CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 08-Jan-2021
Day Change Summary
Previous Current
07-Jan-2021 08-Jan-2021 Change Change % Previous Week
Open 0.7866 0.7881 0.0015 0.2% 0.7851
High 0.7894 0.7898 0.0004 0.0% 0.7919
Low 0.7864 0.7857 -0.0007 -0.1% 0.7823
Close 0.7887 0.7871 -0.0017 -0.2% 0.7871
Range 0.0030 0.0041 0.0011 35.0% 0.0096
ATR 0.0043 0.0043 0.0000 -0.5% 0.0000
Volume 8 38 30 375.0% 91
Daily Pivots for day following 08-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.7997 0.7974 0.7893
R3 0.7956 0.7934 0.7882
R2 0.7916 0.7916 0.7878
R1 0.7893 0.7893 0.7874 0.7884
PP 0.7875 0.7875 0.7875 0.7871
S1 0.7853 0.7853 0.7867 0.7844
S2 0.7835 0.7835 0.7863
S3 0.7794 0.7812 0.7859
S4 0.7754 0.7772 0.7848
Weekly Pivots for week ending 08-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8157 0.8109 0.7923
R3 0.8062 0.8014 0.7897
R2 0.7966 0.7966 0.7888
R1 0.7918 0.7918 0.7879 0.7942
PP 0.7871 0.7871 0.7871 0.7883
S1 0.7823 0.7823 0.7862 0.7847
S2 0.7775 0.7775 0.7853
S3 0.7680 0.7727 0.7844
S4 0.7584 0.7632 0.7818
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% 0.0052 0.7% 50% False False 18
10 0.7919 0.7775 0.0144 1.8% 0.0039 0.5% 67% False False 16
20 0.7919 0.7729 0.0190 2.4% 0.0037 0.5% 75% False False 15
40 0.7919 0.7600 0.0319 4.0% 0.0033 0.4% 85% False False 17
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8070
2.618 0.8004
1.618 0.7963
1.000 0.7938
0.618 0.7923
HIGH 0.7898
0.618 0.7882
0.500 0.7877
0.382 0.7872
LOW 0.7857
0.618 0.7832
1.000 0.7817
1.618 0.7791
2.618 0.7751
4.250 0.7685
Fisher Pivots for day following 08-Jan-2021
Pivot 1 day 3 day
R1 0.7877 0.7888
PP 0.7875 0.7882
S1 0.7873 0.7876

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

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