CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 16-Mar-2021
Day Change Summary
Previous Current
15-Mar-2021 16-Mar-2021 Change Change % Previous Week
Open 0.8022 0.8015 -0.0007 -0.1% 0.7901
High 0.8038 0.8041 0.0003 0.0% 0.8025
Low 0.7993 0.8002 0.0009 0.1% 0.7875
Close 0.8017 0.8038 0.0021 0.3% 0.8022
Range 0.0045 0.0039 -0.0006 -13.3% 0.0150
ATR 0.0053 0.0052 -0.0001 -1.9% 0.0000
Volume 25 65 40 160.0% 505
Daily Pivots for day following 16-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8144 0.8130 0.8059
R3 0.8105 0.8091 0.8048
R2 0.8066 0.8066 0.8045
R1 0.8052 0.8052 0.8041 0.8059
PP 0.8027 0.8027 0.8027 0.8030
S1 0.8013 0.8013 0.8034 0.8020
S2 0.7988 0.7988 0.8030
S3 0.7949 0.7974 0.8027
S4 0.7910 0.7935 0.8016
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 0.8041 0.7886 0.0155 1.9% 0.0047 0.6% 98% True False 80
10 0.8041 0.7853 0.0188 2.3% 0.0049 0.6% 98% True False 87
20 0.8041 0.7843 0.0198 2.5% 0.0052 0.6% 98% True False 68
40 0.8041 0.7767 0.0274 3.4% 0.0048 0.6% 99% True False 51
60 0.8041 0.7729 0.0312 3.9% 0.0045 0.6% 99% True False 41
80 0.8041 0.7631 0.0410 5.1% 0.0042 0.5% 99% True False 36
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 9 trading days
Fibonacci Retracements and Extensions
4.250 0.8206
2.618 0.8143
1.618 0.8104
1.000 0.8080
0.618 0.8065
HIGH 0.8041
0.618 0.8026
0.500 0.8021
0.382 0.8016
LOW 0.8002
0.618 0.7977
1.000 0.7963
1.618 0.7938
2.618 0.7899
4.250 0.7836
Fisher Pivots for day following 16-Mar-2021
Pivot 1 day 3 day
R1 0.8032 0.8024
PP 0.8027 0.8011
S1 0.8021 0.7998

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

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