CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 24-Aug-2021
Day Change Summary
Previous Current
23-Aug-2021 24-Aug-2021 Change Change % Previous Week
Open 0.7793 0.7905 0.0112 1.4% 0.7990
High 0.7910 0.7950 0.0040 0.5% 0.7993
Low 0.7787 0.7900 0.0113 1.5% 0.7723
Close 0.7908 0.7940 0.0032 0.4% 0.7784
Range 0.0123 0.0050 -0.0073 -59.3% 0.0270
ATR 0.0060 0.0060 -0.0001 -1.2% 0.0000
Volume 87,883 70,875 -17,008 -19.4% 438,987
Daily Pivots for day following 24-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.8080 0.8060 0.7967
R3 0.8030 0.8010 0.7953
R2 0.7980 0.7980 0.7949
R1 0.7960 0.7960 0.7944 0.7970
PP 0.7930 0.7930 0.7930 0.7935
S1 0.7910 0.7910 0.7935 0.7920
S2 0.7880 0.7880 0.7930
S3 0.7830 0.7860 0.7926
S4 0.7780 0.7810 0.7912
Weekly Pivots for week ending 20-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.8643 0.8484 0.7933
R3 0.8373 0.8214 0.7858
R2 0.8103 0.8103 0.7834
R1 0.7944 0.7944 0.7809 0.7888
PP 0.7833 0.7833 0.7833 0.7805
S1 0.7674 0.7674 0.7759 0.7618
S2 0.7563 0.7563 0.7735
S3 0.7293 0.7404 0.7710
S4 0.7023 0.7134 0.7636
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7950 0.7723 0.0227 2.9% 0.0082 1.0% 96% True False 92,118
10 0.8007 0.7723 0.0284 3.6% 0.0058 0.7% 76% False False 74,081
20 0.8050 0.7723 0.0327 4.1% 0.0053 0.7% 66% False False 68,188
40 0.8128 0.7723 0.0406 5.1% 0.0060 0.7% 54% False False 73,555
60 0.8328 0.7723 0.0605 7.6% 0.0060 0.8% 36% False False 67,786
80 0.8328 0.7723 0.0605 7.6% 0.0057 0.7% 36% False False 51,020
100 0.8328 0.7723 0.0605 7.6% 0.0056 0.7% 36% False False 40,847
120 0.8328 0.7723 0.0605 7.6% 0.0055 0.7% 36% False False 34,052
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 0.0008
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8162
2.618 0.8080
1.618 0.8030
1.000 0.8000
0.618 0.7980
HIGH 0.7950
0.618 0.7930
0.500 0.7925
0.382 0.7919
LOW 0.7900
0.618 0.7869
1.000 0.7850
1.618 0.7819
2.618 0.7769
4.250 0.7687
Fisher Pivots for day following 24-Aug-2021
Pivot 1 day 3 day
R1 0.7935 0.7905
PP 0.7930 0.7871
S1 0.7925 0.7836

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

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