CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 11-Mar-2021
Day Change Summary
Previous Current
10-Mar-2021 11-Mar-2021 Change Change % Previous Week
Open 0.7900 0.7946 0.0046 0.6% 0.7880
High 0.7928 0.7985 0.0058 0.7% 0.7949
Low 0.7886 0.7944 0.0058 0.7% 0.7853
Close 0.7922 0.7976 0.0054 0.7% 0.7896
Range 0.0042 0.0041 -0.0001 -1.2% 0.0096
ATR 0.0051 0.0052 0.0001 1.7% 0.0000
Volume 95 28 -67 -70.5% 417
Daily Pivots for day following 11-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8091 0.8074 0.7998
R3 0.8050 0.8033 0.7987
R2 0.8009 0.8009 0.7983
R1 0.7992 0.7992 0.7979 0.8001
PP 0.7968 0.7968 0.7968 0.7972
S1 0.7951 0.7951 0.7972 0.7960
S2 0.7927 0.7927 0.7968
S3 0.7886 0.7910 0.7964
S4 0.7845 0.7869 0.7953
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 0.7985 0.7853 0.0132 1.7% 0.0046 0.6% 93% True False 72
10 0.7985 0.7843 0.0142 1.8% 0.0054 0.7% 93% True False 90
20 0.8018 0.7837 0.0181 2.3% 0.0050 0.6% 77% False False 56
40 0.8018 0.7767 0.0251 3.1% 0.0048 0.6% 83% False False 47
60 0.8018 0.7729 0.0289 3.6% 0.0044 0.5% 85% False False 37
80 0.8018 0.7600 0.0418 5.2% 0.0040 0.5% 90% 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 0.0014
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8159
2.618 0.8092
1.618 0.8051
1.000 0.8026
0.618 0.8010
HIGH 0.7985
0.618 0.7969
0.500 0.7965
0.382 0.7960
LOW 0.7944
0.618 0.7919
1.000 0.7903
1.618 0.7878
2.618 0.7837
4.250 0.7770
Fisher Pivots for day following 11-Mar-2021
Pivot 1 day 3 day
R1 0.7972 0.7962
PP 0.7968 0.7949
S1 0.7965 0.7936

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

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