CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 13-Sep-2021
Day Change Summary
Previous Current
10-Sep-2021 13-Sep-2021 Change Change % Previous Week
Open 0.7895 0.7884 -0.0011 -0.1% 0.7982
High 0.7948 0.7912 -0.0036 -0.4% 0.7987
Low 0.7872 0.7878 0.0006 0.1% 0.7835
Close 0.7900 0.7895 -0.0005 -0.1% 0.7900
Range 0.0076 0.0035 -0.0041 -54.3% 0.0152
ATR 0.0061 0.0059 -0.0002 -3.1% 0.0000
Volume 113,914 35,257 -78,657 -69.0% 474,845
Daily Pivots for day following 13-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.7998 0.7981 0.7913
R3 0.7964 0.7946 0.7904
R2 0.7929 0.7929 0.7901
R1 0.7912 0.7912 0.7898 0.7921
PP 0.7895 0.7895 0.7895 0.7899
S1 0.7877 0.7877 0.7891 0.7886
S2 0.7860 0.7860 0.7888
S3 0.7826 0.7843 0.7885
S4 0.7791 0.7808 0.7876
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 0.7987 0.7835 0.0152 1.9% 0.0069 0.9% 39% False False 102,020
10 0.8004 0.7835 0.0169 2.1% 0.0057 0.7% 35% False False 86,850
20 0.8004 0.7723 0.0281 3.6% 0.0062 0.8% 61% False False 83,193
40 0.8050 0.7723 0.0327 4.1% 0.0057 0.7% 53% False False 74,912
60 0.8162 0.7723 0.0440 5.6% 0.0059 0.7% 39% False False 74,555
80 0.8328 0.7723 0.0605 7.7% 0.0058 0.7% 28% False False 64,251
100 0.8328 0.7723 0.0605 7.7% 0.0056 0.7% 28% False False 51,492
120 0.8328 0.7723 0.0605 7.7% 0.0055 0.7% 28% False False 42,928
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 0.0013
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 0.8059
2.618 0.8002
1.618 0.7968
1.000 0.7947
0.618 0.7933
HIGH 0.7912
0.618 0.7899
0.500 0.7895
0.382 0.7891
LOW 0.7878
0.618 0.7856
1.000 0.7843
1.618 0.7822
2.618 0.7787
4.250 0.7731
Fisher Pivots for day following 13-Sep-2021
Pivot 1 day 3 day
R1 0.7895 0.7902
PP 0.7895 0.7900
S1 0.7895 0.7897

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

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