CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 14-Apr-2021
Day Change Summary
Previous Current
13-Apr-2021 14-Apr-2021 Change Change % Previous Week
Open 0.7961 0.7978 0.0018 0.2% 0.7950
High 0.7985 0.8002 0.0017 0.2% 0.8000
Low 0.7923 0.7954 0.0032 0.4% 0.7917
Close 0.7980 0.7986 0.0006 0.1% 0.7985
Range 0.0062 0.0048 -0.0015 -23.4% 0.0083
ATR 0.0048 0.0048 0.0000 -0.1% 0.0000
Volume 98 70 -28 -28.6% 310
Daily Pivots for day following 14-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.8123 0.8102 0.8012
R3 0.8076 0.8055 0.7999
R2 0.8028 0.8028 0.7995
R1 0.8007 0.8007 0.7990 0.8018
PP 0.7981 0.7981 0.7981 0.7986
S1 0.7960 0.7960 0.7982 0.7970
S2 0.7933 0.7933 0.7977
S3 0.7886 0.7912 0.7973
S4 0.7838 0.7865 0.7960
Weekly Pivots for week ending 09-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.8215 0.8182 0.8030
R3 0.8132 0.8100 0.8007
R2 0.8050 0.8050 0.8000
R1 0.8017 0.8017 0.7992 0.8033
PP 0.7967 0.7967 0.7967 0.7975
S1 0.7935 0.7935 0.7977 0.7951
S2 0.7885 0.7885 0.7969
S3 0.7802 0.7852 0.7962
S4 0.7720 0.7770 0.7939
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8002 0.7922 0.0080 1.0% 0.0046 0.6% 81% True False 60
10 0.8002 0.7917 0.0085 1.1% 0.0046 0.6% 82% True False 80
20 0.8087 0.7909 0.0178 2.2% 0.0047 0.6% 43% False False 69
40 0.8087 0.7843 0.0244 3.0% 0.0050 0.6% 59% False False 69
60 0.8087 0.7767 0.0320 4.0% 0.0048 0.6% 69% False False 57
80 0.8087 0.7729 0.0358 4.5% 0.0046 0.6% 72% False False 48
100 0.8087 0.7631 0.0456 5.7% 0.0043 0.5% 78% False False 43
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8203
2.618 0.8126
1.618 0.8078
1.000 0.8049
0.618 0.8031
HIGH 0.8002
0.618 0.7983
0.500 0.7978
0.382 0.7972
LOW 0.7954
0.618 0.7925
1.000 0.7907
1.618 0.7877
2.618 0.7830
4.250 0.7752
Fisher Pivots for day following 14-Apr-2021
Pivot 1 day 3 day
R1 0.7983 0.7978
PP 0.7981 0.7970
S1 0.7978 0.7962

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

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