CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 18-May-2021
Day Change Summary
Previous Current
17-May-2021 18-May-2021 Change Change % Previous Week
Open 0.8255 0.8287 0.0032 0.4% 0.8252
High 0.8291 0.8324 0.0033 0.4% 0.8302
Low 0.8240 0.8278 0.0038 0.5% 0.8194
Close 0.8291 0.8293 0.0002 0.0% 0.8256
Range 0.0051 0.0046 -0.0005 -9.8% 0.0108
ATR 0.0052 0.0052 0.0000 -0.9% 0.0000
Volume 212 397 185 87.3% 4,227
Daily Pivots for day following 18-May-2021
Classic Woodie Camarilla DeMark
R4 0.8436 0.8411 0.8318
R3 0.8390 0.8365 0.8306
R2 0.8344 0.8344 0.8301
R1 0.8319 0.8319 0.8297 0.8331
PP 0.8298 0.8298 0.8298 0.8304
S1 0.8273 0.8273 0.8289 0.8285
S2 0.8252 0.8252 0.8285
S3 0.8206 0.8227 0.8280
S4 0.8160 0.8181 0.8268
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 0.8324 0.8194 0.0130 1.6% 0.0059 0.7% 77% True False 732
10 0.8324 0.8125 0.0199 2.4% 0.0054 0.6% 85% True False 634
20 0.8324 0.7905 0.0419 5.1% 0.0051 0.6% 93% True False 458
40 0.8324 0.7905 0.0419 5.1% 0.0049 0.6% 93% True False 279
60 0.8324 0.7843 0.0481 5.8% 0.0051 0.6% 94% True False 211
80 0.8324 0.7767 0.0557 6.7% 0.0050 0.6% 95% True False 166
100 0.8324 0.7756 0.0568 6.8% 0.0048 0.6% 95% True False 138
120 0.8324 0.7655 0.0669 8.1% 0.0045 0.5% 95% True False 119
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0012
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8519
2.618 0.8444
1.618 0.8398
1.000 0.8370
0.618 0.8352
HIGH 0.8324
0.618 0.8306
0.500 0.8301
0.382 0.8295
LOW 0.8278
0.618 0.8249
1.000 0.8232
1.618 0.8203
2.618 0.8157
4.250 0.8082
Fisher Pivots for day following 18-May-2021
Pivot 1 day 3 day
R1 0.8301 0.8285
PP 0.8298 0.8276
S1 0.8296 0.8268

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

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