CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 28-Apr-2021
Day Change Summary
Previous Current
27-Apr-2021 28-Apr-2021 Change Change % Previous Week
Open 0.8069 0.8063 -0.0006 -0.1% 0.7986
High 0.8073 0.8124 0.0051 0.6% 0.8027
Low 0.8055 0.8055 0.0000 0.0% 0.7905
Close 0.8062 0.8121 0.0059 0.7% 0.8018
Range 0.0018 0.0069 0.0051 283.3% 0.0122
ATR 0.0051 0.0053 0.0001 2.5% 0.0000
Volume 46 184 138 300.0% 1,180
Daily Pivots for day following 28-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.8307 0.8283 0.8159
R3 0.8238 0.8214 0.8140
R2 0.8169 0.8169 0.8134
R1 0.8145 0.8145 0.8127 0.8157
PP 0.8100 0.8100 0.8100 0.8106
S1 0.8076 0.8076 0.8115 0.8088
S2 0.8031 0.8031 0.8108
S3 0.7962 0.8007 0.8102
S4 0.7893 0.7938 0.8083
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 0.8124 0.7980 0.0144 1.8% 0.0044 0.5% 98% True False 161
10 0.8124 0.7905 0.0220 2.7% 0.0057 0.7% 99% True False 190
20 0.8124 0.7905 0.0220 2.7% 0.0052 0.6% 99% True False 135
40 0.8124 0.7853 0.0271 3.3% 0.0050 0.6% 99% True False 104
60 0.8124 0.7775 0.0349 4.3% 0.0048 0.6% 99% True False 82
80 0.8124 0.7767 0.0358 4.4% 0.0049 0.6% 99% True False 70
100 0.8124 0.7729 0.0395 4.9% 0.0046 0.6% 99% True False 60
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8417
2.618 0.8305
1.618 0.8236
1.000 0.8193
0.618 0.8167
HIGH 0.8124
0.618 0.8098
0.500 0.8090
0.382 0.8081
LOW 0.8055
0.618 0.8012
1.000 0.7986
1.618 0.7943
2.618 0.7874
4.250 0.7762
Fisher Pivots for day following 28-Apr-2021
Pivot 1 day 3 day
R1 0.8111 0.8103
PP 0.8100 0.8085
S1 0.8090 0.8066

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

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