CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 02-Mar-2021
Day Change Summary
Previous Current
01-Mar-2021 02-Mar-2021 Change Change % Previous Week
Open 0.7880 0.7904 0.0024 0.3% 0.7929
High 0.7904 0.7934 0.0031 0.4% 0.8018
Low 0.7855 0.7875 0.0021 0.3% 0.7843
Close 0.7903 0.7926 0.0023 0.3% 0.7868
Range 0.0049 0.0059 0.0010 20.4% 0.0175
ATR 0.0052 0.0053 0.0000 0.9% 0.0000
Volume 19 123 104 547.4% 285
Daily Pivots for day following 02-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8089 0.8066 0.7958
R3 0.8030 0.8007 0.7942
R2 0.7971 0.7971 0.7936
R1 0.7948 0.7948 0.7931 0.7959
PP 0.7912 0.7912 0.7912 0.7917
S1 0.7889 0.7889 0.7920 0.7900
S2 0.7853 0.7853 0.7915
S3 0.7794 0.7830 0.7909
S4 0.7735 0.7771 0.7893
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% 0.0069 0.9% 47% False False 81
10 0.8018 0.7843 0.0175 2.2% 0.0055 0.7% 47% False False 49
20 0.8018 0.7775 0.0243 3.1% 0.0045 0.6% 62% False False 37
40 0.8018 0.7767 0.0251 3.2% 0.0048 0.6% 63% False False 37
60 0.8018 0.7729 0.0289 3.6% 0.0043 0.5% 68% False False 31
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8185
2.618 0.8088
1.618 0.8029
1.000 0.7993
0.618 0.7970
HIGH 0.7934
0.618 0.7911
0.500 0.7905
0.382 0.7898
LOW 0.7875
0.618 0.7839
1.000 0.7816
1.618 0.7780
2.618 0.7721
4.250 0.7624
Fisher Pivots for day following 02-Mar-2021
Pivot 1 day 3 day
R1 0.7919 0.7914
PP 0.7912 0.7903
S1 0.7905 0.7892

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

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