CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 07-Jan-2021
Day Change Summary
Previous Current
06-Jan-2021 07-Jan-2021 Change Change % Previous Week
Open 0.7865 0.7866 0.0001 0.0% 0.7782
High 0.7919 0.7894 -0.0025 -0.3% 0.7869
Low 0.7865 0.7864 -0.0001 0.0% 0.7775
Close 0.7881 0.7887 0.0006 0.1% 0.7836
Range 0.0054 0.0030 -0.0024 -43.9% 0.0094
ATR 0.0044 0.0043 -0.0001 -2.3% 0.0000
Volume 3 8 5 166.7% 69
Daily Pivots for day following 07-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.7972 0.7959 0.7904
R3 0.7942 0.7929 0.7895
R2 0.7912 0.7912 0.7893
R1 0.7899 0.7899 0.7890 0.7906
PP 0.7882 0.7882 0.7882 0.7885
S1 0.7869 0.7869 0.7884 0.7876
S2 0.7852 0.7852 0.7882
S3 0.7822 0.7839 0.7879
S4 0.7792 0.7809 0.7871
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 0.7823 0.0096 1.2% 0.0050 0.6% 67% False False 16
10 0.7919 0.7756 0.0163 2.1% 0.0038 0.5% 81% False False 14
20 0.7919 0.7729 0.0190 2.4% 0.0037 0.5% 83% False False 17
40 0.7919 0.7600 0.0319 4.0% 0.0033 0.4% 90% False False 16
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8022
2.618 0.7973
1.618 0.7943
1.000 0.7924
0.618 0.7913
HIGH 0.7894
0.618 0.7883
0.500 0.7879
0.382 0.7875
LOW 0.7864
0.618 0.7845
1.000 0.7834
1.618 0.7815
2.618 0.7785
4.250 0.7737
Fisher Pivots for day following 07-Jan-2021
Pivot 1 day 3 day
R1 0.7884 0.7884
PP 0.7882 0.7881
S1 0.7879 0.7878

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

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