 2.9% 0.0046 0.6% 48% False False 45
40 0.8018 0.7767 0.0251 3.2% 0.0047 0.6% 52% False False 41
60 0.8018 0.7729 0.0289 3.7% 0.0043 0.5% 59% False False 33
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8234
2.618 0.8124
1.618 0.8057
1.000 0.8016
0.618 0.7990
HIGH 0.7949
0.618 0.7923
0.500 0.7916
0.382 0.7908
LOW 0.7882
0.618 0.7841
1.000 0.7815
1.618 0.7774
2.618 0.7707
4.250 0.7597
Fisher Pivots for day following 04-Mar-2021
Pivot 1 day 3 day
R1 0.7916 0.7912
PP 0.7910 0.7907
S1 0.7904 0.7903

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

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