CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 23-Apr-2021
Day Change Summary
Previous Current
22-Apr-2021 23-Apr-2021 Change Change % Previous Week
Open 0.8000 0.8010 0.0010 0.1% 0.7986
High 0.8018 0.8026 0.0009 0.1% 0.8027
Low 0.7980 0.7996 0.0016 0.2% 0.7905
Close 0.8004 0.8018 0.0014 0.2% 0.8018
Range 0.0038 0.0030 -0.0008 -20.0% 0.0122
ATR 0.0055 0.0053 -0.0002 -3.2% 0.0000
Volume 147 65 -82 -55.8% 1,180
Daily Pivots for day following 23-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.8103 0.8091 0.8035
R3 0.8073 0.8061 0.8026
R2 0.8043 0.8043 0.8024
R1 0.8031 0.8031 0.8021 0.8037
PP 0.8013 0.8013 0.8013 0.8017
S1 0.8001 0.8001 0.8015 0.8007
S2 0.7983 0.7983 0.8013
S3 0.7953 0.7971 0.8010
S4 0.7923 0.7941 0.8002
Weekly Pivots for week ending 23-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.8349 0.8306 0.8085
R3 0.8227 0.8184 0.8052
R2 0.8105 0.8105 0.8040
R1 0.8062 0.8062 0.8029 0.8083
PP 0.7983 0.7983 0.7983 0.7994
S1 0.7940 0.7940 0.8007 0.7961
S2 0.7861 0.7861 0.7996
S3 0.7739 0.7818 0.7984
S4 0.7617 0.7696 0.7951
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% 0.0065 0.8% 93% False False 236
10 0.8027 0.7905 0.0122 1.5% 0.0055 0.7% 93% False False 149
20 0.8027 0.7905 0.0122 1.5% 0.0049 0.6% 93% False False 109
40 0.8087 0.7843 0.0244 3.0% 0.0051 0.6% 72% False False 97
60 0.8087 0.7767 0.0320 4.0% 0.0049 0.6% 79% False False 73
80 0.8087 0.7767 0.0320 4.0% 0.0048 0.6% 79% False False 64
100 0.8087 0.7698 0.0389 4.8% 0.0045 0.6% 82% False False 55
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0018
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.8154
2.618 0.8105
1.618 0.8075
1.000 0.8056
0.618 0.8045
HIGH 0.8026
0.618 0.8015
0.500 0.8011
0.382 0.8007
LOW 0.7996
0.618 0.7977
1.000 0.7966
1.618 0.7947
2.618 0.7917
4.250 0.7869
Fisher Pivots for day following 23-Apr-2021
Pivot 1 day 3 day
R1 0.8016 0.8001
PP 0.8013 0.7983
S1 0.8011 0.7966

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

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