CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 30-Mar-2021
Day Change Summary
Previous Current
29-Mar-2021 30-Mar-2021 Change Change % Previous Week
Open 0.7939 0.7945 0.0006 0.1% 0.7997
High 0.7952 0.7949 -0.0003 0.0% 0.8017
Low 0.7921 0.7909 -0.0012 -0.2% 0.7919
Close 0.7940 0.7917 -0.0023 -0.3% 0.7942
Range 0.0031 0.0040 0.0009 29.0% 0.0098
ATR 0.0050 0.0050 -0.0001 -1.5% 0.0000
Volume 32 17 -15 -46.9% 334
Daily Pivots for day following 30-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8045 0.8021 0.7939
R3 0.8005 0.7981 0.7928
R2 0.7965 0.7965 0.7924
R1 0.7941 0.7941 0.7921 0.7933
PP 0.7925 0.7925 0.7925 0.7921
S1 0.7901 0.7901 0.7913 0.7893
S2 0.7885 0.7885 0.7910
S3 0.7845 0.7861 0.7906
S4 0.7805 0.7821 0.7895
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 0.7973 0.7909 0.0064 0.8% 0.0037 0.5% 13% False True 48
10 0.8087 0.7909 0.0178 2.2% 0.0049 0.6% 5% False True 58
20 0.8087 0.7853 0.0234 2.9% 0.0049 0.6% 27% False False 72
40 0.8087 0.7775 0.0312 3.9% 0.0047 0.6% 46% False False 55
60 0.8087 0.7767 0.0320 4.0% 0.0048 0.6% 47% False False 48
80 0.8087 0.7729 0.0358 4.5% 0.0044 0.6% 53% False False 41
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 0.0014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8119
2.618 0.8054
1.618 0.8014
1.000 0.7989
0.618 0.7974
HIGH 0.7949
0.618 0.7934
0.500 0.7929
0.382 0.7924
LOW 0.7909
0.618 0.7884
1.000 0.7869
1.618 0.7844
2.618 0.7804
4.250 0.7739
Fisher Pivots for day following 30-Mar-2021
Pivot 1 day 3 day
R1 0.7929 0.7935
PP 0.7925 0.7929
S1 0.7921 0.7923

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

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