CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 14-Sep-2021
Day Change Summary
Previous Current
13-Sep-2021 14-Sep-2021 Change Change % Previous Week
Open 0.7884 0.7909 0.0025 0.3% 0.7982
High 0.7912 0.7936 0.0024 0.3% 0.7987
Low 0.7878 0.7896 0.0019 0.2% 0.7835
Close 0.7895 0.7902 0.0007 0.1% 0.7900
Range 0.0035 0.0040 0.0005 14.5% 0.0152
ATR 0.0059 0.0058 -0.0001 -2.2% 0.0000
Volume 35,257 349 -34,908 -99.0% 474,845
Daily Pivots for day following 14-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.8030 0.8005 0.7923
R3 0.7990 0.7966 0.7912
R2 0.7951 0.7951 0.7909
R1 0.7926 0.7926 0.7905 0.7919
PP 0.7911 0.7911 0.7911 0.7907
S1 0.7887 0.7887 0.7898 0.7879
S2 0.7872 0.7872 0.7894
S3 0.7832 0.7847 0.7891
S4 0.7793 0.7808 0.7880
Weekly Pivots for week ending 10-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.8363 0.8283 0.7983
R3 0.8211 0.8131 0.7941
R2 0.8059 0.8059 0.7927
R1 0.7979 0.7979 0.7913 0.7943
PP 0.7907 0.7907 0.7907 0.7889
S1 0.7827 0.7827 0.7886 0.7791
S2 0.7755 0.7755 0.7872
S3 0.7603 0.7675 0.7858
S4 0.7451 0.7523 0.7816
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7948 0.7835 0.0113 1.4% 0.0060 0.8% 59% False False 80,192
10 0.8004 0.7835 0.0169 2.1% 0.0057 0.7% 39% False False 81,327
20 0.8004 0.7723 0.0281 3.6% 0.0062 0.8% 64% False False 79,994
40 0.8050 0.7723 0.0327 4.1% 0.0055 0.7% 55% False False 71,445
60 0.8162 0.7723 0.0440 5.6% 0.0058 0.7% 41% False False 72,865
80 0.8328 0.7723 0.0605 7.7% 0.0058 0.7% 30% False False 64,249
100 0.8328 0.7723 0.0605 7.7% 0.0056 0.7% 30% False False 51,494
120 0.8328 0.7723 0.0605 7.7% 0.0055 0.7% 30% False False 42,930
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 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8103
2.618 0.8039
1.618 0.7999
1.000 0.7975
0.618 0.7960
HIGH 0.7936
0.618 0.7920
0.500 0.7916
0.382 0.7911
LOW 0.7896
0.618 0.7872
1.000 0.7857
1.618 0.7832
2.618 0.7793
4.250 0.7728
Fisher Pivots for day following 14-Sep-2021
Pivot 1 day 3 day
R1 0.7916 0.7910
PP 0.7911 0.7907
S1 0.7906 0.7904

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

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