CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 09-Feb-2021
Day Change Summary
Previous Current
08-Feb-2021 09-Feb-2021 Change Change % Previous Week
Open 0.7836 0.7860 0.0024 0.3% 0.7817
High 0.7850 0.7879 0.0029 0.4% 0.7837
Low 0.7826 0.7836 0.0011 0.1% 0.7774
Close 0.7850 0.7879 0.0029 0.4% 0.7833
Range 0.0025 0.0043 0.0018 73.5% 0.0063
ATR 0.0049 0.0048 0.0000 -0.9% 0.0000
Volume 21 8 -13 -61.9% 159
Daily Pivots for day following 09-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.7992 0.7978 0.7902
R3 0.7949 0.7935 0.7890
R2 0.7907 0.7907 0.7886
R1 0.7893 0.7893 0.7882 0.7900
PP 0.7864 0.7864 0.7864 0.7868
S1 0.7850 0.7850 0.7875 0.7857
S2 0.7822 0.7822 0.7871
S3 0.7779 0.7808 0.7867
S4 0.7737 0.7765 0.7855
Weekly Pivots for week ending 05-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.8002 0.7980 0.7867
R3 0.7940 0.7918 0.7850
R2 0.7877 0.7877 0.7844
R1 0.7855 0.7855 0.7839 0.7866
PP 0.7815 0.7815 0.7815 0.7820
S1 0.7793 0.7793 0.7827 0.7804
S2 0.7752 0.7752 0.7822
S3 0.7690 0.7730 0.7816
S4 0.7627 0.7668 0.7799
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7879 0.7789 0.0090 1.1% 0.0031 0.4% 100% True False 29
10 0.7885 0.7767 0.0118 1.5% 0.0048 0.6% 95% False False 35
20 0.7941 0.7767 0.0175 2.2% 0.0046 0.6% 64% False False 39
40 0.7941 0.7729 0.0212 2.7% 0.0041 0.5% 71% False False 27
60 0.7941 0.7600 0.0341 4.3% 0.0038 0.5% 82% False False 25
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8059
2.618 0.7990
1.618 0.7947
1.000 0.7921
0.618 0.7905
HIGH 0.7879
0.618 0.7862
0.500 0.7857
0.382 0.7852
LOW 0.7836
0.618 0.7810
1.000 0.7794
1.618 0.7767
2.618 0.7725
4.250 0.7655
Fisher Pivots for day following 09-Feb-2021
Pivot 1 day 3 day
R1 0.7871 0.7867
PP 0.7864 0.7856
S1 0.7857 0.7845

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

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