CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 16-Apr-2021
Day Change Summary
Previous Current
15-Apr-2021 16-Apr-2021 Change Change % Previous Week
Open 0.7992 0.7971 -0.0022 -0.3% 0.7970
High 0.8016 0.8005 -0.0011 -0.1% 0.8016
Low 0.7965 0.7965 0.0000 0.0% 0.7923
Close 0.7978 0.8002 0.0024 0.3% 0.8002
Range 0.0051 0.0040 -0.0011 -21.6% 0.0094
ATR 0.0048 0.0048 -0.0001 -1.2% 0.0000
Volume 33 98 65 197.0% 316
Daily Pivots for day following 16-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.8111 0.8096 0.8024
R3 0.8071 0.8056 0.8013
R2 0.8031 0.8031 0.8009
R1 0.8016 0.8016 0.8005 0.8023
PP 0.7991 0.7991 0.7991 0.7994
S1 0.7976 0.7976 0.7998 0.7983
S2 0.7951 0.7951 0.7994
S3 0.7911 0.7936 0.7991
S4 0.7871 0.7896 0.7980
Weekly Pivots for week ending 16-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.8261 0.8225 0.8053
R3 0.8167 0.8131 0.8027
R2 0.8074 0.8074 0.8019
R1 0.8038 0.8038 0.8010 0.8056
PP 0.7980 0.7980 0.7980 0.7989
S1 0.7944 0.7944 0.7993 0.7962
S2 0.7887 0.7887 0.7984
S3 0.7793 0.7851 0.7976
S4 0.7700 0.7757 0.7950
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8016 0.7923 0.0094 1.2% 0.0045 0.6% 84% False False 63
10 0.8016 0.7917 0.0099 1.2% 0.0046 0.6% 85% False False 62
20 0.8024 0.7909 0.0115 1.4% 0.0044 0.5% 80% False False 68
40 0.8087 0.7843 0.0244 3.0% 0.0050 0.6% 65% False False 71
60 0.8087 0.7767 0.0320 4.0% 0.0048 0.6% 73% False False 58
80 0.8087 0.7729 0.0358 4.5% 0.0046 0.6% 76% False False 50
100 0.8087 0.7639 0.0448 5.6% 0.0043 0.5% 81% False False 44
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.0015
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8175
2.618 0.8110
1.618 0.8070
1.000 0.8045
0.618 0.8030
HIGH 0.8005
0.618 0.7990
0.500 0.7985
0.382 0.7980
LOW 0.7965
0.618 0.7940
1.000 0.7925
1.618 0.7900
2.618 0.7860
4.250 0.7795
Fisher Pivots for day following 16-Apr-2021
Pivot 1 day 3 day
R1 0.7996 0.7996
PP 0.7991 0.7991
S1 0.7985 0.7985

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

View Archives - Comment on this page... - Back to Index of Symbols