CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 21-Apr-2021
Day Change Summary
Previous Current
20-Apr-2021 21-Apr-2021 Change Change % Previous Week
Open 0.7989 0.7931 -0.0058 -0.7% 0.7970
High 0.8015 0.8027 0.0012 0.1% 0.8016
Low 0.7924 0.7905 -0.0019 -0.2% 0.7923
Close 0.7927 0.8003 0.0077 1.0% 0.8002
Range 0.0092 0.0122 0.0031 33.3% 0.0094
ATR 0.0051 0.0056 0.0005 10.0% 0.0000
Volume 441 233 -208 -47.2% 316
Daily Pivots for day following 21-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.8344 0.8296 0.8070
R3 0.8222 0.8174 0.8037
R2 0.8100 0.8100 0.8025
R1 0.8052 0.8052 0.8014 0.8076
PP 0.7978 0.7978 0.7978 0.7990
S1 0.7930 0.7930 0.7992 0.7954
S2 0.7856 0.7856 0.7981
S3 0.7734 0.7808 0.7969
S4 0.7612 0.7686 0.7936
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 0.8027 0.7905 0.0122 1.5% 0.0070 0.9% 81% True True 219
10 0.8027 0.7905 0.0122 1.5% 0.0058 0.7% 81% True True 140
20 0.8027 0.7905 0.0122 1.5% 0.0050 0.6% 81% True True 107
40 0.8087 0.7843 0.0244 3.0% 0.0053 0.7% 66% False False 94
60 0.8087 0.7767 0.0320 4.0% 0.0050 0.6% 74% False False 72
80 0.8087 0.7767 0.0320 4.0% 0.0048 0.6% 74% False False 61
100 0.8087 0.7684 0.0403 5.0% 0.0045 0.6% 79% False False 52
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 112 trading days
Fibonacci Retracements and Extensions
4.250 0.8545
2.618 0.8346
1.618 0.8224
1.000 0.8149
0.618 0.8102
HIGH 0.8027
0.618 0.7980
0.500 0.7966
0.382 0.7951
LOW 0.7905
0.618 0.7829
1.000 0.7783
1.618 0.7707
2.618 0.7585
4.250 0.7386
Fisher Pivots for day following 21-Apr-2021
Pivot 1 day 3 day
R1 0.7991 0.7991
PP 0.7978 0.7978
S1 0.7966 0.7966

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

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