CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 19-May-2021
Day Change Summary
Previous Current
18-May-2021 19-May-2021 Change Change % Previous Week
Open 0.8287 0.8283 -0.0004 0.0% 0.8252
High 0.8324 0.8295 -0.0029 -0.3% 0.8302
Low 0.8278 0.8235 -0.0043 -0.5% 0.8194
Close 0.8293 0.8241 -0.0052 -0.6% 0.8256
Range 0.0046 0.0060 0.0014 30.4% 0.0108
ATR 0.0052 0.0052 0.0001 1.1% 0.0000
Volume 397 252 -145 -36.5% 4,227
Daily Pivots for day following 19-May-2021
Classic Woodie Camarilla DeMark
R4 0.8437 0.8399 0.8274
R3 0.8377 0.8339 0.8258
R2 0.8317 0.8317 0.8252
R1 0.8279 0.8279 0.8247 0.8268
PP 0.8257 0.8257 0.8257 0.8252
S1 0.8219 0.8219 0.8236 0.8208
S2 0.8197 0.8197 0.8230
S3 0.8137 0.8159 0.8225
S4 0.8077 0.8099 0.8208
Weekly Pivots for week ending 14-May-2021
Classic Woodie Camarilla DeMark
R4 0.8574 0.8523 0.8315
R3 0.8466 0.8415 0.8285
R2 0.8358 0.8358 0.8275
R1 0.8307 0.8307 0.8265 0.8333
PP 0.8250 0.8250 0.8250 0.8263
S1 0.8199 0.8199 0.8246 0.8225
S2 0.8142 0.8142 0.8236
S3 0.8034 0.8091 0.8226
S4 0.7926 0.7983 0.8196
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8324 0.8194 0.0130 1.6% 0.0058 0.7% 37% False False 714
10 0.8324 0.8139 0.0185 2.2% 0.0056 0.7% 55% False False 640
20 0.8324 0.7980 0.0344 4.2% 0.0048 0.6% 76% False False 459
40 0.8324 0.7905 0.0419 5.1% 0.0049 0.6% 80% False False 283
60 0.8324 0.7843 0.0481 5.8% 0.0052 0.6% 83% False False 215
80 0.8324 0.7767 0.0557 6.8% 0.0050 0.6% 85% False False 169
100 0.8324 0.7767 0.0557 6.8% 0.0048 0.6% 85% False False 141
120 0.8324 0.7684 0.0640 7.8% 0.0045 0.5% 87% False False 120
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8550
2.618 0.8452
1.618 0.8392
1.000 0.8355
0.618 0.8332
HIGH 0.8295
0.618 0.8272
0.500 0.8265
0.382 0.8258
LOW 0.8235
0.618 0.8198
1.000 0.8175
1.618 0.8138
2.618 0.8078
4.250 0.7980
Fisher Pivots for day following 19-May-2021
Pivot 1 day 3 day
R1 0.8265 0.8279
PP 0.8257 0.8267
S1 0.8249 0.8254

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

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