CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 05-Jan-2021
Day Change Summary
Previous Current
04-Jan-2021 05-Jan-2021 Change Change % Previous Week
Open 0.7851 0.7837 -0.0014 -0.2% 0.7782
High 0.7897 0.7898 0.0002 0.0% 0.7869
Low 0.7823 0.7837 0.0014 0.2% 0.7775
Close 0.7831 0.7898 0.0067 0.8% 0.7836
Range 0.0074 0.0061 -0.0013 -17.0% 0.0094
ATR 0.0042 0.0044 0.0002 4.3% 0.0000
Volume 14 28 14 100.0% 69
Daily Pivots for day following 05-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8061 0.8040 0.7931
R3 0.8000 0.7979 0.7914
R2 0.7939 0.7939 0.7909
R1 0.7918 0.7918 0.7903 0.7928
PP 0.7878 0.7878 0.7878 0.7883
S1 0.7857 0.7857 0.7892 0.7867
S2 0.7817 0.7817 0.7886
S3 0.7756 0.7796 0.7881
S4 0.7695 0.7735 0.7864
Weekly Pivots for week ending 01-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8109 0.8066 0.7887
R3 0.8015 0.7972 0.7861
R2 0.7921 0.7921 0.7853
R1 0.7878 0.7878 0.7844 0.7899
PP 0.7827 0.7827 0.7827 0.7837
S1 0.7784 0.7784 0.7827 0.7805
S2 0.7733 0.7733 0.7818
S3 0.7639 0.7690 0.7810
S4 0.7545 0.7596 0.7784
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7898 0.7804 0.0095 1.2% 0.0047 0.6% 99% True False 22
10 0.7898 0.7729 0.0169 2.1% 0.0041 0.5% 100% True False 16
20 0.7898 0.7729 0.0169 2.1% 0.0035 0.4% 100% True False 17
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8157
2.618 0.8058
1.618 0.7997
1.000 0.7959
0.618 0.7936
HIGH 0.7898
0.618 0.7875
0.500 0.7868
0.382 0.7860
LOW 0.7837
0.618 0.7799
1.000 0.7776
1.618 0.7738
2.618 0.7677
4.250 0.7578
Fisher Pivots for day following 05-Jan-2021
Pivot 1 day 3 day
R1 0.7888 0.7885
PP 0.7878 0.7873
S1 0.7868 0.7861

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

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