CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 30-Aug-2021
Day Change Summary
Previous Current
27-Aug-2021 30-Aug-2021 Change Change % Previous Week
Open 0.7882 0.7923 0.0041 0.5% 0.7793
High 0.7933 0.7953 0.0021 0.3% 0.7950
Low 0.7869 0.7915 0.0046 0.6% 0.7787
Close 0.7924 0.7932 0.0008 0.1% 0.7924
Range 0.0064 0.0039 -0.0026 -39.8% 0.0163
ATR 0.0059 0.0058 -0.0001 -2.5% 0.0000
Volume 74,195 55,581 -18,614 -25.1% 356,382
Daily Pivots for day following 30-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.8049 0.8029 0.7953
R3 0.8010 0.7990 0.7943
R2 0.7972 0.7972 0.7939
R1 0.7952 0.7952 0.7936 0.7962
PP 0.7933 0.7933 0.7933 0.7938
S1 0.7913 0.7913 0.7928 0.7923
S2 0.7895 0.7895 0.7925
S3 0.7856 0.7875 0.7921
S4 0.7818 0.7836 0.7911
Weekly Pivots for week ending 27-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.8376 0.8313 0.8014
R3 0.8213 0.8150 0.7969
R2 0.8050 0.8050 0.7954
R1 0.7987 0.7987 0.7939 0.8018
PP 0.7887 0.7887 0.7887 0.7902
S1 0.7824 0.7824 0.7909 0.7855
S2 0.7724 0.7724 0.7894
S3 0.7561 0.7661 0.7879
S4 0.7398 0.7498 0.7834
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7953 0.7869 0.0085 1.1% 0.0052 0.7% 75% True False 64,816
10 0.7956 0.7723 0.0233 2.9% 0.0067 0.8% 90% False False 78,661
20 0.8016 0.7723 0.0294 3.7% 0.0053 0.7% 71% False False 66,956
40 0.8128 0.7723 0.0406 5.1% 0.0059 0.7% 52% False False 73,576
60 0.8293 0.7723 0.0571 7.2% 0.0060 0.8% 37% False False 71,568
80 0.8328 0.7723 0.0605 7.6% 0.0057 0.7% 35% False False 54,161
100 0.8328 0.7723 0.0605 7.6% 0.0056 0.7% 35% False False 43,376
120 0.8328 0.7723 0.0605 7.6% 0.0055 0.7% 35% False False 36,159
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8117
2.618 0.8054
1.618 0.8015
1.000 0.7992
0.618 0.7977
HIGH 0.7953
0.618 0.7938
0.500 0.7934
0.382 0.7929
LOW 0.7915
0.618 0.7891
1.000 0.7876
1.618 0.7852
2.618 0.7814
4.250 0.7751
Fisher Pivots for day following 30-Aug-2021
Pivot 1 day 3 day
R1 0.7934 0.7925
PP 0.7933 0.7918
S1 0.7933 0.7911

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.