CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 23-Aug-2021
Day Change Summary
Previous Current
20-Aug-2021 23-Aug-2021 Change Change % Previous Week
Open 0.7795 0.7793 -0.0002 0.0% 0.7990
High 0.7804 0.7910 0.0106 1.4% 0.7993
Low 0.7723 0.7787 0.0064 0.8% 0.7723
Close 0.7784 0.7908 0.0124 1.6% 0.7784
Range 0.0081 0.0123 0.0042 51.9% 0.0270
ATR 0.0055 0.0060 0.0005 9.0% 0.0000
Volume 113,782 87,883 -25,899 -22.8% 438,987
Daily Pivots for day following 23-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.8237 0.8195 0.7975
R3 0.8114 0.8072 0.7941
R2 0.7991 0.7991 0.7930
R1 0.7949 0.7949 0.7919 0.7970
PP 0.7868 0.7868 0.7868 0.7878
S1 0.7826 0.7826 0.7896 0.7847
S2 0.7745 0.7745 0.7885
S3 0.7622 0.7703 0.7874
S4 0.7499 0.7580 0.7840
Weekly Pivots for week ending 20-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.8643 0.8484 0.7933
R3 0.8373 0.8214 0.7858
R2 0.8103 0.8103 0.7834
R1 0.7944 0.7944 0.7809 0.7888
PP 0.7833 0.7833 0.7833 0.7805
S1 0.7674 0.7674 0.7759 0.7618
S2 0.7563 0.7563 0.7735
S3 0.7293 0.7404 0.7710
S4 0.7023 0.7134 0.7636
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7956 0.7723 0.0233 2.9% 0.0082 1.0% 79% False False 92,506
10 0.8007 0.7723 0.0284 3.6% 0.0058 0.7% 65% False False 72,224
20 0.8050 0.7723 0.0327 4.1% 0.0052 0.7% 57% False False 67,708
40 0.8139 0.7723 0.0416 5.3% 0.0059 0.7% 44% False False 73,154
60 0.8328 0.7723 0.0605 7.7% 0.0060 0.8% 31% False False 66,635
80 0.8328 0.7723 0.0605 7.7% 0.0057 0.7% 31% False False 50,140
100 0.8328 0.7723 0.0605 7.7% 0.0056 0.7% 31% False False 40,140
120 0.8328 0.7723 0.0605 7.7% 0.0055 0.7% 31% False False 33,463
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 0.8432
2.618 0.8232
1.618 0.8109
1.000 0.8033
0.618 0.7986
HIGH 0.7910
0.618 0.7863
0.500 0.7848
0.382 0.7833
LOW 0.7787
0.618 0.7710
1.000 0.7664
1.618 0.7587
2.618 0.7464
4.250 0.7264
Fisher Pivots for day following 23-Aug-2021
Pivot 1 day 3 day
R1 0.7888 0.7877
PP 0.7868 0.7847
S1 0.7848 0.7816

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

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