CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 18-Mar-2021
Day Change Summary
Previous Current
17-Mar-2021 18-Mar-2021 Change Change % Previous Week
Open 0.8027 0.8068 0.0041 0.5% 0.7901
High 0.8064 0.8087 0.0023 0.3% 0.8025
Low 0.8007 0.7984 -0.0023 -0.3% 0.7875
Close 0.8054 0.7995 -0.0059 -0.7% 0.8022
Range 0.0057 0.0103 0.0046 79.8% 0.0150
ATR 0.0052 0.0056 0.0004 6.9% 0.0000
Volume 46 108 62 134.8% 505
Daily Pivots for day following 18-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8329 0.8265 0.8051
R3 0.8227 0.8162 0.8023
R2 0.8124 0.8124 0.8014
R1 0.8060 0.8060 0.8004 0.8041
PP 0.8022 0.8022 0.8022 0.8012
S1 0.7957 0.7957 0.7986 0.7938
S2 0.7919 0.7919 0.7976
S3 0.7817 0.7855 0.7967
S4 0.7714 0.7752 0.7939
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 0.8087 0.7955 0.0132 1.6% 0.0063 0.8% 30% True False 86
10 0.8087 0.7853 0.0234 2.9% 0.0054 0.7% 61% True False 79
20 0.8087 0.7843 0.0244 3.0% 0.0057 0.7% 62% True False 73
40 0.8087 0.7767 0.0320 4.0% 0.0050 0.6% 71% True False 53
60 0.8087 0.7729 0.0358 4.5% 0.0047 0.6% 74% True False 43
80 0.8087 0.7639 0.0448 5.6% 0.0043 0.5% 80% True False 38
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 89 trading days
Fibonacci Retracements and Extensions
4.250 0.8522
2.618 0.8355
1.618 0.8252
1.000 0.8189
0.618 0.8150
HIGH 0.8087
0.618 0.8047
0.500 0.8035
0.382 0.8023
LOW 0.7984
0.618 0.7921
1.000 0.7882
1.618 0.7818
2.618 0.7716
4.250 0.7548
Fisher Pivots for day following 18-Mar-2021
Pivot 1 day 3 day
R1 0.8035 0.8035
PP 0.8022 0.8022
S1 0.8008 0.8008

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

View Archives - Comment on this page... - Back to Index of Symbols