CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 17-Mar-2021
Day Change Summary
Previous Current
16-Mar-2021 17-Mar-2021 Change Change % Previous Week
Open 0.8015 0.8027 0.0012 0.1% 0.7901
High 0.8041 0.8064 0.0024 0.3% 0.8025
Low 0.8002 0.8007 0.0006 0.1% 0.7875
Close 0.8038 0.8054 0.0016 0.2% 0.8022
Range 0.0039 0.0057 0.0018 46.2% 0.0150
ATR 0.0052 0.0052 0.0000 0.7% 0.0000
Volume 65 46 -19 -29.2% 505
Daily Pivots for day following 17-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8213 0.8190 0.8085
R3 0.8156 0.8133 0.8069
R2 0.8099 0.8099 0.8064
R1 0.8076 0.8076 0.8059 0.8087
PP 0.8042 0.8042 0.8042 0.8047
S1 0.8019 0.8019 0.8048 0.8030
S2 0.7985 0.7985 0.8043
S3 0.7928 0.7962 0.8038
S4 0.7871 0.7905 0.8022
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 0.8064 0.7944 0.0120 1.5% 0.0050 0.6% 91% True False 70
10 0.8064 0.7853 0.0211 2.6% 0.0051 0.6% 95% True False 85
20 0.8064 0.7843 0.0221 2.7% 0.0053 0.7% 95% True False 69
40 0.8064 0.7767 0.0298 3.7% 0.0049 0.6% 96% True False 52
60 0.8064 0.7729 0.0335 4.2% 0.0046 0.6% 97% True False 42
80 0.8064 0.7631 0.0434 5.4% 0.0042 0.5% 98% True False 36
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8306
2.618 0.8213
1.618 0.8156
1.000 0.8121
0.618 0.8099
HIGH 0.8064
0.618 0.8042
0.500 0.8036
0.382 0.8029
LOW 0.8007
0.618 0.7972
1.000 0.7950
1.618 0.7915
2.618 0.7858
4.250 0.7765
Fisher Pivots for day following 17-Mar-2021
Pivot 1 day 3 day
R1 0.8048 0.8045
PP 0.8042 0.8037
S1 0.8036 0.8028

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

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