CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 25-Feb-2021
Day Change Summary
Previous Current
24-Feb-2021 25-Feb-2021 Change Change % Previous Week
Open 0.7959 0.8007 0.0048 0.6% 0.7905
High 0.7992 0.8018 0.0026 0.3% 0.7936
Low 0.7938 0.7930 -0.0009 -0.1% 0.7849
Close 0.7980 0.7950 -0.0030 -0.4% 0.7922
Range 0.0054 0.0088 0.0035 64.5% 0.0087
ATR 0.0045 0.0048 0.0003 6.7% 0.0000
Volume 49 42 -7 -14.3% 79
Daily Pivots for day following 25-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.8230 0.8178 0.7998
R3 0.8142 0.8090 0.7974
R2 0.8054 0.8054 0.7966
R1 0.8002 0.8002 0.7958 0.7984
PP 0.7966 0.7966 0.7966 0.7957
S1 0.7914 0.7914 0.7942 0.7896
S2 0.7878 0.7878 0.7934
S3 0.7790 0.7826 0.7926
S4 0.7702 0.7738 0.7902
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 0.8018 0.7871 0.0147 1.8% 0.0056 0.7% 54% True False 27
10 0.8018 0.7837 0.0181 2.3% 0.0047 0.6% 63% True False 23
20 0.8018 0.7767 0.0251 3.2% 0.0044 0.6% 73% True False 27
40 0.8018 0.7767 0.0251 3.2% 0.0045 0.6% 73% True False 30
60 0.8018 0.7698 0.0320 4.0% 0.0041 0.5% 79% True False 26
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 74 trading days
Fibonacci Retracements and Extensions
4.250 0.8392
2.618 0.8248
1.618 0.8160
1.000 0.8106
0.618 0.8072
HIGH 0.8018
0.618 0.7984
0.500 0.7974
0.382 0.7963
LOW 0.7930
0.618 0.7875
1.000 0.7842
1.618 0.7787
2.618 0.7699
4.250 0.7556
Fisher Pivots for day following 25-Feb-2021
Pivot 1 day 3 day
R1 0.7974 0.7963
PP 0.7966 0.7959
S1 0.7958 0.7954

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

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