CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 23-Feb-2021
Day Change Summary
Previous Current
22-Feb-2021 23-Feb-2021 Change Change % Previous Week
Open 0.7929 0.7932 0.0004 0.0% 0.7905
High 0.7940 0.7945 0.0005 0.1% 0.7936
Low 0.7902 0.7909 0.0007 0.1% 0.7849
Close 0.7935 0.7940 0.0005 0.1% 0.7922
Range 0.0038 0.0036 -0.0002 -5.3% 0.0087
ATR 0.0045 0.0045 -0.0001 -1.5% 0.0000
Volume 10 11 1 10.0% 79
Daily Pivots for day following 23-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.8039 0.8025 0.7959
R3 0.8003 0.7989 0.7949
R2 0.7967 0.7967 0.7946
R1 0.7953 0.7953 0.7943 0.7960
PP 0.7931 0.7931 0.7931 0.7934
S1 0.7917 0.7917 0.7936 0.7924
S2 0.7895 0.7895 0.7933
S3 0.7859 0.7881 0.7930
S4 0.7823 0.7845 0.7920
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 0.7945 0.7849 0.0096 1.2% 0.0040 0.5% 95% True False 18
10 0.7945 0.7836 0.0109 1.4% 0.0039 0.5% 95% True False 18
20 0.7945 0.7767 0.0178 2.2% 0.0044 0.6% 97% True False 29
40 0.7945 0.7767 0.0178 2.2% 0.0042 0.5% 97% True False 28
60 0.7945 0.7684 0.0261 3.3% 0.0039 0.5% 98% True False 25
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 0.0013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8098
2.618 0.8039
1.618 0.8003
1.000 0.7981
0.618 0.7967
HIGH 0.7945
0.618 0.7931
0.500 0.7927
0.382 0.7922
LOW 0.7909
0.618 0.7886
1.000 0.7873
1.618 0.7850
2.618 0.7814
4.250 0.7756
Fisher Pivots for day following 23-Feb-2021
Pivot 1 day 3 day
R1 0.7935 0.7929
PP 0.7931 0.7918
S1 0.7927 0.7908

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

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