CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 02-Feb-2021
Day Change Summary
Previous Current
01-Feb-2021 02-Feb-2021 Change Change % Previous Week
Open 0.7817 0.7790 -0.0027 -0.3% 0.7878
High 0.7837 0.7824 -0.0013 -0.2% 0.7885
Low 0.7774 0.7775 0.0001 0.0% 0.7767
Close 0.7788 0.7811 0.0023 0.3% 0.7813
Range 0.0063 0.0049 -0.0014 -21.6% 0.0118
ATR 0.0055 0.0054 0.0000 -0.7% 0.0000
Volume 18 23 5 27.8% 251
Daily Pivots for day following 02-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.7950 0.7929 0.7837
R3 0.7901 0.7880 0.7824
R2 0.7852 0.7852 0.7819
R1 0.7831 0.7831 0.7815 0.7842
PP 0.7803 0.7803 0.7803 0.7808
S1 0.7782 0.7782 0.7806 0.7793
S2 0.7754 0.7754 0.7802
S3 0.7705 0.7733 0.7797
S4 0.7656 0.7684 0.7784
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% 0.0065 0.8% 37% False False 40
10 0.7941 0.7767 0.0175 2.2% 0.0055 0.7% 25% False False 47
20 0.7941 0.7767 0.0175 2.2% 0.0049 0.6% 25% False False 37
40 0.7941 0.7729 0.0212 2.7% 0.0042 0.5% 38% False False 27
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8032
2.618 0.7952
1.618 0.7903
1.000 0.7873
0.618 0.7854
HIGH 0.7824
0.618 0.7805
0.500 0.7800
0.382 0.7794
LOW 0.7775
0.618 0.7745
1.000 0.7726
1.618 0.7696
2.618 0.7647
4.250 0.7567
Fisher Pivots for day following 02-Feb-2021
Pivot 1 day 3 day
R1 0.7807 0.7810
PP 0.7803 0.7810
S1 0.7800 0.7810

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

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