CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 06-Jan-2021
Day Change Summary
Previous Current
05-Jan-2021 06-Jan-2021 Change Change % Previous Week
Open 0.7837 0.7865 0.0028 0.4% 0.7782
High 0.7898 0.7919 0.0021 0.3% 0.7869
Low 0.7837 0.7865 0.0028 0.4% 0.7775
Close 0.7898 0.7881 -0.0017 -0.2% 0.7836
Range 0.0061 0.0054 -0.0008 -12.3% 0.0094
ATR 0.0044 0.0044 0.0001 1.6% 0.0000
Volume 28 3 -25 -89.3% 69
Daily Pivots for day following 06-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8049 0.8018 0.7910
R3 0.7995 0.7965 0.7896
R2 0.7942 0.7942 0.7891
R1 0.7911 0.7911 0.7886 0.7927
PP 0.7888 0.7888 0.7888 0.7896
S1 0.7858 0.7858 0.7876 0.7873
S2 0.7835 0.7835 0.7871
S3 0.7781 0.7804 0.7866
S4 0.7728 0.7751 0.7852
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 0.7919 0.7804 0.0115 1.5% 0.0053 0.7% 67% True False 18
10 0.7919 0.7748 0.0171 2.2% 0.0038 0.5% 78% True False 15
20 0.7919 0.7729 0.0190 2.4% 0.0037 0.5% 80% 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 0.0008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8146
2.618 0.8059
1.618 0.8005
1.000 0.7972
0.618 0.7952
HIGH 0.7919
0.618 0.7898
0.500 0.7892
0.382 0.7885
LOW 0.7865
0.618 0.7832
1.000 0.7812
1.618 0.7778
2.618 0.7725
4.250 0.7638
Fisher Pivots for day following 06-Jan-2021
Pivot 1 day 3 day
R1 0.7892 0.7878
PP 0.7888 0.7874
S1 0.7885 0.7871

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

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