CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 24-May-2021
Day Change Summary
Previous Current
21-May-2021 24-May-2021 Change Change % Previous Week
Open 0.8294 0.8283 -0.0011 -0.1% 0.8255
High 0.8313 0.8304 -0.0009 -0.1% 0.8324
Low 0.8268 0.8275 0.0007 0.1% 0.8235
Close 0.8290 0.8301 0.0011 0.1% 0.8290
Range 0.0045 0.0029 -0.0016 -35.6% 0.0089
ATR 0.0053 0.0051 -0.0002 -3.2% 0.0000
Volume 197 459 262 133.0% 1,558
Daily Pivots for day following 24-May-2021
Classic Woodie Camarilla DeMark
R4 0.8380 0.8369 0.8316
R3 0.8351 0.8340 0.8308
R2 0.8322 0.8322 0.8306
R1 0.8311 0.8311 0.8303 0.8317
PP 0.8293 0.8293 0.8293 0.8296
S1 0.8282 0.8282 0.8298 0.8288
S2 0.8264 0.8264 0.8295
S3 0.8235 0.8253 0.8293
S4 0.8206 0.8224 0.8285
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% 0.0049 0.6% 74% False False 361
10 0.8324 0.8194 0.0130 1.6% 0.0052 0.6% 82% False False 542
20 0.8324 0.8055 0.0269 3.2% 0.0049 0.6% 91% False False 488
40 0.8324 0.7905 0.0419 5.0% 0.0050 0.6% 95% False False 307
60 0.8324 0.7853 0.0471 5.7% 0.0050 0.6% 95% False False 230
80 0.8324 0.7771 0.0553 6.7% 0.0049 0.6% 96% False False 181
100 0.8324 0.7767 0.0557 6.7% 0.0049 0.6% 96% False False 152
120 0.8324 0.7704 0.0620 7.5% 0.0046 0.6% 96% False False 130
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 0.8427
2.618 0.8380
1.618 0.8351
1.000 0.8333
0.618 0.8322
HIGH 0.8304
0.618 0.8293
0.500 0.8290
0.382 0.8286
LOW 0.8275
0.618 0.8257
1.000 0.8246
1.618 0.8228
2.618 0.8199
4.250 0.8152
Fisher Pivots for day following 24-May-2021
Pivot 1 day 3 day
R1 0.8297 0.8292
PP 0.8293 0.8283
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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