CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 10-Mar-2021
Day Change Summary
Previous Current
09-Mar-2021 10-Mar-2021 Change Change % Previous Week
Open 0.7895 0.7900 0.0005 0.1% 0.7880
High 0.7942 0.7928 -0.0014 -0.2% 0.7949
Low 0.7890 0.7886 -0.0004 0.0% 0.7853
Close 0.7917 0.7922 0.0005 0.1% 0.7896
Range 0.0052 0.0042 -0.0011 -20.2% 0.0096
ATR 0.0052 0.0051 -0.0001 -1.4% 0.0000
Volume 147 95 -52 -35.4% 417
Daily Pivots for day following 10-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8036 0.8020 0.7944
R3 0.7995 0.7979 0.7933
R2 0.7953 0.7953 0.7929
R1 0.7937 0.7937 0.7925 0.7945
PP 0.7912 0.7912 0.7912 0.7916
S1 0.7896 0.7896 0.7918 0.7904
S2 0.7870 0.7870 0.7914
S3 0.7829 0.7854 0.7910
S4 0.7787 0.7813 0.7899
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% 0.0051 0.6% 71% False False 100
10 0.8018 0.7843 0.0175 2.2% 0.0059 0.7% 45% False False 92
20 0.8018 0.7837 0.0181 2.3% 0.0049 0.6% 47% False False 57
40 0.8018 0.7767 0.0251 3.2% 0.0048 0.6% 62% False False 48
60 0.8018 0.7729 0.0289 3.6% 0.0044 0.5% 67% False False 37
80 0.8018 0.7600 0.0418 5.3% 0.0040 0.5% 77% False False 33
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.0015
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8104
2.618 0.8036
1.618 0.7995
1.000 0.7969
0.618 0.7953
HIGH 0.7928
0.618 0.7912
0.500 0.7907
0.382 0.7902
LOW 0.7886
0.618 0.7860
1.000 0.7845
1.618 0.7819
2.618 0.7777
4.250 0.7710
Fisher Pivots for day following 10-Mar-2021
Pivot 1 day 3 day
R1 0.7917 0.7917
PP 0.7912 0.7913
S1 0.7907 0.7908

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

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