CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 16-Aug-2021
Day Change Summary
Previous Current
13-Aug-2021 16-Aug-2021 Change Change % Previous Week
Open 0.7985 0.7990 0.0006 0.1% 0.7965
High 0.7999 0.7993 -0.0007 -0.1% 0.8007
Low 0.7979 0.7946 -0.0033 -0.4% 0.7943
Close 0.7989 0.7955 -0.0034 -0.4% 0.7989
Range 0.0020 0.0047 0.0027 132.5% 0.0064
ATR 0.0049 0.0048 0.0000 -0.3% 0.0000
Volume 42,348 64,337 21,989 51.9% 251,897
Daily Pivots for day following 16-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.8104 0.8076 0.7980
R3 0.8057 0.8029 0.7967
R2 0.8011 0.8011 0.7963
R1 0.7983 0.7983 0.7959 0.7974
PP 0.7964 0.7964 0.7964 0.7960
S1 0.7936 0.7936 0.7950 0.7927
S2 0.7918 0.7918 0.7946
S3 0.7871 0.7890 0.7942
S4 0.7825 0.7843 0.7929
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% 0.0034 0.4% 19% False False 51,941
10 0.8016 0.7943 0.0074 0.9% 0.0039 0.5% 16% False False 55,251
20 0.8050 0.7820 0.0230 2.9% 0.0048 0.6% 59% False False 62,896
40 0.8162 0.7808 0.0355 4.5% 0.0056 0.7% 41% False False 69,301
60 0.8328 0.7808 0.0520 6.5% 0.0057 0.7% 28% False False 59,000
80 0.8328 0.7808 0.0520 6.5% 0.0055 0.7% 28% False False 44,369
100 0.8328 0.7808 0.0520 6.5% 0.0054 0.7% 28% False False 35,517
120 0.8328 0.7808 0.0520 6.5% 0.0054 0.7% 28% False False 29,612
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 True
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8190
2.618 0.8114
1.618 0.8068
1.000 0.8039
0.618 0.8021
HIGH 0.7993
0.618 0.7975
0.500 0.7969
0.382 0.7964
LOW 0.7946
0.618 0.7917
1.000 0.7900
1.618 0.7871
2.618 0.7824
4.250 0.7748
Fisher Pivots for day following 16-Aug-2021
Pivot 1 day 3 day
R1 0.7969 0.7973
PP 0.7964 0.7967
S1 0.7959 0.7961

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

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