CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 09-Feb-2021
Day Change Summary
Previous Current
08-Feb-2021 09-Feb-2021 Change Change % Previous Week
Open 0.7838 0.7850 0.0012 0.2% 0.7822
High 0.7854 0.7881 0.0027 0.3% 0.7839
Low 0.7824 0.7834 0.0010 0.1% 0.7771
Close 0.7849 0.7878 0.0029 0.4% 0.7833
Range 0.0030 0.0047 0.0017 56.7% 0.0069
ATR 0.0054 0.0054 -0.0001 -0.9% 0.0000
Volume 56,496 56,627 131 0.2% 332,610
Daily Pivots for day following 09-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.8005 0.7988 0.7903
R3 0.7958 0.7941 0.7890
R2 0.7911 0.7911 0.7886
R1 0.7894 0.7894 0.7882 0.7903
PP 0.7864 0.7864 0.7864 0.7868
S1 0.7847 0.7847 0.7873 0.7856
S2 0.7817 0.7817 0.7869
S3 0.7770 0.7800 0.7865
S4 0.7723 0.7753 0.7852
Weekly Pivots for week ending 05-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.8020 0.7995 0.7870
R3 0.7951 0.7926 0.7851
R2 0.7883 0.7883 0.7845
R1 0.7858 0.7858 0.7839 0.7870
PP 0.7814 0.7814 0.7814 0.7820
S1 0.7789 0.7789 0.7826 0.7802
S2 0.7746 0.7746 0.7820
S3 0.7677 0.7721 0.7814
S4 0.7609 0.7652 0.7795
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7881 0.7785 0.0096 1.2% 0.0039 0.5% 97% True False 61,117
10 0.7885 0.7764 0.0121 1.5% 0.0054 0.7% 94% False False 73,131
20 0.7944 0.7764 0.0181 2.3% 0.0056 0.7% 63% False False 70,184
40 0.7944 0.7721 0.0224 2.8% 0.0055 0.7% 70% False False 67,308
60 0.7944 0.7596 0.0348 4.4% 0.0051 0.6% 81% False False 49,265
80 0.7944 0.7460 0.0484 6.1% 0.0052 0.7% 86% False False 36,993
100 0.7944 0.7457 0.0488 6.2% 0.0050 0.6% 86% False False 29,607
120 0.7944 0.7457 0.0488 6.2% 0.0048 0.6% 86% False False 24,678
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8080
2.618 0.8004
1.618 0.7957
1.000 0.7928
0.618 0.7910
HIGH 0.7881
0.618 0.7863
0.500 0.7857
0.382 0.7851
LOW 0.7834
0.618 0.7804
1.000 0.7787
1.618 0.7757
2.618 0.7710
4.250 0.7634
Fisher Pivots for day following 09-Feb-2021
Pivot 1 day 3 day
R1 0.7871 0.7864
PP 0.7864 0.7850
S1 0.7857 0.7837

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

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