CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 31-Mar-2021
Day Change Summary
Previous Current
30-Mar-2021 31-Mar-2021 Change Change % Previous Week
Open 0.7945 0.7925 -0.0021 -0.3% 0.7997
High 0.7949 0.7976 0.0027 0.3% 0.8017
Low 0.7909 0.7922 0.0013 0.2% 0.7919
Close 0.7917 0.7957 0.0040 0.5% 0.7942
Range 0.0040 0.0054 0.0014 33.8% 0.0098
ATR 0.0050 0.0050 0.0001 1.3% 0.0000
Volume 17 99 82 482.4% 334
Daily Pivots for day following 31-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8112 0.8088 0.7986
R3 0.8059 0.8035 0.7972
R2 0.8005 0.8005 0.7967
R1 0.7981 0.7981 0.7962 0.7993
PP 0.7952 0.7952 0.7952 0.7958
S1 0.7928 0.7928 0.7952 0.7940
S2 0.7898 0.7898 0.7947
S3 0.7845 0.7874 0.7942
S4 0.7791 0.7821 0.7928
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 0.7976 0.7909 0.0067 0.8% 0.0040 0.5% 72% True False 45
10 0.8087 0.7909 0.0178 2.2% 0.0048 0.6% 27% False False 63
20 0.8087 0.7853 0.0234 2.9% 0.0050 0.6% 45% False False 74
40 0.8087 0.7789 0.0298 3.7% 0.0047 0.6% 56% False False 57
60 0.8087 0.7767 0.0320 4.0% 0.0048 0.6% 60% False False 50
80 0.8087 0.7729 0.0358 4.5% 0.0044 0.6% 64% False False 42
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8203
2.618 0.8116
1.618 0.8062
1.000 0.8029
0.618 0.8009
HIGH 0.7976
0.618 0.7955
0.500 0.7949
0.382 0.7942
LOW 0.7922
0.618 0.7889
1.000 0.7869
1.618 0.7835
2.618 0.7782
4.250 0.7695
Fisher Pivots for day following 31-Mar-2021
Pivot 1 day 3 day
R1 0.7954 0.7952
PP 0.7952 0.7947
S1 0.7949 0.7942

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

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