CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 10-Sep-2021
Day Change Summary
Previous Current
09-Sep-2021 10-Sep-2021 Change Change % Previous Week
Open 0.7880 0.7895 0.0015 0.2% 0.7982
High 0.7922 0.7948 0.0026 0.3% 0.7987
Low 0.7857 0.7872 0.0015 0.2% 0.7835
Close 0.7906 0.7900 -0.0006 -0.1% 0.7900
Range 0.0065 0.0076 0.0011 16.2% 0.0152
ATR 0.0060 0.0061 0.0001 1.9% 0.0000
Volume 113,914 113,914 0 0.0% 474,845
Daily Pivots for day following 10-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.8133 0.8092 0.7941
R3 0.8057 0.8016 0.7920
R2 0.7982 0.7982 0.7913
R1 0.7941 0.7941 0.7906 0.7961
PP 0.7906 0.7906 0.7906 0.7917
S1 0.7865 0.7865 0.7893 0.7886
S2 0.7831 0.7831 0.7886
S3 0.7755 0.7790 0.7879
S4 0.7680 0.7714 0.7858
Weekly Pivots for week ending 10-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.8363 0.8283 0.7983
R3 0.8211 0.8131 0.7941
R2 0.8059 0.8059 0.7927
R1 0.7979 0.7979 0.7913 0.7943
PP 0.7907 0.7907 0.7907 0.7889
S1 0.7827 0.7827 0.7886 0.7791
S2 0.7755 0.7755 0.7872
S3 0.7603 0.7675 0.7858
S4 0.7451 0.7523 0.7816
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8004 0.7835 0.0169 2.1% 0.0071 0.9% 38% False False 110,686
10 0.8004 0.7835 0.0169 2.1% 0.0060 0.8% 38% False False 90,744
20 0.8004 0.7723 0.0281 3.6% 0.0062 0.8% 63% False False 83,548
40 0.8050 0.7723 0.0327 4.1% 0.0057 0.7% 54% False False 75,866
60 0.8162 0.7723 0.0440 5.6% 0.0060 0.8% 40% False False 75,561
80 0.8328 0.7723 0.0605 7.7% 0.0059 0.7% 29% False False 63,813
100 0.8328 0.7723 0.0605 7.7% 0.0057 0.7% 29% False False 51,142
120 0.8328 0.7723 0.0605 7.7% 0.0055 0.7% 29% False False 42,635
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8268
2.618 0.8145
1.618 0.8070
1.000 0.8023
0.618 0.7994
HIGH 0.7948
0.618 0.7919
0.500 0.7910
0.382 0.7901
LOW 0.7872
0.618 0.7825
1.000 0.7797
1.618 0.7750
2.618 0.7674
4.250 0.7551
Fisher Pivots for day following 10-Sep-2021
Pivot 1 day 3 day
R1 0.7910 0.7897
PP 0.7906 0.7894
S1 0.7903 0.7891

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

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