CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 11-May-2021
Day Change Summary
Previous Current
10-May-2021 11-May-2021 Change Change % Previous Week
Open 0.8252 0.8269 0.0017 0.2% 0.8143
High 0.8280 0.8280 0.0001 0.0% 0.8249
Low 0.8248 0.8249 0.0001 0.0% 0.8097
Close 0.8267 0.8272 0.0005 0.1% 0.8238
Range 0.0032 0.0032 -0.0001 -1.6% 0.0152
ATR 0.0051 0.0049 -0.0001 -2.7% 0.0000
Volume 821 355 -466 -56.8% 2,614
Daily Pivots for day following 11-May-2021
Classic Woodie Camarilla DeMark
R4 0.8361 0.8348 0.8289
R3 0.8330 0.8317 0.8281
R2 0.8298 0.8298 0.8278
R1 0.8285 0.8285 0.8275 0.8292
PP 0.8267 0.8267 0.8267 0.8270
S1 0.8254 0.8254 0.8269 0.8260
S2 0.8235 0.8235 0.8266
S3 0.8204 0.8222 0.8263
S4 0.8172 0.8191 0.8255
Weekly Pivots for week ending 07-May-2021
Classic Woodie Camarilla DeMark
R4 0.8649 0.8595 0.8321
R3 0.8497 0.8443 0.8279
R2 0.8346 0.8346 0.8265
R1 0.8292 0.8292 0.8251 0.8319
PP 0.8194 0.8194 0.8194 0.8208
S1 0.8140 0.8140 0.8224 0.8167
S2 0.8043 0.8043 0.8210
S3 0.7891 0.7989 0.8196
S4 0.7740 0.7837 0.8154
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8280 0.8125 0.0155 1.9% 0.0049 0.6% 95% True False 536
10 0.8280 0.8055 0.0225 2.7% 0.0046 0.6% 96% True False 464
20 0.8280 0.7905 0.0376 4.5% 0.0051 0.6% 98% True False 322
40 0.8280 0.7905 0.0376 4.5% 0.0049 0.6% 98% True False 195
60 0.8280 0.7843 0.0437 5.3% 0.0050 0.6% 98% True False 152
80 0.8280 0.7767 0.0514 6.2% 0.0049 0.6% 98% True False 123
100 0.8280 0.7729 0.0551 6.7% 0.0046 0.6% 99% True False 102
120 0.8280 0.7631 0.0650 7.9% 0.0044 0.5% 99% True False 89
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8414
2.618 0.8362
1.618 0.8331
1.000 0.8312
0.618 0.8299
HIGH 0.8280
0.618 0.8268
0.500 0.8264
0.382 0.8261
LOW 0.8249
0.618 0.8229
1.000 0.8217
1.618 0.8198
2.618 0.8166
4.250 0.8115
Fisher Pivots for day following 11-May-2021
Pivot 1 day 3 day
R1 0.8269 0.8262
PP 0.8267 0.8252
S1 0.8264 0.8241

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

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