CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 13-Aug-2021
Day Change Summary
Previous Current
12-Aug-2021 13-Aug-2021 Change Change % Previous Week
Open 0.7995 0.7985 -0.0011 -0.1% 0.7965
High 0.7999 0.7999 0.0001 0.0% 0.8007
Low 0.7978 0.7979 0.0001 0.0% 0.7943
Close 0.7980 0.7989 0.0009 0.1% 0.7989
Range 0.0021 0.0020 -0.0001 -2.4% 0.0064
ATR 0.0051 0.0049 -0.0002 -4.3% 0.0000
Volume 49,379 42,348 -7,031 -14.2% 251,897
Daily Pivots for day following 13-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.8049 0.8039 0.8000
R3 0.8029 0.8019 0.7994
R2 0.8009 0.8009 0.7992
R1 0.7999 0.7999 0.7990 0.8004
PP 0.7989 0.7989 0.7989 0.7991
S1 0.7979 0.7979 0.7987 0.7984
S2 0.7969 0.7969 0.7985
S3 0.7949 0.7959 0.7983
S4 0.7929 0.7939 0.7978
Weekly Pivots for week ending 13-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.8171 0.8144 0.8024
R3 0.8107 0.8080 0.8006
R2 0.8043 0.8043 0.8000
R1 0.8016 0.8016 0.7994 0.8030
PP 0.7979 0.7979 0.7979 0.7986
S1 0.7952 0.7952 0.7983 0.7966
S2 0.7915 0.7915 0.7977
S3 0.7851 0.7888 0.7971
S4 0.7787 0.7824 0.7953
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8007 0.7943 0.0064 0.8% 0.0032 0.4% 72% False False 50,379
10 0.8030 0.7943 0.0088 1.1% 0.0039 0.5% 53% False False 53,925
20 0.8050 0.7808 0.0242 3.0% 0.0051 0.6% 75% False False 66,632
40 0.8162 0.7808 0.0355 4.4% 0.0057 0.7% 51% False False 70,236
60 0.8328 0.7808 0.0520 6.5% 0.0057 0.7% 35% False False 57,936
80 0.8328 0.7808 0.0520 6.5% 0.0055 0.7% 35% False False 43,567
100 0.8328 0.7808 0.0520 6.5% 0.0054 0.7% 35% False False 34,875
120 0.8328 0.7808 0.0520 6.5% 0.0054 0.7% 35% False False 29,076
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 True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 76 trading days
Fibonacci Retracements and Extensions
4.250 0.8084
2.618 0.8051
1.618 0.8031
1.000 0.8019
0.618 0.8011
HIGH 0.7999
0.618 0.7991
0.500 0.7989
0.382 0.7987
LOW 0.7979
0.618 0.7967
1.000 0.7959
1.618 0.7947
2.618 0.7927
4.250 0.7894
Fisher Pivots for day following 13-Aug-2021
Pivot 1 day 3 day
R1 0.7989 0.7988
PP 0.7989 0.7988
S1 0.7989 0.7988

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

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