CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 16-Feb-2021
Day Change Summary
Previous Current
12-Feb-2021 16-Feb-2021 Change Change % Previous Week
Open 0.7858 0.7905 0.0047 0.6% 0.7836
High 0.7887 0.7926 0.0039 0.5% 0.7897
Low 0.7837 0.7875 0.0038 0.5% 0.7826
Close 0.7872 0.7888 0.0016 0.2% 0.7872
Range 0.0050 0.0051 0.0001 2.0% 0.0072
ATR 0.0045 0.0046 0.0001 1.4% 0.0000
Volume 29 8 -21 -72.4% 102
Daily Pivots for day following 16-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.8049 0.8019 0.7916
R3 0.7998 0.7968 0.7902
R2 0.7947 0.7947 0.7897
R1 0.7917 0.7917 0.7892 0.7907
PP 0.7896 0.7896 0.7896 0.7891
S1 0.7866 0.7866 0.7883 0.7856
S2 0.7845 0.7845 0.7878
S3 0.7794 0.7815 0.7873
S4 0.7743 0.7764 0.7859
Weekly Pivots for week ending 12-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.8079 0.8047 0.7911
R3 0.8008 0.7975 0.7891
R2 0.7936 0.7936 0.7885
R1 0.7904 0.7904 0.7878 0.7920
PP 0.7865 0.7865 0.7865 0.7873
S1 0.7832 0.7832 0.7865 0.7849
S2 0.7793 0.7793 0.7858
S3 0.7722 0.7761 0.7852
S4 0.7650 0.7689 0.7832
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7926 0.7836 0.0090 1.1% 0.0038 0.5% 58% True False 17
10 0.7926 0.7775 0.0151 1.9% 0.0035 0.4% 75% True False 25
20 0.7941 0.7767 0.0175 2.2% 0.0045 0.6% 69% False False 35
40 0.7941 0.7729 0.0212 2.7% 0.0042 0.5% 75% False False 28
60 0.7941 0.7631 0.0311 3.9% 0.0038 0.5% 83% False False 25
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.8142
2.618 0.8059
1.618 0.8008
1.000 0.7977
0.618 0.7957
HIGH 0.7926
0.618 0.7906
0.500 0.7900
0.382 0.7894
LOW 0.7875
0.618 0.7843
1.000 0.7824
1.618 0.7792
2.618 0.7741
4.250 0.7658
Fisher Pivots for day following 16-Feb-2021
Pivot 1 day 3 day
R1 0.7900 0.7885
PP 0.7896 0.7883
S1 0.7892 0.7881

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

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