CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 02-Sep-2021
Day Change Summary
Previous Current
01-Sep-2021 02-Sep-2021 Change Change % Previous Week
Open 0.7928 0.7923 -0.0005 -0.1% 0.7793
High 0.7949 0.7970 0.0021 0.3% 0.7950
Low 0.7913 0.7913 -0.0001 0.0% 0.7787
Close 0.7927 0.7965 0.0038 0.5% 0.7924
Range 0.0036 0.0057 0.0022 60.6% 0.0163
ATR 0.0056 0.0056 0.0000 0.2% 0.0000
Volume 64,646 65,661 1,015 1.6% 356,382
Daily Pivots for day following 02-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.8120 0.8099 0.7996
R3 0.8063 0.8042 0.7980
R2 0.8006 0.8006 0.7975
R1 0.7985 0.7985 0.7970 0.7996
PP 0.7949 0.7949 0.7949 0.7954
S1 0.7928 0.7928 0.7959 0.7939
S2 0.7892 0.7892 0.7954
S3 0.7835 0.7871 0.7949
S4 0.7778 0.7814 0.7933
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 0.7970 0.7869 0.0101 1.3% 0.0050 0.6% 95% True False 70,803
10 0.7970 0.7723 0.0247 3.1% 0.0061 0.8% 98% True False 74,998
20 0.8007 0.7723 0.0284 3.6% 0.0054 0.7% 85% False False 69,178
40 0.8050 0.7723 0.0327 4.1% 0.0056 0.7% 74% False False 71,292
60 0.8285 0.7723 0.0563 7.1% 0.0061 0.8% 43% False False 72,935
80 0.8328 0.7723 0.0605 7.6% 0.0058 0.7% 40% False False 56,941
100 0.8328 0.7723 0.0605 7.6% 0.0056 0.7% 40% False False 45,617
120 0.8328 0.7723 0.0605 7.6% 0.0055 0.7% 40% False False 38,026
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0010
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8212
2.618 0.8119
1.618 0.8062
1.000 0.8027
0.618 0.8005
HIGH 0.7970
0.618 0.7948
0.500 0.7941
0.382 0.7934
LOW 0.7913
0.618 0.7877
1.000 0.7856
1.618 0.7820
2.618 0.7763
4.250 0.7670
Fisher Pivots for day following 02-Sep-2021
Pivot 1 day 3 day
R1 0.7957 0.7955
PP 0.7949 0.7946
S1 0.7941 0.7936

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
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.