CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 27-Jan-2021
Day Change Summary
Previous Current
26-Jan-2021 27-Jan-2021 Change Change % Previous Week
Open 0.7835 0.7870 0.0035 0.4% 0.7827
High 0.7883 0.7885 0.0002 0.0% 0.7941
Low 0.7828 0.7803 -0.0025 -0.3% 0.7819
Close 0.7880 0.7818 -0.0062 -0.8% 0.7862
Range 0.0056 0.0082 0.0026 46.8% 0.0123
ATR 0.0050 0.0052 0.0002 4.6% 0.0000
Volume 72 68 -4 -5.6% 188
Daily Pivots for day following 27-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8080 0.8030 0.7863
R3 0.7998 0.7949 0.7840
R2 0.7917 0.7917 0.7833
R1 0.7867 0.7867 0.7825 0.7851
PP 0.7835 0.7835 0.7835 0.7827
S1 0.7786 0.7786 0.7811 0.7770
S2 0.7754 0.7754 0.7803
S3 0.7672 0.7704 0.7796
S4 0.7591 0.7623 0.7773
Weekly Pivots for week ending 22-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8241 0.8174 0.7929
R3 0.8119 0.8051 0.7895
R2 0.7996 0.7996 0.7884
R1 0.7929 0.7929 0.7873 0.7963
PP 0.7874 0.7874 0.7874 0.7891
S1 0.7806 0.7806 0.7850 0.7840
S2 0.7751 0.7751 0.7839
S3 0.7629 0.7684 0.7828
S4 0.7506 0.7561 0.7794
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7941 0.7803 0.0138 1.8% 0.0050 0.6% 11% False True 52
10 0.7941 0.7803 0.0138 1.8% 0.0050 0.6% 11% False True 44
20 0.7941 0.7802 0.0139 1.8% 0.0045 0.6% 12% False False 34
40 0.7941 0.7698 0.0243 3.1% 0.0039 0.5% 49% False False 26
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 54 trading days
Fibonacci Retracements and Extensions
4.250 0.8231
2.618 0.8098
1.618 0.8016
1.000 0.7966
0.618 0.7935
HIGH 0.7885
0.618 0.7853
0.500 0.7844
0.382 0.7834
LOW 0.7803
0.618 0.7753
1.000 0.7722
1.618 0.7671
2.618 0.7590
4.250 0.7457
Fisher Pivots for day following 27-Jan-2021
Pivot 1 day 3 day
R1 0.7844 0.7844
PP 0.7835 0.7835
S1 0.7827 0.7827

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

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