CME Canadian Dollar Future March 2021

Trading Metrics calculated at close of trading on 09-Dec-2020

Day Change Summary
	Previous	Current
	08-Dec-2020	09-Dec-2020	Change	Change %	Previous Week
Open	0.7818	0.7809	-0.0009	-0.1%	0.7706
High	0.7837	0.7834	-0.0003	0.0%	0.7832
Low	0.7802	0.7797	-0.0006	-0.1%	0.7691
Close	0.7806	0.7805	-0.0001	0.0%	0.7829
Range	0.0035	0.0038	0.0003	7.1%	0.0142
ATR	0.0045	0.0044	-0.0001	-1.1%	0.0000
Volume	38,799	84,918	46,119	118.9%	20,840

Daily Pivots for day following 09-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7924	0.7902	0.7826
R3	0.7887	0.7865	0.7815
R2	0.7849	0.7849	0.7812
R1	0.7827	0.7827	0.7808	0.7820
PP	0.7812	0.7812	0.7812	0.7808
S1	0.7790	0.7790	0.7802	0.7782
S2	0.7774	0.7774	0.7798
S3	0.7737	0.7752	0.7795
S4	0.7699	0.7715	0.7784

Weekly Pivots for week ending 04-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.8208	0.8160	0.7906
R3	0.8067	0.8018	0.7867
R2	0.7925	0.7925	0.7854
R1	0.7877	0.7877	0.7841	0.7901
PP	0.7784	0.7784	0.7784	0.7796
S1	0.7735	0.7735	0.7816	0.7760
S2	0.7642	0.7642	0.7803
S3	0.7501	0.7594	0.7790
S4	0.7359	0.7452	0.7751

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7837	0.7731	0.0107	1.4%	0.0044	0.6%	70%	False	False	31,951
10	0.7837	0.7679	0.0159	2.0%	0.0040	0.5%	80%	False	False	17,244
20	0.7837	0.7596	0.0241	3.1%	0.0040	0.5%	87%	False	False	8,798
40	0.7837	0.7460	0.0377	4.8%	0.0047	0.6%	92%	False	False	4,483
60	0.7837	0.7457	0.0381	4.9%	0.0045	0.6%	92%	False	False	3,009
80	0.7837	0.7457	0.0381	4.9%	0.0044	0.6%	92%	False	False	2,266
100	0.7837	0.7397	0.0441	5.6%	0.0043	0.5%	93%	False	False	1,815
120	0.7837	0.7298	0.0540	6.9%	0.0041	0.5%	94%	False	False	1,513

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7993
2.618	0.7932
1.618	0.7895
1.000	0.7872
0.618	0.7857
HIGH	0.7834
0.618	0.7820
0.500	0.7815
0.382	0.7811
LOW	0.7797
0.618	0.7773
1.000	0.7759
1.618	0.7736
2.618	0.7698
4.250	0.7637

Fisher Pivots for day following 09-Dec-2020
Pivot	1 day	3 day
R1	0.7815	0.7817
PP	0.7812	0.7813
S1	0.7808	0.7809

Download as Excel Spreadsheet

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

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