CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 19-Jan-2021
Day Change Summary
Previous Current
15-Jan-2021 19-Jan-2021 Change Change % Previous Week
Open 0.7900 0.7827 -0.0073 -0.9% 0.7812
High 0.7900 0.7865 -0.0035 -0.4% 0.7925
Low 0.7840 0.7819 -0.0021 -0.3% 0.7802
Close 0.7862 0.7859 -0.0003 0.0% 0.7862
Range 0.0061 0.0047 -0.0014 -23.1% 0.0123
ATR 0.0047 0.0047 0.0000 0.0% 0.0000
Volume 33 9 -24 -72.7% 186
Daily Pivots for day following 19-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.7987 0.7970 0.7885
R3 0.7941 0.7923 0.7872
R2 0.7894 0.7894 0.7868
R1 0.7877 0.7877 0.7863 0.7885
PP 0.7848 0.7848 0.7848 0.7852
S1 0.7830 0.7830 0.7855 0.7839
S2 0.7801 0.7801 0.7850
S3 0.7755 0.7784 0.7846
S4 0.7708 0.7737 0.7833
Weekly Pivots for week ending 15-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8230 0.8168 0.7929
R3 0.8108 0.8046 0.7895
R2 0.7985 0.7985 0.7884
R1 0.7923 0.7923 0.7873 0.7954
PP 0.7863 0.7863 0.7863 0.7878
S1 0.7801 0.7801 0.7850 0.7832
S2 0.7740 0.7740 0.7839
S3 0.7618 0.7678 0.7828
S4 0.7495 0.7556 0.7794
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7925 0.7819 0.0106 1.3% 0.0042 0.5% 38% False True 32
10 0.7925 0.7802 0.0123 1.6% 0.0043 0.5% 47% False False 27
20 0.7925 0.7729 0.0196 2.5% 0.0040 0.5% 66% False False 21
40 0.7925 0.7631 0.0294 3.7% 0.0035 0.4% 78% False False 20
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 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8063
2.618 0.7987
1.618 0.7940
1.000 0.7912
0.618 0.7894
HIGH 0.7865
0.618 0.7847
0.500 0.7842
0.382 0.7836
LOW 0.7819
0.618 0.7790
1.000 0.7772
1.618 0.7743
2.618 0.7697
4.250 0.7621
Fisher Pivots for day following 19-Jan-2021
Pivot 1 day 3 day
R1 0.7853 0.7872
PP 0.7848 0.7867
S1 0.7842 0.7863

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

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