CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 21-May-2021
Day Change Summary
Previous Current
20-May-2021 21-May-2021 Change Change % Previous Week
Open 0.8244 0.8294 0.0050 0.6% 0.8255
High 0.8298 0.8313 0.0015 0.2% 0.8324
Low 0.8235 0.8268 0.0034 0.4% 0.8235
Close 0.8292 0.8290 -0.0002 0.0% 0.8290
Range 0.0064 0.0045 -0.0019 -29.1% 0.0089
ATR 0.0053 0.0053 -0.0001 -1.1% 0.0000
Volume 500 197 -303 -60.6% 1,558
Daily Pivots for day following 21-May-2021
Classic Woodie Camarilla DeMark
R4 0.8425 0.8402 0.8314
R3 0.8380 0.8357 0.8302
R2 0.8335 0.8335 0.8298
R1 0.8312 0.8312 0.8294 0.8301
PP 0.8290 0.8290 0.8290 0.8285
S1 0.8267 0.8267 0.8285 0.8256
S2 0.8245 0.8245 0.8281
S3 0.8200 0.8222 0.8277
S4 0.8155 0.8177 0.8265
Weekly Pivots for week ending 21-May-2021
Classic Woodie Camarilla DeMark
R4 0.8550 0.8509 0.8338
R3 0.8461 0.8420 0.8314
R2 0.8372 0.8372 0.8306
R1 0.8331 0.8331 0.8298 0.8351
PP 0.8283 0.8283 0.8283 0.8293
S1 0.8242 0.8242 0.8281 0.8262
S2 0.8194 0.8194 0.8273
S3 0.8105 0.8153 0.8265
S4 0.8016 0.8064 0.8241
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8324 0.8235 0.0089 1.1% 0.0053 0.6% 62% False False 311
10 0.8324 0.8194 0.0130 1.6% 0.0052 0.6% 74% False False 578
20 0.8324 0.8009 0.0315 3.8% 0.0050 0.6% 89% False False 483
40 0.8324 0.7905 0.0419 5.1% 0.0049 0.6% 92% False False 296
60 0.8324 0.7843 0.0481 5.8% 0.0051 0.6% 93% False False 225
80 0.8324 0.7767 0.0557 6.7% 0.0049 0.6% 94% False False 176
100 0.8324 0.7767 0.0557 6.7% 0.0049 0.6% 94% False False 147
120 0.8324 0.7698 0.0626 7.5% 0.0046 0.6% 95% False False 126
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8504
2.618 0.8431
1.618 0.8386
1.000 0.8358
0.618 0.8341
HIGH 0.8313
0.618 0.8296
0.500 0.8291
0.382 0.8285
LOW 0.8268
0.618 0.8240
1.000 0.8223
1.618 0.8195
2.618 0.8150
4.250 0.8077
Fisher Pivots for day following 21-May-2021
Pivot 1 day 3 day
R1 0.8291 0.8284
PP 0.8290 0.8279
S1 0.8290 0.8274

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

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