CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 19-Apr-2021
Day Change Summary
Previous Current
16-Apr-2021 19-Apr-2021 Change Change % Previous Week
Open 0.7971 0.7986 0.0015 0.2% 0.7970
High 0.8005 0.8020 0.0015 0.2% 0.8016
Low 0.7965 0.7975 0.0010 0.1% 0.7923
Close 0.8002 0.7983 -0.0019 -0.2% 0.8002
Range 0.0040 0.0046 0.0006 13.8% 0.0094
ATR 0.0048 0.0048 0.0000 -0.3% 0.0000
Volume 98 294 196 200.0% 316
Daily Pivots for day following 19-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.8129 0.8101 0.8008
R3 0.8083 0.8056 0.7995
R2 0.8038 0.8038 0.7991
R1 0.8010 0.8010 0.7987 0.8001
PP 0.7992 0.7992 0.7992 0.7988
S1 0.7965 0.7965 0.7978 0.7956
S2 0.7947 0.7947 0.7974
S3 0.7901 0.7919 0.7970
S4 0.7856 0.7874 0.7957
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 0.8020 0.7923 0.0098 1.2% 0.0049 0.6% 62% True False 118
10 0.8020 0.7917 0.0103 1.3% 0.0045 0.6% 64% True False 84
20 0.8020 0.7909 0.0111 1.4% 0.0043 0.5% 66% True False 80
40 0.8087 0.7843 0.0244 3.1% 0.0050 0.6% 57% False False 77
60 0.8087 0.7767 0.0320 4.0% 0.0048 0.6% 68% False False 63
80 0.8087 0.7748 0.0339 4.2% 0.0046 0.6% 69% False False 53
100 0.8087 0.7639 0.0448 5.6% 0.0043 0.5% 77% False False 46
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 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8213
2.618 0.8139
1.618 0.8094
1.000 0.8066
0.618 0.8048
HIGH 0.8020
0.618 0.8003
0.500 0.7997
0.382 0.7992
LOW 0.7975
0.618 0.7946
1.000 0.7929
1.618 0.7901
2.618 0.7855
4.250 0.7781
Fisher Pivots for day following 19-Apr-2021
Pivot 1 day 3 day
R1 0.7997 0.7993
PP 0.7992 0.7989
S1 0.7987 0.7986

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

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