CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 04-May-2021
Day Change Summary
Previous Current
03-May-2021 04-May-2021 Change Change % Previous Week
Open 0.8143 0.8146 0.0003 0.0% 0.8025
High 0.8153 0.8146 -0.0007 -0.1% 0.8153
Low 0.8120 0.8097 -0.0023 -0.3% 0.8009
Close 0.8149 0.8127 -0.0022 -0.3% 0.8145
Range 0.0034 0.0049 0.0016 46.3% 0.0145
ATR 0.0049 0.0049 0.0000 0.4% 0.0000
Volume 156 954 798 511.5% 1,270
Daily Pivots for day following 04-May-2021
Classic Woodie Camarilla DeMark
R4 0.8270 0.8247 0.8153
R3 0.8221 0.8198 0.8140
R2 0.8172 0.8172 0.8135
R1 0.8149 0.8149 0.8131 0.8136
PP 0.8123 0.8123 0.8123 0.8117
S1 0.8100 0.8100 0.8122 0.8087
S2 0.8074 0.8074 0.8118
S3 0.8025 0.8051 0.8113
S4 0.7976 0.8002 0.8100
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% 0.0043 0.5% 73% False False 393
10 0.8153 0.7905 0.0249 3.1% 0.0049 0.6% 89% False False 282
20 0.8153 0.7905 0.0249 3.1% 0.0050 0.6% 89% False False 204
40 0.8153 0.7886 0.0267 3.3% 0.0049 0.6% 90% False False 140
60 0.8153 0.7826 0.0328 4.0% 0.0049 0.6% 92% False False 109
80 0.8153 0.7767 0.0387 4.8% 0.0048 0.6% 93% False False 92
100 0.8153 0.7729 0.0424 5.2% 0.0046 0.6% 94% False False 77
120 0.8153 0.7600 0.0553 6.8% 0.0043 0.5% 95% False False 67
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0011
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8354
2.618 0.8274
1.618 0.8225
1.000 0.8195
0.618 0.8176
HIGH 0.8146
0.618 0.8127
0.500 0.8122
0.382 0.8116
LOW 0.8097
0.618 0.8067
1.000 0.8048
1.618 0.8018
2.618 0.7969
4.250 0.7889
Fisher Pivots for day following 04-May-2021
Pivot 1 day 3 day
R1 0.8125 0.8126
PP 0.8123 0.8126
S1 0.8122 0.8125

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

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