CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 03-May-2021
Day Change Summary
Previous Current
30-Apr-2021 03-May-2021 Change Change % Previous Week
Open 0.8144 0.8143 -0.0001 0.0% 0.8025
High 0.8153 0.8153 0.0000 0.0% 0.8153
Low 0.8118 0.8120 0.0002 0.0% 0.8009
Close 0.8145 0.8149 0.0004 0.0% 0.8145
Range 0.0036 0.0034 -0.0002 -5.6% 0.0145
ATR 0.0050 0.0049 -0.0001 -2.3% 0.0000
Volume 447 156 -291 -65.1% 1,270
Daily Pivots for day following 03-May-2021
Classic Woodie Camarilla DeMark
R4 0.8241 0.8228 0.8167
R3 0.8207 0.8195 0.8158
R2 0.8174 0.8174 0.8155
R1 0.8161 0.8161 0.8152 0.8168
PP 0.8140 0.8140 0.8140 0.8144
S1 0.8128 0.8128 0.8145 0.8134
S2 0.8107 0.8107 0.8142
S3 0.8073 0.8094 0.8139
S4 0.8040 0.8061 0.8130
Weekly Pivots for week ending 30-Apr-2021
Classic Woodie Camarilla DeMark
R4 0.8536 0.8485 0.8224
R3 0.8391 0.8340 0.8185
R2 0.8247 0.8247 0.8171
R1 0.8196 0.8196 0.8158 0.8221
PP 0.8102 0.8102 0.8102 0.8115
S1 0.8051 0.8051 0.8132 0.8077
S2 0.7958 0.7958 0.8119
S3 0.7813 0.7907 0.8105
S4 0.7669 0.7762 0.8066
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8153 0.8055 0.0098 1.2% 0.0037 0.5% 95% True False 211
10 0.8153 0.7905 0.0249 3.0% 0.0053 0.7% 98% True False 231
20 0.8153 0.7905 0.0249 3.0% 0.0049 0.6% 98% True False 157
40 0.8153 0.7875 0.0278 3.4% 0.0049 0.6% 98% True False 118
60 0.8153 0.7811 0.0342 4.2% 0.0048 0.6% 99% True False 94
80 0.8153 0.7767 0.0387 4.7% 0.0048 0.6% 99% True False 80
100 0.8153 0.7729 0.0424 5.2% 0.0046 0.6% 99% True False 67
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 True
3BNR True
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 0.8295
2.618 0.8241
1.618 0.8207
1.000 0.8187
0.618 0.8174
HIGH 0.8153
0.618 0.8140
0.500 0.8136
0.382 0.8132
LOW 0.8120
0.618 0.8099
1.000 0.8086
1.618 0.8065
2.618 0.8032
4.250 0.7977
Fisher Pivots for day following 03-May-2021
Pivot 1 day 3 day
R1 0.8144 0.8144
PP 0.8140 0.8140
S1 0.8136 0.8135

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

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