CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 05-Apr-2021
Day Change Summary
Previous Current
01-Apr-2021 05-Apr-2021 Change Change % Previous Week
Open 0.7957 0.7950 -0.0007 -0.1% 0.7939
High 0.7973 0.8000 0.0027 0.3% 0.7976
Low 0.7937 0.7942 0.0005 0.1% 0.7909
Close 0.7971 0.7986 0.0015 0.2% 0.7971
Range 0.0037 0.0058 0.0022 58.9% 0.0067
ATR 0.0049 0.0050 0.0001 1.3% 0.0000
Volume 213 73 -140 -65.7% 361
Daily Pivots for day following 05-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.8150 0.8126 0.8017
R3 0.8092 0.8068 0.8001
R2 0.8034 0.8034 0.7996
R1 0.8010 0.8010 0.7991 0.8022
PP 0.7976 0.7976 0.7976 0.7982
S1 0.7952 0.7952 0.7980 0.7964
S2 0.7918 0.7918 0.7975
S3 0.7860 0.7894 0.7970
S4 0.7802 0.7836 0.7954
Weekly Pivots for week ending 02-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.8151 0.8127 0.8007
R3 0.8085 0.8061 0.7989
R2 0.8018 0.8018 0.7983
R1 0.7994 0.7994 0.7977 0.8006
PP 0.7952 0.7952 0.7952 0.7958
S1 0.7928 0.7928 0.7964 0.7940
S2 0.7885 0.7885 0.7958
S3 0.7819 0.7861 0.7952
S4 0.7752 0.7795 0.7934
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8000 0.7909 0.0091 1.1% 0.0044 0.5% 85% True False 86
10 0.8017 0.7909 0.0108 1.4% 0.0042 0.5% 71% False False 76
20 0.8087 0.7875 0.0212 2.6% 0.0048 0.6% 52% False False 78
40 0.8087 0.7811 0.0276 3.5% 0.0048 0.6% 63% False False 62
60 0.8087 0.7767 0.0320 4.0% 0.0047 0.6% 68% False False 54
80 0.8087 0.7729 0.0358 4.5% 0.0045 0.6% 72% False False 45
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 0.0010
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.8246
2.618 0.8151
1.618 0.8093
1.000 0.8058
0.618 0.8035
HIGH 0.8000
0.618 0.7977
0.500 0.7971
0.382 0.7964
LOW 0.7942
0.618 0.7906
1.000 0.7884
1.618 0.7848
2.618 0.7790
4.250 0.7695
Fisher Pivots for day following 05-Apr-2021
Pivot 1 day 3 day
R1 0.7981 0.7977
PP 0.7976 0.7969
S1 0.7971 0.7961

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

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