CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 01-Sep-2021
Day Change Summary
Previous Current
31-Aug-2021 01-Sep-2021 Change Change % Previous Week
Open 0.7933 0.7928 -0.0005 -0.1% 0.7793
High 0.7956 0.7949 -0.0007 -0.1% 0.7950
Low 0.7903 0.7913 0.0011 0.1% 0.7787
Close 0.7932 0.7927 -0.0006 -0.1% 0.7924
Range 0.0053 0.0036 -0.0018 -33.0% 0.0163
ATR 0.0057 0.0056 -0.0002 -2.7% 0.0000
Volume 93,932 64,646 -29,286 -31.2% 356,382
Daily Pivots for day following 01-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.8036 0.8017 0.7946
R3 0.8000 0.7981 0.7936
R2 0.7965 0.7965 0.7933
R1 0.7946 0.7946 0.7930 0.7938
PP 0.7929 0.7929 0.7929 0.7925
S1 0.7910 0.7910 0.7923 0.7902
S2 0.7894 0.7894 0.7920
S3 0.7858 0.7875 0.7917
S4 0.7823 0.7839 0.7907
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 0.7956 0.7869 0.0087 1.1% 0.0052 0.7% 67% False False 69,684
10 0.7956 0.7723 0.0233 2.9% 0.0066 0.8% 88% False False 80,463
20 0.8016 0.7723 0.0294 3.7% 0.0053 0.7% 70% False False 68,441
40 0.8050 0.7723 0.0327 4.1% 0.0056 0.7% 62% False False 72,315
60 0.8293 0.7723 0.0571 7.2% 0.0060 0.8% 36% False False 73,219
80 0.8328 0.7723 0.0605 7.6% 0.0057 0.7% 34% False False 56,125
100 0.8328 0.7723 0.0605 7.6% 0.0056 0.7% 34% False False 44,961
120 0.8328 0.7723 0.0605 7.6% 0.0055 0.7% 34% False False 37,479
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.8099
2.618 0.8041
1.618 0.8006
1.000 0.7984
0.618 0.7970
HIGH 0.7949
0.618 0.7935
0.500 0.7931
0.382 0.7927
LOW 0.7913
0.618 0.7891
1.000 0.7878
1.618 0.7856
2.618 0.7820
4.250 0.7762
Fisher Pivots for day following 01-Sep-2021
Pivot 1 day 3 day
R1 0.7931 0.7929
PP 0.7929 0.7928
S1 0.7928 0.7927

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

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