CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 01-Sep-2021

Day Change Summary
	Previous	Current
	31-Aug-2021	01-Sep-2021	Change	Change %	Previous Week
Open	0.7933	0.7928	-0.0005	-0.1%	0.7793
High	0.7956	0.7949	-0.0007	-0.1%	0.7950
Low	0.7903	0.7913	0.0011	0.1%	0.7787
Close	0.7932	0.7927	-0.0006	-0.1%	0.7924
Range	0.0053	0.0036	-0.0018	-33.0%	0.0163
ATR	0.0057	0.0056	-0.0002	-2.7%	0.0000
Volume	93,932	64,646	-29,286	-31.2%	356,382

Daily Pivots for day following 01-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8036	0.8017	0.7946
R3	0.8000	0.7981	0.7936
R2	0.7965	0.7965	0.7933
R1	0.7946	0.7946	0.7930	0.7938
PP	0.7929	0.7929	0.7929	0.7925
S1	0.7910	0.7910	0.7923	0.7902
S2	0.7894	0.7894	0.7920
S3	0.7858	0.7875	0.7917
S4	0.7823	0.7839	0.7907

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%	67%	False	False	69,684
10	0.7956	0.7723	0.0233	2.9%	0.0066	0.8%	88%	False	False	80,463
20	0.8016	0.7723	0.0294	3.7%	0.0053	0.7%	70%	False	False	68,441
40	0.8050	0.7723	0.0327	4.1%	0.0056	0.7%	62%	False	False	72,315
60	0.8293	0.7723	0.0571	7.2%	0.0060	0.8%	36%	False	False	73,219
80	0.8328	0.7723	0.0605	7.6%	0.0057	0.7%	34%	False	False	56,125
100	0.8328	0.7723	0.0605	7.6%	0.0056	0.7%	34%	False	False	44,961
120	0.8328	0.7723	0.0605	7.6%	0.0055	0.7%	34%	False	False	37,479

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	0.8099
2.618	0.8041
1.618	0.8006
1.000	0.7984
0.618	0.7970
HIGH	0.7949
0.618	0.7935
0.500	0.7931
0.382	0.7927
LOW	0.7913
0.618	0.7891
1.000	0.7878
1.618	0.7856
2.618	0.7820
4.250	0.7762

Fisher Pivots for day following 01-Sep-2021
Pivot	1 day	3 day
R1	0.7931	0.7929
PP	0.7929	0.7928
S1	0.7928	0.7927

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols