CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 31-Aug-2021
Day Change Summary
Previous Current
30-Aug-2021 31-Aug-2021 Change Change % Previous Week
Open 0.7923 0.7933 0.0010 0.1% 0.7793
High 0.7953 0.7956 0.0003 0.0% 0.7950
Low 0.7915 0.7903 -0.0012 -0.2% 0.7787
Close 0.7932 0.7932 0.0000 0.0% 0.7924
Range 0.0039 0.0053 0.0015 37.7% 0.0163
ATR 0.0058 0.0057 0.0000 -0.6% 0.0000
Volume 55,581 93,932 38,351 69.0% 356,382
Daily Pivots for day following 31-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.8089 0.8064 0.7961
R3 0.8036 0.8011 0.7947
R2 0.7983 0.7983 0.7942
R1 0.7958 0.7958 0.7937 0.7944
PP 0.7930 0.7930 0.7930 0.7923
S1 0.7905 0.7905 0.7927 0.7891
S2 0.7877 0.7877 0.7922
S3 0.7824 0.7852 0.7917
S4 0.7771 0.7799 0.7903
Weekly Pivots for week ending 27-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.8376 0.8313 0.8014
R3 0.8213 0.8150 0.7969
R2 0.8050 0.8050 0.7954
R1 0.7987 0.7987 0.7939 0.8018
PP 0.7887 0.7887 0.7887 0.7902
S1 0.7824 0.7824 0.7909 0.7855
S2 0.7724 0.7724 0.7894
S3 0.7561 0.7661 0.7879
S4 0.7398 0.7498 0.7834
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7956 0.7869 0.0087 1.1% 0.0052 0.7% 73% True False 69,427
10 0.7956 0.7723 0.0233 2.9% 0.0067 0.8% 90% True False 80,772
20 0.8016 0.7723 0.0294 3.7% 0.0053 0.7% 71% False False 68,227
40 0.8050 0.7723 0.0327 4.1% 0.0057 0.7% 64% False False 72,702
60 0.8293 0.7723 0.0571 7.2% 0.0060 0.8% 37% False False 72,975
80 0.8328 0.7723 0.0605 7.6% 0.0057 0.7% 35% False False 55,327
100 0.8328 0.7723 0.0605 7.6% 0.0056 0.7% 35% False False 44,315
120 0.8328 0.7723 0.0605 7.6% 0.0055 0.7% 35% False False 36,942
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8181
2.618 0.8094
1.618 0.8041
1.000 0.8009
0.618 0.7988
HIGH 0.7956
0.618 0.7935
0.500 0.7929
0.382 0.7923
LOW 0.7903
0.618 0.7870
1.000 0.7850
1.618 0.7817
2.618 0.7764
4.250 0.7677
Fisher Pivots for day following 31-Aug-2021
Pivot 1 day 3 day
R1 0.7931 0.7925
PP 0.7930 0.7919
S1 0.7929 0.7912

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

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