CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 22-Feb-2021
Day Change Summary
Previous Current
19-Feb-2021 22-Feb-2021 Change Change % Previous Week
Open 0.7914 0.7929 0.0015 0.2% 0.7905
High 0.7936 0.7940 0.0005 0.1% 0.7936
Low 0.7871 0.7902 0.0032 0.4% 0.7849
Close 0.7922 0.7935 0.0014 0.2% 0.7922
Range 0.0065 0.0038 -0.0027 -41.5% 0.0087
ATR 0.0046 0.0045 -0.0001 -1.2% 0.0000
Volume 24 10 -14 -58.3% 79
Daily Pivots for day following 22-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.8040 0.8025 0.7956
R3 0.8002 0.7987 0.7945
R2 0.7964 0.7964 0.7942
R1 0.7949 0.7949 0.7938 0.7957
PP 0.7926 0.7926 0.7926 0.7929
S1 0.7911 0.7911 0.7932 0.7919
S2 0.7888 0.7888 0.7928
S3 0.7850 0.7873 0.7925
S4 0.7812 0.7835 0.7914
Weekly Pivots for week ending 19-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.8163 0.8129 0.7969
R3 0.8076 0.8042 0.7945
R2 0.7989 0.7989 0.7937
R1 0.7955 0.7955 0.7929 0.7972
PP 0.7902 0.7902 0.7902 0.7910
S1 0.7868 0.7868 0.7914 0.7885
S2 0.7815 0.7815 0.7906
S3 0.7728 0.7781 0.7898
S4 0.7641 0.7694 0.7874
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7940 0.7849 0.0092 1.2% 0.0043 0.5% 95% True False 17
10 0.7940 0.7826 0.0115 1.4% 0.0038 0.5% 96% True False 19
20 0.7940 0.7767 0.0174 2.2% 0.0045 0.6% 97% True False 30
40 0.7941 0.7756 0.0185 2.3% 0.0042 0.5% 97% False False 28
60 0.7941 0.7655 0.0287 3.6% 0.0039 0.5% 98% 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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8102
2.618 0.8039
1.618 0.8001
1.000 0.7978
0.618 0.7963
HIGH 0.7940
0.618 0.7925
0.500 0.7921
0.382 0.7917
LOW 0.7902
0.618 0.7879
1.000 0.7864
1.618 0.7841
2.618 0.7803
4.250 0.7741
Fisher Pivots for day following 22-Feb-2021
Pivot 1 day 3 day
R1 0.7930 0.7923
PP 0.7926 0.7910
S1 0.7921 0.7898

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

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