CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 01-Feb-2021
Day Change Summary
Previous Current
29-Jan-2021 01-Feb-2021 Change Change % Previous Week
Open 0.7795 0.7817 0.0022 0.3% 0.7878
High 0.7850 0.7837 -0.0013 -0.2% 0.7885
Low 0.7771 0.7774 0.0003 0.0% 0.7767
Close 0.7813 0.7788 -0.0025 -0.3% 0.7813
Range 0.0079 0.0063 -0.0016 -20.4% 0.0118
ATR 0.0054 0.0055 0.0001 1.1% 0.0000
Volume 77 18 -59 -76.6% 251
Daily Pivots for day following 01-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.7987 0.7950 0.7822
R3 0.7925 0.7888 0.7805
R2 0.7862 0.7862 0.7799
R1 0.7825 0.7825 0.7794 0.7812
PP 0.7800 0.7800 0.7800 0.7793
S1 0.7763 0.7763 0.7782 0.7750
S2 0.7737 0.7737 0.7777
S3 0.7675 0.7700 0.7771
S4 0.7612 0.7638 0.7754
Weekly Pivots for week ending 29-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8175 0.8112 0.7877
R3 0.8057 0.7994 0.7845
R2 0.7939 0.7939 0.7834
R1 0.7876 0.7876 0.7823 0.7849
PP 0.7821 0.7821 0.7821 0.7808
S1 0.7758 0.7758 0.7802 0.7731
S2 0.7703 0.7703 0.7791
S3 0.7585 0.7640 0.7780
S4 0.7467 0.7522 0.7748
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7885 0.7767 0.0118 1.5% 0.0067 0.9% 18% False False 50
10 0.7941 0.7767 0.0175 2.2% 0.0055 0.7% 12% False False 45
20 0.7941 0.7767 0.0175 2.2% 0.0050 0.6% 12% False False 36
40 0.7941 0.7729 0.0212 2.7% 0.0042 0.5% 28% False False 28
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8102
2.618 0.8000
1.618 0.7938
1.000 0.7899
0.618 0.7875
HIGH 0.7837
0.618 0.7813
0.500 0.7805
0.382 0.7798
LOW 0.7774
0.618 0.7735
1.000 0.7712
1.618 0.7673
2.618 0.7610
4.250 0.7508
Fisher Pivots for day following 01-Feb-2021
Pivot 1 day 3 day
R1 0.7805 0.7808
PP 0.7800 0.7801
S1 0.7794 0.7795

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

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