CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 05-Mar-2021
Day Change Summary
Previous Current
04-Mar-2021 05-Mar-2021 Change Change % Previous Week
Open 0.7920 0.7898 -0.0022 -0.3% 0.7880
High 0.7949 0.7906 -0.0043 -0.5% 0.7949
Low 0.7882 0.7853 -0.0029 -0.4% 0.7853
Close 0.7898 0.7896 -0.0003 0.0% 0.7896
Range 0.0067 0.0053 -0.0014 -20.9% 0.0096
ATR 0.0053 0.0053 0.0000 0.0% 0.0000
Volume 169 42 -127 -75.1% 417
Daily Pivots for day following 05-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8044 0.8023 0.7925
R3 0.7991 0.7970 0.7910
R2 0.7938 0.7938 0.7905
R1 0.7917 0.7917 0.7900 0.7901
PP 0.7885 0.7885 0.7885 0.7877
S1 0.7864 0.7864 0.7891 0.7848
S2 0.7832 0.7832 0.7886
S3 0.7779 0.7811 0.7881
S4 0.7726 0.7758 0.7866
Weekly Pivots for week ending 05-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8187 0.8137 0.7948
R3 0.8091 0.8041 0.7922
R2 0.7995 0.7995 0.7913
R1 0.7945 0.7945 0.7904 0.7970
PP 0.7899 0.7899 0.7899 0.7912
S1 0.7849 0.7849 0.7887 0.7874
S2 0.7803 0.7803 0.7878
S3 0.7707 0.7753 0.7869
S4 0.7611 0.7657 0.7843
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7949 0.7853 0.0096 1.2% 0.0053 0.7% 44% False True 83
10 0.8018 0.7843 0.0175 2.2% 0.0058 0.7% 30% False False 70
20 0.8018 0.7811 0.0207 2.6% 0.0047 0.6% 41% False False 47
40 0.8018 0.7767 0.0251 3.2% 0.0047 0.6% 51% False False 42
60 0.8018 0.7729 0.0289 3.7% 0.0043 0.6% 58% False False 34
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8131
2.618 0.8045
1.618 0.7992
1.000 0.7959
0.618 0.7939
HIGH 0.7906
0.618 0.7886
0.500 0.7880
0.382 0.7873
LOW 0.7853
0.618 0.7820
1.000 0.7800
1.618 0.7767
2.618 0.7714
4.250 0.7628
Fisher Pivots for day following 05-Mar-2021
Pivot 1 day 3 day
R1 0.7890 0.7901
PP 0.7885 0.7899
S1 0.7880 0.7897

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

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