CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 12-Jan-2021
Day Change Summary
Previous Current
11-Jan-2021 12-Jan-2021 Change Change % Previous Week
Open 0.7812 0.7853 0.0041 0.5% 0.7851
High 0.7831 0.7872 0.0042 0.5% 0.7919
Low 0.7802 0.7851 0.0049 0.6% 0.7823
Close 0.7831 0.7864 0.0034 0.4% 0.7871
Range 0.0029 0.0021 -0.0008 -26.3% 0.0096
ATR 0.0045 0.0045 0.0000 -0.5% 0.0000
Volume 31 52 21 67.7% 91
Daily Pivots for day following 12-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.7925 0.7916 0.7876
R3 0.7904 0.7895 0.7870
R2 0.7883 0.7883 0.7868
R1 0.7874 0.7874 0.7866 0.7879
PP 0.7862 0.7862 0.7862 0.7865
S1 0.7853 0.7853 0.7862 0.7858
S2 0.7841 0.7841 0.7860
S3 0.7820 0.7832 0.7858
S4 0.7799 0.7811 0.7852
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% 0.0035 0.4% 53% False False 26
10 0.7919 0.7802 0.0117 1.5% 0.0041 0.5% 53% False False 24
20 0.7919 0.7729 0.0190 2.4% 0.0034 0.4% 71% False False 18
40 0.7919 0.7600 0.0319 4.1% 0.0033 0.4% 83% 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 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7961
2.618 0.7927
1.618 0.7906
1.000 0.7893
0.618 0.7885
HIGH 0.7872
0.618 0.7864
0.500 0.7862
0.382 0.7859
LOW 0.7851
0.618 0.7838
1.000 0.7830
1.618 0.7817
2.618 0.7796
4.250 0.7762
Fisher Pivots for day following 12-Jan-2021
Pivot 1 day 3 day
R1 0.7863 0.7859
PP 0.7862 0.7855
S1 0.7862 0.7850

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

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