CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 01-Mar-2021
Day Change Summary
Previous Current
26-Feb-2021 01-Mar-2021 Change Change % Previous Week
Open 0.7940 0.7880 -0.0060 -0.8% 0.7929
High 0.7940 0.7904 -0.0037 -0.5% 0.8018
Low 0.7843 0.7855 0.0012 0.1% 0.7843
Close 0.7868 0.7903 0.0036 0.5% 0.7868
Range 0.0097 0.0049 -0.0048 -49.5% 0.0175
ATR 0.0053 0.0052 0.0000 -0.5% 0.0000
Volume 173 19 -154 -89.0% 285
Daily Pivots for day following 01-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8034 0.8018 0.7930
R3 0.7985 0.7969 0.7916
R2 0.7936 0.7936 0.7912
R1 0.7920 0.7920 0.7907 0.7928
PP 0.7887 0.7887 0.7887 0.7891
S1 0.7871 0.7871 0.7899 0.7879
S2 0.7838 0.7838 0.7894
S3 0.7789 0.7822 0.7890
S4 0.7740 0.7773 0.7876
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% 0.0065 0.8% 34% False False 58
10 0.8018 0.7843 0.0175 2.2% 0.0054 0.7% 34% False False 38
20 0.8018 0.7774 0.0244 3.1% 0.0045 0.6% 53% False False 32
40 0.8018 0.7767 0.0251 3.2% 0.0047 0.6% 54% False False 34
60 0.8018 0.7729 0.0289 3.7% 0.0042 0.5% 60% False False 29
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8112
2.618 0.8032
1.618 0.7983
1.000 0.7953
0.618 0.7934
HIGH 0.7904
0.618 0.7885
0.500 0.7879
0.382 0.7873
LOW 0.7855
0.618 0.7824
1.000 0.7806
1.618 0.7775
2.618 0.7726
4.250 0.7646
Fisher Pivots for day following 01-Mar-2021
Pivot 1 day 3 day
R1 0.7895 0.7930
PP 0.7887 0.7921
S1 0.7879 0.7912

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

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