CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 10-Feb-2021
Day Change Summary
Previous Current
09-Feb-2021 10-Feb-2021 Change Change % Previous Week
Open 0.7860 0.7886 0.0026 0.3% 0.7817
High 0.7879 0.7892 0.0014 0.2% 0.7837
Low 0.7836 0.7870 0.0034 0.4% 0.7774
Close 0.7879 0.7882 0.0003 0.0% 0.7833
Range 0.0043 0.0022 -0.0021 -48.2% 0.0063
ATR 0.0048 0.0046 -0.0002 -3.9% 0.0000
Volume 8 34 26 325.0% 159
Daily Pivots for day following 10-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.7947 0.7936 0.7894
R3 0.7925 0.7914 0.7888
R2 0.7903 0.7903 0.7886
R1 0.7892 0.7892 0.7884 0.7887
PP 0.7881 0.7881 0.7881 0.7878
S1 0.7870 0.7870 0.7879 0.7865
S2 0.7859 0.7859 0.7877
S3 0.7837 0.7848 0.7875
S4 0.7815 0.7826 0.7869
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 0.7892 0.7789 0.0103 1.3% 0.0030 0.4% 90% True False 26
10 0.7892 0.7767 0.0126 1.6% 0.0042 0.5% 92% True False 31
20 0.7941 0.7767 0.0175 2.2% 0.0046 0.6% 66% False False 38
40 0.7941 0.7729 0.0212 2.7% 0.0040 0.5% 72% False False 28
60 0.7941 0.7600 0.0341 4.3% 0.0037 0.5% 83% False False 25
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 0.0013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7986
2.618 0.7950
1.618 0.7928
1.000 0.7914
0.618 0.7906
HIGH 0.7892
0.618 0.7884
0.500 0.7881
0.382 0.7878
LOW 0.7870
0.618 0.7856
1.000 0.7848
1.618 0.7834
2.618 0.7812
4.250 0.7777
Fisher Pivots for day following 10-Feb-2021
Pivot 1 day 3 day
R1 0.7881 0.7874
PP 0.7881 0.7866
S1 0.7881 0.7859

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

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