CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 15-Mar-2021
Day Change Summary
Previous Current
12-Mar-2021 15-Mar-2021 Change Change % Previous Week
Open 0.7978 0.8022 0.0045 0.6% 0.7901
High 0.8025 0.8038 0.0013 0.2% 0.8025
Low 0.7955 0.7993 0.0038 0.5% 0.7875
Close 0.8022 0.8017 -0.0005 -0.1% 0.8022
Range 0.0070 0.0045 -0.0025 -35.7% 0.0150
ATR 0.0053 0.0053 -0.0001 -1.1% 0.0000
Volume 187 25 -162 -86.6% 505
Daily Pivots for day following 15-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8151 0.8129 0.8042
R3 0.8106 0.8084 0.8029
R2 0.8061 0.8061 0.8025
R1 0.8039 0.8039 0.8021 0.8027
PP 0.8016 0.8016 0.8016 0.8010
S1 0.7994 0.7994 0.8013 0.7982
S2 0.7971 0.7971 0.8009
S3 0.7926 0.7949 0.8005
S4 0.7881 0.7904 0.7992
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 0.8038 0.7886 0.0152 1.9% 0.0050 0.6% 86% True False 96
10 0.8038 0.7853 0.0185 2.3% 0.0051 0.6% 89% True False 92
20 0.8038 0.7843 0.0195 2.4% 0.0052 0.7% 89% True False 65
40 0.8038 0.7767 0.0271 3.4% 0.0049 0.6% 92% True False 51
60 0.8038 0.7729 0.0309 3.8% 0.0045 0.6% 93% True False 40
80 0.8038 0.7631 0.0407 5.1% 0.0042 0.5% 95% True False 35
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8229
2.618 0.8155
1.618 0.8110
1.000 0.8083
0.618 0.8065
HIGH 0.8038
0.618 0.8020
0.500 0.8015
0.382 0.8010
LOW 0.7993
0.618 0.7965
1.000 0.7948
1.618 0.7920
2.618 0.7875
4.250 0.7801
Fisher Pivots for day following 15-Mar-2021
Pivot 1 day 3 day
R1 0.8016 0.8008
PP 0.8016 0.8000
S1 0.8015 0.7991

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

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