CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 26-Aug-2021
Day Change Summary
Previous Current
25-Aug-2021 26-Aug-2021 Change Change % Previous Week
Open 0.7940 0.7944 0.0004 0.0% 0.7990
High 0.7945 0.7945 0.0000 0.0% 0.7993
Low 0.7909 0.7876 -0.0033 -0.4% 0.7723
Close 0.7937 0.7883 -0.0054 -0.7% 0.7784
Range 0.0037 0.0069 0.0033 89.0% 0.0270
ATR 0.0058 0.0059 0.0001 1.4% 0.0000
Volume 63,359 60,070 -3,289 -5.2% 438,987
Daily Pivots for day following 26-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.8108 0.8064 0.7920
R3 0.8039 0.7995 0.7901
R2 0.7970 0.7970 0.7895
R1 0.7926 0.7926 0.7889 0.7914
PP 0.7901 0.7901 0.7901 0.7895
S1 0.7857 0.7857 0.7876 0.7845
S2 0.7832 0.7832 0.7870
S3 0.7763 0.7788 0.7864
S4 0.7694 0.7719 0.7845
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% 0.0072 0.9% 70% False False 79,193
10 0.7999 0.7723 0.0277 3.5% 0.0063 0.8% 58% False False 76,352
20 0.8050 0.7723 0.0327 4.1% 0.0052 0.7% 49% False False 67,007
40 0.8128 0.7723 0.0406 5.1% 0.0060 0.8% 39% False False 73,539
60 0.8313 0.7723 0.0590 7.5% 0.0060 0.8% 27% False False 69,653
80 0.8328 0.7723 0.0605 7.7% 0.0058 0.7% 26% False False 52,549
100 0.8328 0.7723 0.0605 7.7% 0.0056 0.7% 26% False False 42,080
120 0.8328 0.7723 0.0605 7.7% 0.0055 0.7% 26% False False 35,080
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0006
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8238
2.618 0.8126
1.618 0.8057
1.000 0.8014
0.618 0.7988
HIGH 0.7945
0.618 0.7919
0.500 0.7911
0.382 0.7902
LOW 0.7876
0.618 0.7833
1.000 0.7807
1.618 0.7764
2.618 0.7695
4.250 0.7583
Fisher Pivots for day following 26-Aug-2021
Pivot 1 day 3 day
R1 0.7911 0.7913
PP 0.7901 0.7903
S1 0.7892 0.7893

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

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