CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 27-May-2021
Day Change Summary
Previous Current
26-May-2021 27-May-2021 Change Change % Previous Week
Open 0.8289 0.8250 -0.0039 -0.5% 0.8255
High 0.8303 0.8293 -0.0010 -0.1% 0.8324
Low 0.8246 0.8236 -0.0011 -0.1% 0.8235
Close 0.8255 0.8288 0.0033 0.4% 0.8290
Range 0.0057 0.0058 0.0001 1.8% 0.0089
ATR 0.0050 0.0051 0.0001 1.1% 0.0000
Volume 1,703 1,589 -114 -6.7% 1,558
Daily Pivots for day following 27-May-2021
Classic Woodie Camarilla DeMark
R4 0.8445 0.8424 0.8319
R3 0.8387 0.8366 0.8303
R2 0.8330 0.8330 0.8298
R1 0.8309 0.8309 0.8293 0.8319
PP 0.8272 0.8272 0.8272 0.8277
S1 0.8251 0.8251 0.8282 0.8262
S2 0.8215 0.8215 0.8277
S3 0.8157 0.8194 0.8272
S4 0.8100 0.8136 0.8256
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 0.8313 0.8236 0.0078 0.9% 0.0044 0.5% 67% False True 892
10 0.8324 0.8212 0.0112 1.4% 0.0051 0.6% 68% False False 674
20 0.8324 0.8097 0.0227 2.7% 0.0050 0.6% 84% False False 655
40 0.8324 0.7905 0.0419 5.1% 0.0050 0.6% 91% False False 398
60 0.8324 0.7853 0.0471 5.7% 0.0050 0.6% 92% False False 290
80 0.8324 0.7789 0.0535 6.4% 0.0049 0.6% 93% False False 227
100 0.8324 0.7767 0.0557 6.7% 0.0049 0.6% 94% False False 189
120 0.8324 0.7729 0.0595 7.2% 0.0046 0.6% 94% False False 160
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8537
2.618 0.8444
1.618 0.8386
1.000 0.8351
0.618 0.8329
HIGH 0.8293
0.618 0.8271
0.500 0.8264
0.382 0.8257
LOW 0.8236
0.618 0.8200
1.000 0.8178
1.618 0.8142
2.618 0.8085
4.250 0.7991
Fisher Pivots for day following 27-May-2021
Pivot 1 day 3 day
R1 0.8280 0.8283
PP 0.8272 0.8279
S1 0.8264 0.8274

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

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