CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 18-Feb-2021
Day Change Summary
Previous Current
17-Feb-2021 18-Feb-2021 Change Change % Previous Week
Open 0.7850 0.7860 0.0011 0.1% 0.7836
High 0.7874 0.7891 0.0017 0.2% 0.7897
Low 0.7849 0.7856 0.0008 0.1% 0.7826
Close 0.7874 0.7885 0.0011 0.1% 0.7872
Range 0.0026 0.0035 0.0010 37.3% 0.0072
ATR 0.0045 0.0044 -0.0001 -1.6% 0.0000
Volume 34 13 -21 -61.8% 102
Daily Pivots for day following 18-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.7982 0.7969 0.7904
R3 0.7947 0.7934 0.7895
R2 0.7912 0.7912 0.7891
R1 0.7899 0.7899 0.7888 0.7906
PP 0.7877 0.7877 0.7877 0.7881
S1 0.7864 0.7864 0.7882 0.7871
S2 0.7842 0.7842 0.7879
S3 0.7807 0.7829 0.7875
S4 0.7772 0.7794 0.7866
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% 0.0037 0.5% 54% False False 18
10 0.7926 0.7789 0.0137 1.7% 0.0034 0.4% 70% False False 22
20 0.7941 0.7767 0.0175 2.2% 0.0043 0.5% 68% False False 33
40 0.7941 0.7729 0.0212 2.7% 0.0042 0.5% 74% False False 28
60 0.7941 0.7639 0.0302 3.8% 0.0038 0.5% 81% False False 26
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8040
2.618 0.7983
1.618 0.7948
1.000 0.7926
0.618 0.7913
HIGH 0.7891
0.618 0.7878
0.500 0.7874
0.382 0.7869
LOW 0.7856
0.618 0.7834
1.000 0.7821
1.618 0.7799
2.618 0.7764
4.250 0.7707
Fisher Pivots for day following 18-Feb-2021
Pivot 1 day 3 day
R1 0.7881 0.7887
PP 0.7877 0.7886
S1 0.7874 0.7886

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

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