CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 24-Mar-2021
Day Change Summary
Previous Current
23-Mar-2021 24-Mar-2021 Change Change % Previous Week
Open 0.7989 0.7946 -0.0043 -0.5% 0.8022
High 0.7989 0.7973 -0.0017 -0.2% 0.8087
Low 0.7942 0.7933 -0.0010 -0.1% 0.7971
Close 0.7957 0.7960 0.0003 0.0% 0.8004
Range 0.0047 0.0040 -0.0007 -14.9% 0.0116
ATR 0.0055 0.0054 -0.0001 -1.9% 0.0000
Volume 111 114 3 2.7% 293
Daily Pivots for day following 24-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8075 0.8058 0.7982
R3 0.8035 0.8018 0.7971
R2 0.7995 0.7995 0.7967
R1 0.7978 0.7978 0.7964 0.7986
PP 0.7955 0.7955 0.7955 0.7959
S1 0.7938 0.7938 0.7956 0.7946
S2 0.7915 0.7915 0.7953
S3 0.7875 0.7898 0.7949
S4 0.7835 0.7858 0.7938
Weekly Pivots for week ending 19-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8368 0.8302 0.8068
R3 0.8252 0.8186 0.8036
R2 0.8136 0.8136 0.8025
R1 0.8070 0.8070 0.8015 0.8045
PP 0.8020 0.8020 0.8020 0.8008
S1 0.7954 0.7954 0.7993 0.7929
S2 0.7904 0.7904 0.7983
S3 0.7788 0.7838 0.7972
S4 0.7672 0.7722 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 0.7933 0.0154 1.9% 0.0057 0.7% 18% False True 82
10 0.8087 0.7933 0.0154 1.9% 0.0054 0.7% 18% False True 76
20 0.8087 0.7843 0.0244 3.1% 0.0056 0.7% 48% False False 84
40 0.8087 0.7767 0.0320 4.0% 0.0050 0.6% 60% False False 56
60 0.8087 0.7767 0.0320 4.0% 0.0047 0.6% 60% False False 47
80 0.8087 0.7686 0.0401 5.0% 0.0044 0.5% 68% False False 40
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8143
2.618 0.8077
1.618 0.8037
1.000 0.8013
0.618 0.7997
HIGH 0.7973
0.618 0.7957
0.500 0.7953
0.382 0.7948
LOW 0.7933
0.618 0.7908
1.000 0.7893
1.618 0.7868
2.618 0.7828
4.250 0.7763
Fisher Pivots for day following 24-Mar-2021
Pivot 1 day 3 day
R1 0.7958 0.7975
PP 0.7955 0.7970
S1 0.7953 0.7965

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

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