CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 12-May-2021
Day Change Summary
Previous Current
11-May-2021 12-May-2021 Change Change % Previous Week
Open 0.8269 0.8264 -0.0005 -0.1% 0.8143
High 0.8280 0.8302 0.0022 0.3% 0.8249
Low 0.8249 0.8240 -0.0009 -0.1% 0.8097
Close 0.8272 0.8261 -0.0011 -0.1% 0.8238
Range 0.0032 0.0062 0.0030 95.2% 0.0152
ATR 0.0049 0.0050 0.0001 1.8% 0.0000
Volume 355 338 -17 -4.8% 2,614
Daily Pivots for day following 12-May-2021
Classic Woodie Camarilla DeMark
R4 0.8452 0.8418 0.8295
R3 0.8391 0.8357 0.8278
R2 0.8329 0.8329 0.8272
R1 0.8295 0.8295 0.8267 0.8281
PP 0.8268 0.8268 0.8268 0.8261
S1 0.8234 0.8234 0.8255 0.8220
S2 0.8206 0.8206 0.8250
S3 0.8145 0.8172 0.8244
S4 0.8083 0.8111 0.8227
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 0.8302 0.8139 0.0163 2.0% 0.0054 0.7% 75% True False 565
10 0.8302 0.8097 0.0205 2.5% 0.0045 0.6% 80% True False 480
20 0.8302 0.7905 0.0397 4.8% 0.0051 0.6% 90% True False 335
40 0.8302 0.7905 0.0397 4.8% 0.0049 0.6% 90% True False 202
60 0.8302 0.7843 0.0459 5.6% 0.0050 0.6% 91% True False 157
80 0.8302 0.7767 0.0535 6.5% 0.0049 0.6% 92% True False 127
100 0.8302 0.7729 0.0573 6.9% 0.0047 0.6% 93% True False 106
120 0.8302 0.7631 0.0671 8.1% 0.0044 0.5% 94% True False 91
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 0.0010
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8563
2.618 0.8463
1.618 0.8401
1.000 0.8363
0.618 0.8340
HIGH 0.8302
0.618 0.8278
0.500 0.8271
0.382 0.8263
LOW 0.8240
0.618 0.8202
1.000 0.8179
1.618 0.8140
2.618 0.8079
4.250 0.7979
Fisher Pivots for day following 12-May-2021
Pivot 1 day 3 day
R1 0.8271 0.8271
PP 0.8268 0.8268
S1 0.8264 0.8264

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

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