CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 09-Mar-2021
Day Change Summary
Previous Current
08-Mar-2021 09-Mar-2021 Change Change % Previous Week
Open 0.7901 0.7895 -0.0006 -0.1% 0.7880
High 0.7918 0.7942 0.0024 0.3% 0.7949
Low 0.7875 0.7890 0.0015 0.2% 0.7853
Close 0.7902 0.7917 0.0015 0.2% 0.7896
Range 0.0043 0.0052 0.0010 22.4% 0.0096
ATR 0.0052 0.0052 0.0000 0.0% 0.0000
Volume 48 147 99 206.3% 417
Daily Pivots for day following 09-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8072 0.8046 0.7945
R3 0.8020 0.7994 0.7931
R2 0.7968 0.7968 0.7926
R1 0.7942 0.7942 0.7921 0.7955
PP 0.7916 0.7916 0.7916 0.7922
S1 0.7890 0.7890 0.7912 0.7903
S2 0.7864 0.7864 0.7907
S3 0.7812 0.7838 0.7902
S4 0.7760 0.7786 0.7888
Weekly Pivots for week ending 05-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8187 0.8137 0.7948
R3 0.8091 0.8041 0.7922
R2 0.7995 0.7995 0.7913
R1 0.7945 0.7945 0.7904 0.7970
PP 0.7899 0.7899 0.7899 0.7912
S1 0.7849 0.7849 0.7887 0.7874
S2 0.7803 0.7803 0.7878
S3 0.7707 0.7753 0.7869
S4 0.7611 0.7657 0.7843
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7949 0.7853 0.0096 1.2% 0.0050 0.6% 66% False False 94
10 0.8018 0.7843 0.0175 2.2% 0.0060 0.8% 42% False False 87
20 0.8018 0.7836 0.0182 2.3% 0.0049 0.6% 44% False False 52
40 0.8018 0.7767 0.0251 3.2% 0.0047 0.6% 60% False False 46
60 0.8018 0.7729 0.0289 3.6% 0.0044 0.6% 65% False False 36
80 0.8018 0.7600 0.0418 5.3% 0.0040 0.5% 76% 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 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8163
2.618 0.8078
1.618 0.8026
1.000 0.7994
0.618 0.7974
HIGH 0.7942
0.618 0.7922
0.500 0.7916
0.382 0.7909
LOW 0.7890
0.618 0.7857
1.000 0.7838
1.618 0.7805
2.618 0.7753
4.250 0.7669
Fisher Pivots for day following 09-Mar-2021
Pivot 1 day 3 day
R1 0.7916 0.7910
PP 0.7916 0.7904
S1 0.7916 0.7897

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

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