CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 17-May-2021
Day Change Summary
Previous Current
14-May-2021 17-May-2021 Change Change % Previous Week
Open 0.8221 0.8255 0.0034 0.4% 0.8252
High 0.8277 0.8291 0.0014 0.2% 0.8302
Low 0.8212 0.8240 0.0029 0.3% 0.8194
Close 0.8256 0.8291 0.0036 0.4% 0.8256
Range 0.0066 0.0051 -0.0015 -22.1% 0.0108
ATR 0.0052 0.0052 0.0000 -0.2% 0.0000
Volume 922 212 -710 -77.0% 4,227
Daily Pivots for day following 17-May-2021
Classic Woodie Camarilla DeMark
R4 0.8427 0.8410 0.8319
R3 0.8376 0.8359 0.8305
R2 0.8325 0.8325 0.8300
R1 0.8308 0.8308 0.8296 0.8317
PP 0.8274 0.8274 0.8274 0.8278
S1 0.8257 0.8257 0.8286 0.8266
S2 0.8223 0.8223 0.8282
S3 0.8172 0.8206 0.8277
S4 0.8121 0.8155 0.8263
Weekly Pivots for week ending 14-May-2021
Classic Woodie Camarilla DeMark
R4 0.8574 0.8523 0.8315
R3 0.8466 0.8415 0.8285
R2 0.8358 0.8358 0.8275
R1 0.8307 0.8307 0.8265 0.8333
PP 0.8250 0.8250 0.8250 0.8263
S1 0.8199 0.8199 0.8246 0.8225
S2 0.8142 0.8142 0.8236
S3 0.8034 0.8091 0.8226
S4 0.7926 0.7983 0.8196
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8302 0.8194 0.0108 1.3% 0.0056 0.7% 90% False False 723
10 0.8302 0.8097 0.0205 2.5% 0.0054 0.7% 95% False False 689
20 0.8302 0.7905 0.0397 4.8% 0.0054 0.6% 97% False False 460
40 0.8302 0.7905 0.0397 4.8% 0.0049 0.6% 97% False False 270
60 0.8302 0.7843 0.0459 5.5% 0.0051 0.6% 98% False False 205
80 0.8302 0.7767 0.0535 6.5% 0.0050 0.6% 98% False False 162
100 0.8302 0.7748 0.0554 6.7% 0.0047 0.6% 98% False False 134
120 0.8302 0.7639 0.0663 8.0% 0.0045 0.5% 98% False False 115
Crabel Price Patterns
NR True
NR4 True
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 0.0011
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8508
2.618 0.8425
1.618 0.8374
1.000 0.8342
0.618 0.8323
HIGH 0.8291
0.618 0.8272
0.500 0.8266
0.382 0.8259
LOW 0.8240
0.618 0.8208
1.000 0.8189
1.618 0.8157
2.618 0.8106
4.250 0.8023
Fisher Pivots for day following 17-May-2021
Pivot 1 day 3 day
R1 0.8283 0.8275
PP 0.8274 0.8259
S1 0.8266 0.8242

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

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