CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 29-Apr-2021
Day Change Summary
Previous Current
28-Apr-2021 29-Apr-2021 Change Change % Previous Week
Open 0.8063 0.8127 0.0065 0.8% 0.7986
High 0.8124 0.8147 0.0023 0.3% 0.8027
Low 0.8055 0.8118 0.0063 0.8% 0.7905
Close 0.8121 0.8145 0.0024 0.3% 0.8018
Range 0.0069 0.0030 -0.0040 -57.2% 0.0122
ATR 0.0053 0.0051 -0.0002 -3.1% 0.0000
Volume 184 226 42 22.8% 1,180
Daily Pivots for day following 29-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.8225 0.8214 0.8161
R3 0.8195 0.8185 0.8153
R2 0.8166 0.8166 0.8150
R1 0.8155 0.8155 0.8147 0.8161
PP 0.8136 0.8136 0.8136 0.8139
S1 0.8126 0.8126 0.8142 0.8131
S2 0.8107 0.8107 0.8139
S3 0.8077 0.8096 0.8136
S4 0.8048 0.8067 0.8128
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 0.8147 0.7996 0.0151 1.9% 0.0043 0.5% 98% True False 177
10 0.8147 0.7905 0.0243 3.0% 0.0055 0.7% 99% True False 210
20 0.8147 0.7905 0.0243 3.0% 0.0050 0.6% 99% True False 142
40 0.8147 0.7853 0.0294 3.6% 0.0050 0.6% 99% True False 108
60 0.8147 0.7789 0.0358 4.4% 0.0048 0.6% 99% True False 85
80 0.8147 0.7767 0.0381 4.7% 0.0048 0.6% 99% True False 73
100 0.8147 0.7729 0.0418 5.1% 0.0046 0.6% 99% True False 62
Crabel Price Patterns
NR True
NR4 False
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8272
2.618 0.8224
1.618 0.8195
1.000 0.8177
0.618 0.8165
HIGH 0.8147
0.618 0.8136
0.500 0.8132
0.382 0.8129
LOW 0.8118
0.618 0.8099
1.000 0.8088
1.618 0.8070
2.618 0.8040
4.250 0.7992
Fisher Pivots for day following 29-Apr-2021
Pivot 1 day 3 day
R1 0.8140 0.8130
PP 0.8136 0.8116
S1 0.8132 0.8101

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

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