CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 26-Feb-2021
Day Change Summary
Previous Current
25-Feb-2021 26-Feb-2021 Change Change % Previous Week
Open 0.8007 0.7940 -0.0067 -0.8% 0.7929
High 0.8018 0.7940 -0.0078 -1.0% 0.8018
Low 0.7930 0.7843 -0.0087 -1.1% 0.7843
Close 0.7950 0.7868 -0.0083 -1.0% 0.7868
Range 0.0088 0.0097 0.0009 10.2% 0.0175
ATR 0.0048 0.0053 0.0004 8.7% 0.0000
Volume 42 173 131 311.9% 285
Daily Pivots for day following 26-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.8175 0.8118 0.7921
R3 0.8078 0.8021 0.7894
R2 0.7981 0.7981 0.7885
R1 0.7924 0.7924 0.7876 0.7904
PP 0.7884 0.7884 0.7884 0.7873
S1 0.7827 0.7827 0.7859 0.7807
S2 0.7787 0.7787 0.7850
S3 0.7690 0.7730 0.7841
S4 0.7593 0.7633 0.7814
Weekly Pivots for week ending 26-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.8433 0.8325 0.7963
R3 0.8258 0.8150 0.7915
R2 0.8084 0.8084 0.7899
R1 0.7976 0.7976 0.7883 0.7943
PP 0.7909 0.7909 0.7909 0.7893
S1 0.7801 0.7801 0.7852 0.7768
S2 0.7735 0.7735 0.7836
S3 0.7560 0.7627 0.7820
S4 0.7386 0.7452 0.7772
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8018 0.7843 0.0175 2.2% 0.0063 0.8% 14% False True 57
10 0.8018 0.7837 0.0181 2.3% 0.0054 0.7% 17% False False 39
20 0.8018 0.7771 0.0247 3.1% 0.0046 0.6% 39% False False 35
40 0.8018 0.7767 0.0251 3.2% 0.0047 0.6% 40% False False 34
60 0.8018 0.7704 0.0314 4.0% 0.0042 0.5% 52% False False 29
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 75 trading days
Fibonacci Retracements and Extensions
4.250 0.8352
2.618 0.8194
1.618 0.8097
1.000 0.8037
0.618 0.8000
HIGH 0.7940
0.618 0.7903
0.500 0.7892
0.382 0.7880
LOW 0.7843
0.618 0.7783
1.000 0.7746
1.618 0.7686
2.618 0.7589
4.250 0.7431
Fisher Pivots for day following 26-Feb-2021
Pivot 1 day 3 day
R1 0.7892 0.7930
PP 0.7884 0.7909
S1 0.7876 0.7888

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

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