CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 28-Jan-2021
Day Change Summary
Previous Current
27-Jan-2021 28-Jan-2021 Change Change % Previous Week
Open 0.7870 0.7800 -0.0070 -0.9% 0.7827
High 0.7885 0.7822 -0.0063 -0.8% 0.7941
Low 0.7803 0.7767 -0.0037 -0.5% 0.7819
Close 0.7818 0.7818 -0.0001 0.0% 0.7862
Range 0.0082 0.0056 -0.0026 -31.9% 0.0123
ATR 0.0052 0.0052 0.0000 0.5% 0.0000
Volume 68 18 -50 -73.5% 188
Daily Pivots for day following 28-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.7969 0.7949 0.7848
R3 0.7913 0.7893 0.7833
R2 0.7858 0.7858 0.7828
R1 0.7838 0.7838 0.7823 0.7848
PP 0.7802 0.7802 0.7802 0.7807
S1 0.7782 0.7782 0.7812 0.7792
S2 0.7747 0.7747 0.7807
S3 0.7691 0.7727 0.7802
S4 0.7636 0.7671 0.7787
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 0.7888 0.7767 0.0122 1.6% 0.0056 0.7% 42% False True 51
10 0.7941 0.7767 0.0175 2.2% 0.0052 0.7% 29% False True 41
20 0.7941 0.7767 0.0175 2.2% 0.0047 0.6% 29% False True 34
40 0.7941 0.7704 0.0238 3.0% 0.0039 0.5% 48% False False 27
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8058
2.618 0.7967
1.618 0.7912
1.000 0.7878
0.618 0.7856
HIGH 0.7822
0.618 0.7801
0.500 0.7794
0.382 0.7788
LOW 0.7767
0.618 0.7732
1.000 0.7711
1.618 0.7677
2.618 0.7621
4.250 0.7531
Fisher Pivots for day following 28-Jan-2021
Pivot 1 day 3 day
R1 0.7810 0.7826
PP 0.7802 0.7823
S1 0.7794 0.7820

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

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