CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 11-Jan-2021
Day Change Summary
Previous Current
08-Jan-2021 11-Jan-2021 Change Change % Previous Week
Open 0.7881 0.7812 -0.0069 -0.9% 0.7851
High 0.7898 0.7831 -0.0067 -0.8% 0.7919
Low 0.7857 0.7802 -0.0055 -0.7% 0.7823
Close 0.7871 0.7831 -0.0040 -0.5% 0.7871
Range 0.0041 0.0029 -0.0012 -29.6% 0.0096
ATR 0.0043 0.0045 0.0002 4.2% 0.0000
Volume 38 31 -7 -18.4% 91
Daily Pivots for day following 11-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.7907 0.7897 0.7846
R3 0.7878 0.7869 0.7838
R2 0.7850 0.7850 0.7836
R1 0.7840 0.7840 0.7833 0.7845
PP 0.7821 0.7821 0.7821 0.7823
S1 0.7812 0.7812 0.7828 0.7816
S2 0.7793 0.7793 0.7825
S3 0.7764 0.7783 0.7823
S4 0.7736 0.7755 0.7815
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 0.7802 0.0117 1.5% 0.0043 0.5% 24% False True 21
10 0.7919 0.7775 0.0144 1.8% 0.0040 0.5% 39% False False 19
20 0.7919 0.7729 0.0190 2.4% 0.0035 0.5% 54% False False 16
40 0.7919 0.7600 0.0319 4.1% 0.0033 0.4% 72% False False 18
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0009
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7952
2.618 0.7905
1.618 0.7877
1.000 0.7859
0.618 0.7848
HIGH 0.7831
0.618 0.7820
0.500 0.7816
0.382 0.7813
LOW 0.7802
0.618 0.7784
1.000 0.7774
1.618 0.7756
2.618 0.7727
4.250 0.7681
Fisher Pivots for day following 11-Jan-2021
Pivot 1 day 3 day
R1 0.7826 0.7850
PP 0.7821 0.7843
S1 0.7816 0.7837

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

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