CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 04-Feb-2021
Day Change Summary
Previous Current
03-Feb-2021 04-Feb-2021 Change Change % Previous Week
Open 0.7825 0.7828 0.0003 0.0% 0.7878
High 0.7835 0.7828 -0.0007 -0.1% 0.7885
Low 0.7809 0.7789 -0.0020 -0.2% 0.7767
Close 0.7825 0.7795 -0.0031 -0.4% 0.7813
Range 0.0027 0.0039 0.0013 47.2% 0.0118
ATR 0.0052 0.0051 -0.0001 -1.8% 0.0000
Volume 47 11 -36 -76.6% 251
Daily Pivots for day following 04-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.7921 0.7897 0.7816
R3 0.7882 0.7858 0.7805
R2 0.7843 0.7843 0.7802
R1 0.7819 0.7819 0.7798 0.7811
PP 0.7804 0.7804 0.7804 0.7800
S1 0.7780 0.7780 0.7791 0.7772
S2 0.7765 0.7765 0.7787
S3 0.7726 0.7741 0.7784
S4 0.7687 0.7702 0.7773
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 0.7850 0.7771 0.0079 1.0% 0.0051 0.7% 30% False False 35
10 0.7888 0.7767 0.0122 1.6% 0.0053 0.7% 23% False False 43
20 0.7941 0.7767 0.0175 2.2% 0.0047 0.6% 16% False False 38
40 0.7941 0.7729 0.0212 2.7% 0.0042 0.5% 31% False False 27
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7994
2.618 0.7930
1.618 0.7891
1.000 0.7867
0.618 0.7852
HIGH 0.7828
0.618 0.7813
0.500 0.7809
0.382 0.7804
LOW 0.7789
0.618 0.7765
1.000 0.7750
1.618 0.7726
2.618 0.7687
4.250 0.7623
Fisher Pivots for day following 04-Feb-2021
Pivot 1 day 3 day
R1 0.7809 0.7805
PP 0.7804 0.7802
S1 0.7799 0.7798

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

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