CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 20-May-2021
Day Change Summary
Previous Current
19-May-2021 20-May-2021 Change Change % Previous Week
Open 0.8283 0.8244 -0.0040 -0.5% 0.8252
High 0.8295 0.8298 0.0003 0.0% 0.8302
Low 0.8235 0.8235 -0.0001 0.0% 0.8194
Close 0.8241 0.8292 0.0051 0.6% 0.8256
Range 0.0060 0.0064 0.0004 5.8% 0.0108
ATR 0.0052 0.0053 0.0001 1.5% 0.0000
Volume 252 500 248 98.4% 4,227
Daily Pivots for day following 20-May-2021
Classic Woodie Camarilla DeMark
R4 0.8465 0.8442 0.8326
R3 0.8402 0.8378 0.8309
R2 0.8338 0.8338 0.8303
R1 0.8315 0.8315 0.8297 0.8327
PP 0.8275 0.8275 0.8275 0.8281
S1 0.8251 0.8251 0.8286 0.8263
S2 0.8211 0.8211 0.8280
S3 0.8148 0.8188 0.8274
S4 0.8084 0.8124 0.8257
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 0.8212 0.0112 1.4% 0.0057 0.7% 71% False False 456
10 0.8324 0.8194 0.0130 1.6% 0.0053 0.6% 75% False False 624
20 0.8324 0.7996 0.0328 3.9% 0.0050 0.6% 90% False False 476
40 0.8324 0.7905 0.0419 5.1% 0.0050 0.6% 92% False False 293
60 0.8324 0.7843 0.0481 5.8% 0.0052 0.6% 93% False False 223
80 0.8324 0.7767 0.0557 6.7% 0.0050 0.6% 94% False False 174
100 0.8324 0.7767 0.0557 6.7% 0.0048 0.6% 94% False False 145
120 0.8324 0.7686 0.0638 7.7% 0.0046 0.6% 95% False False 124
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8568
2.618 0.8464
1.618 0.8401
1.000 0.8362
0.618 0.8337
HIGH 0.8298
0.618 0.8274
0.500 0.8266
0.382 0.8259
LOW 0.8235
0.618 0.8195
1.000 0.8171
1.618 0.8132
2.618 0.8068
4.250 0.7965
Fisher Pivots for day following 20-May-2021
Pivot 1 day 3 day
R1 0.8283 0.8287
PP 0.8275 0.8283
S1 0.8266 0.8279

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

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