CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 26-Mar-2021
Day Change Summary
Previous Current
25-Mar-2021 26-Mar-2021 Change Change % Previous Week
Open 0.7952 0.7945 -0.0007 -0.1% 0.7997
High 0.7970 0.7961 -0.0009 -0.1% 0.8017
Low 0.7919 0.7939 0.0020 0.2% 0.7919
Close 0.7928 0.7942 0.0014 0.2% 0.7942
Range 0.0051 0.0023 -0.0029 -55.9% 0.0098
ATR 0.0053 0.0052 -0.0001 -2.7% 0.0000
Volume 57 24 -33 -57.9% 334
Daily Pivots for day following 26-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8015 0.8001 0.7954
R3 0.7992 0.7978 0.7948
R2 0.7970 0.7970 0.7946
R1 0.7956 0.7956 0.7944 0.7951
PP 0.7947 0.7947 0.7947 0.7945
S1 0.7933 0.7933 0.7939 0.7929
S2 0.7925 0.7925 0.7937
S3 0.7902 0.7911 0.7935
S4 0.7880 0.7888 0.7929
Weekly Pivots for week ending 26-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8253 0.8195 0.7995
R3 0.8155 0.8097 0.7968
R2 0.8057 0.8057 0.7959
R1 0.7999 0.7999 0.7950 0.7979
PP 0.7959 0.7959 0.7959 0.7949
S1 0.7901 0.7901 0.7933 0.7881
S2 0.7861 0.7861 0.7924
S3 0.7763 0.7803 0.7915
S4 0.7665 0.7705 0.7888
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8017 0.7919 0.0098 1.2% 0.0040 0.5% 23% False False 66
10 0.8087 0.7919 0.0168 2.1% 0.0050 0.6% 13% False False 62
20 0.8087 0.7853 0.0234 2.9% 0.0051 0.6% 38% False False 77
40 0.8087 0.7771 0.0316 4.0% 0.0049 0.6% 54% False False 56
60 0.8087 0.7767 0.0320 4.0% 0.0048 0.6% 55% False False 48
80 0.8087 0.7704 0.0383 4.8% 0.0044 0.6% 62% False False 41
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 0.8057
2.618 0.8020
1.618 0.7997
1.000 0.7984
0.618 0.7975
HIGH 0.7961
0.618 0.7952
0.500 0.7950
0.382 0.7947
LOW 0.7939
0.618 0.7925
1.000 0.7916
1.618 0.7902
2.618 0.7880
4.250 0.7843
Fisher Pivots for day following 26-Mar-2021
Pivot 1 day 3 day
R1 0.7950 0.7946
PP 0.7947 0.7944
S1 0.7944 0.7943

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

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