CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 28-May-2021
Day Change Summary
Previous Current
27-May-2021 28-May-2021 Change Change % Previous Week
Open 0.8250 0.8287 0.0037 0.4% 0.8283
High 0.8293 0.8288 -0.0005 -0.1% 0.8313
Low 0.8236 0.8250 0.0015 0.2% 0.8236
Close 0.8288 0.8274 -0.0014 -0.2% 0.8274
Range 0.0058 0.0038 -0.0020 -33.9% 0.0077
ATR 0.0051 0.0050 -0.0001 -1.8% 0.0000
Volume 1,589 1,812 223 14.0% 6,076
Daily Pivots for day following 28-May-2021
Classic Woodie Camarilla DeMark
R4 0.8385 0.8367 0.8294
R3 0.8347 0.8329 0.8284
R2 0.8309 0.8309 0.8280
R1 0.8291 0.8291 0.8277 0.8281
PP 0.8271 0.8271 0.8271 0.8265
S1 0.8253 0.8253 0.8270 0.8243
S2 0.8233 0.8233 0.8267
S3 0.8195 0.8215 0.8263
S4 0.8157 0.8177 0.8253
Weekly Pivots for week ending 28-May-2021
Classic Woodie Camarilla DeMark
R4 0.8505 0.8466 0.8316
R3 0.8428 0.8389 0.8295
R2 0.8351 0.8351 0.8288
R1 0.8312 0.8312 0.8281 0.8293
PP 0.8274 0.8274 0.8274 0.8264
S1 0.8235 0.8235 0.8266 0.8216
S2 0.8197 0.8197 0.8259
S3 0.8120 0.8158 0.8252
S4 0.8043 0.8081 0.8231
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8313 0.8236 0.0077 0.9% 0.0043 0.5% 49% False False 1,215
10 0.8324 0.8235 0.0089 1.1% 0.0048 0.6% 44% False False 763
20 0.8324 0.8097 0.0227 2.7% 0.0050 0.6% 78% False False 723
40 0.8324 0.7905 0.0419 5.1% 0.0050 0.6% 88% False False 438
60 0.8324 0.7853 0.0471 5.7% 0.0049 0.6% 89% False False 318
80 0.8324 0.7789 0.0535 6.5% 0.0049 0.6% 91% False False 249
100 0.8324 0.7767 0.0557 6.7% 0.0048 0.6% 91% False False 207
120 0.8324 0.7729 0.0595 7.2% 0.0046 0.6% 92% False False 175
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8450
2.618 0.8387
1.618 0.8349
1.000 0.8326
0.618 0.8311
HIGH 0.8288
0.618 0.8273
0.500 0.8269
0.382 0.8265
LOW 0.8250
0.618 0.8227
1.000 0.8212
1.618 0.8189
2.618 0.8151
4.250 0.8089
Fisher Pivots for day following 28-May-2021
Pivot 1 day 3 day
R1 0.8272 0.8272
PP 0.8271 0.8271
S1 0.8269 0.8269

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

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