CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 25-Mar-2021
Day Change Summary
Previous Current
24-Mar-2021 25-Mar-2021 Change Change % Previous Week
Open 0.7946 0.7952 0.0006 0.1% 0.8022
High 0.7973 0.7970 -0.0003 0.0% 0.8087
Low 0.7933 0.7919 -0.0014 -0.2% 0.7971
Close 0.7960 0.7928 -0.0032 -0.4% 0.8004
Range 0.0040 0.0051 0.0011 27.5% 0.0116
ATR 0.0054 0.0053 0.0000 -0.3% 0.0000
Volume 114 57 -57 -50.0% 293
Daily Pivots for day following 25-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8092 0.8061 0.7956
R3 0.8041 0.8010 0.7942
R2 0.7990 0.7990 0.7937
R1 0.7959 0.7959 0.7933 0.7949
PP 0.7939 0.7939 0.7939 0.7934
S1 0.7908 0.7908 0.7923 0.7898
S2 0.7888 0.7888 0.7919
S3 0.7837 0.7857 0.7914
S4 0.7786 0.7806 0.7900
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 0.8024 0.7919 0.0105 1.3% 0.0047 0.6% 9% False True 71
10 0.8087 0.7919 0.0168 2.1% 0.0055 0.7% 5% False True 79
20 0.8087 0.7843 0.0244 3.1% 0.0054 0.7% 35% False False 84
40 0.8087 0.7767 0.0320 4.0% 0.0049 0.6% 50% False False 56
60 0.8087 0.7767 0.0320 4.0% 0.0048 0.6% 50% False False 48
80 0.8087 0.7698 0.0389 4.9% 0.0044 0.6% 59% False False 41
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0017
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8187
2.618 0.8104
1.618 0.8053
1.000 0.8021
0.618 0.8002
HIGH 0.7970
0.618 0.7951
0.500 0.7945
0.382 0.7938
LOW 0.7919
0.618 0.7887
1.000 0.7868
1.618 0.7836
2.618 0.7785
4.250 0.7702
Fisher Pivots for day following 25-Mar-2021
Pivot 1 day 3 day
R1 0.7945 0.7954
PP 0.7939 0.7945
S1 0.7934 0.7937

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

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