CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 12-Mar-2021
Day Change Summary
Previous Current
11-Mar-2021 12-Mar-2021 Change Change % Previous Week
Open 0.7946 0.7978 0.0032 0.4% 0.7901
High 0.7985 0.8025 0.0040 0.5% 0.8025
Low 0.7944 0.7955 0.0011 0.1% 0.7875
Close 0.7976 0.8022 0.0047 0.6% 0.8022
Range 0.0041 0.0070 0.0029 70.7% 0.0150
ATR 0.0052 0.0053 0.0001 2.4% 0.0000
Volume 28 187 159 567.9% 505
Daily Pivots for day following 12-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8211 0.8186 0.8061
R3 0.8141 0.8116 0.8041
R2 0.8071 0.8071 0.8035
R1 0.8046 0.8046 0.8028 0.8059
PP 0.8001 0.8001 0.8001 0.8007
S1 0.7976 0.7976 0.8016 0.7989
S2 0.7931 0.7931 0.8009
S3 0.7861 0.7906 0.8003
S4 0.7791 0.7836 0.7984
Weekly Pivots for week ending 12-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8424 0.8373 0.8105
R3 0.8274 0.8223 0.8063
R2 0.8124 0.8124 0.8050
R1 0.8073 0.8073 0.8036 0.8099
PP 0.7974 0.7974 0.7974 0.7987
S1 0.7923 0.7923 0.8008 0.7949
S2 0.7824 0.7824 0.7995
S3 0.7674 0.7773 0.7981
S4 0.7524 0.7623 0.7940
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8025 0.7875 0.0150 1.9% 0.0049 0.6% 98% True False 101
10 0.8025 0.7853 0.0172 2.1% 0.0051 0.6% 98% True False 92
20 0.8025 0.7837 0.0188 2.3% 0.0053 0.7% 98% True False 65
40 0.8025 0.7767 0.0259 3.2% 0.0049 0.6% 99% True False 51
60 0.8025 0.7729 0.0296 3.7% 0.0044 0.6% 99% True False 40
80 0.8025 0.7631 0.0395 4.9% 0.0041 0.5% 99% True False 35
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 10 trading days
Fibonacci Retracements and Extensions
4.250 0.8323
2.618 0.8208
1.618 0.8138
1.000 0.8095
0.618 0.8068
HIGH 0.8025
0.618 0.7998
0.500 0.7990
0.382 0.7982
LOW 0.7955
0.618 0.7912
1.000 0.7885
1.618 0.7842
2.618 0.7772
4.250 0.7658
Fisher Pivots for day following 12-Mar-2021
Pivot 1 day 3 day
R1 0.8011 0.8000
PP 0.8001 0.7978
S1 0.7990 0.7956

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

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