CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 11-Feb-2021
Day Change Summary
Previous Current
10-Feb-2021 11-Feb-2021 Change Change % Previous Week
Open 0.7886 0.7890 0.0005 0.1% 0.7817
High 0.7892 0.7897 0.0005 0.1% 0.7837
Low 0.7870 0.7874 0.0004 0.0% 0.7774
Close 0.7882 0.7875 -0.0007 -0.1% 0.7833
Range 0.0022 0.0024 0.0002 6.8% 0.0063
ATR 0.0046 0.0045 -0.0002 -3.5% 0.0000
Volume 34 10 -24 -70.6% 159
Daily Pivots for day following 11-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.7952 0.7937 0.7888
R3 0.7929 0.7914 0.7881
R2 0.7905 0.7905 0.7879
R1 0.7890 0.7890 0.7877 0.7886
PP 0.7882 0.7882 0.7882 0.7880
S1 0.7867 0.7867 0.7873 0.7863
S2 0.7858 0.7858 0.7871
S3 0.7835 0.7843 0.7869
S4 0.7811 0.7820 0.7862
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 0.7897 0.7811 0.0086 1.1% 0.0027 0.3% 74% True False 26
10 0.7897 0.7771 0.0126 1.6% 0.0039 0.5% 83% True False 30
20 0.7941 0.7767 0.0175 2.2% 0.0045 0.6% 62% False False 36
40 0.7941 0.7729 0.0212 2.7% 0.0040 0.5% 69% False False 28
60 0.7941 0.7631 0.0311 3.9% 0.0037 0.5% 79% False False 25
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7997
2.618 0.7959
1.618 0.7935
1.000 0.7921
0.618 0.7912
HIGH 0.7897
0.618 0.7888
0.500 0.7885
0.382 0.7882
LOW 0.7874
0.618 0.7859
1.000 0.7850
1.618 0.7835
2.618 0.7812
4.250 0.7774
Fisher Pivots for day following 11-Feb-2021
Pivot 1 day 3 day
R1 0.7885 0.7872
PP 0.7882 0.7869
S1 0.7878 0.7867

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

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