CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 17-Feb-2021
Day Change Summary
Previous Current
16-Feb-2021 17-Feb-2021 Change Change % Previous Week
Open 0.7905 0.7850 -0.0055 -0.7% 0.7836
High 0.7926 0.7874 -0.0052 -0.6% 0.7897
Low 0.7875 0.7849 -0.0026 -0.3% 0.7826
Close 0.7888 0.7874 -0.0014 -0.2% 0.7872
Range 0.0051 0.0026 -0.0026 -50.0% 0.0072
ATR 0.0046 0.0045 0.0000 -1.0% 0.0000
Volume 8 34 26 325.0% 102
Daily Pivots for day following 17-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.7942 0.7934 0.7888
R3 0.7917 0.7908 0.7881
R2 0.7891 0.7891 0.7879
R1 0.7883 0.7883 0.7876 0.7887
PP 0.7866 0.7866 0.7866 0.7868
S1 0.7857 0.7857 0.7872 0.7861
S2 0.7840 0.7840 0.7869
S3 0.7815 0.7832 0.7867
S4 0.7789 0.7806 0.7860
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 0.7837 0.0089 1.1% 0.0034 0.4% 42% False False 23
10 0.7926 0.7789 0.0137 1.7% 0.0033 0.4% 62% False False 26
20 0.7941 0.7767 0.0175 2.2% 0.0044 0.6% 62% False False 36
40 0.7941 0.7729 0.0212 2.7% 0.0042 0.5% 68% False False 28
60 0.7941 0.7631 0.0311 3.9% 0.0038 0.5% 78% False False 26
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 0.0010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7982
2.618 0.7941
1.618 0.7915
1.000 0.7900
0.618 0.7890
HIGH 0.7874
0.618 0.7864
0.500 0.7861
0.382 0.7858
LOW 0.7849
0.618 0.7833
1.000 0.7823
1.618 0.7807
2.618 0.7782
4.250 0.7740
Fisher Pivots for day following 17-Feb-2021
Pivot 1 day 3 day
R1 0.7870 0.7881
PP 0.7866 0.7879
S1 0.7861 0.7876

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

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