CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 22-Mar-2021
Day Change Summary
Previous Current
19-Mar-2021 22-Mar-2021 Change Change % Previous Week
Open 0.8000 0.7997 -0.0003 0.0% 0.8022
High 0.8024 0.8017 -0.0007 -0.1% 0.8087
Low 0.7971 0.7976 0.0005 0.1% 0.7971
Close 0.8004 0.7996 -0.0009 -0.1% 0.8004
Range 0.0054 0.0042 -0.0012 -22.4% 0.0116
ATR 0.0056 0.0055 -0.0001 -1.8% 0.0000
Volume 49 28 -21 -42.9% 293
Daily Pivots for day following 22-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8121 0.8100 0.8018
R3 0.8079 0.8058 0.8007
R2 0.8038 0.8038 0.8003
R1 0.8017 0.8017 0.7999 0.8006
PP 0.7996 0.7996 0.7996 0.7991
S1 0.7975 0.7975 0.7992 0.7965
S2 0.7955 0.7955 0.7988
S3 0.7913 0.7934 0.7984
S4 0.7872 0.7892 0.7973
Weekly Pivots for week ending 19-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8368 0.8302 0.8068
R3 0.8252 0.8186 0.8036
R2 0.8136 0.8136 0.8025
R1 0.8070 0.8070 0.8015 0.8045
PP 0.8020 0.8020 0.8020 0.8008
S1 0.7954 0.7954 0.7993 0.7929
S2 0.7904 0.7904 0.7983
S3 0.7788 0.7838 0.7972
S4 0.7672 0.7722 0.7940
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8087 0.7971 0.0116 1.5% 0.0059 0.7% 22% False False 59
10 0.8087 0.7886 0.0201 2.5% 0.0054 0.7% 55% False False 77
20 0.8087 0.7843 0.0244 3.0% 0.0056 0.7% 63% False False 75
40 0.8087 0.7767 0.0320 4.0% 0.0051 0.6% 72% False False 52
60 0.8087 0.7756 0.0331 4.1% 0.0047 0.6% 72% False False 44
80 0.8087 0.7655 0.0432 5.4% 0.0043 0.5% 79% False False 38
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8193
2.618 0.8126
1.618 0.8084
1.000 0.8059
0.618 0.8043
HIGH 0.8017
0.618 0.8001
0.500 0.7996
0.382 0.7991
LOW 0.7976
0.618 0.7950
1.000 0.7934
1.618 0.7908
2.618 0.7867
4.250 0.7799
Fisher Pivots for day following 22-Mar-2021
Pivot 1 day 3 day
R1 0.7996 0.8029
PP 0.7996 0.8018
S1 0.7996 0.8007

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

View Archives - Comment on this page... - Back to Index of Symbols