CME Canadian Dollar Future March 2021

Trading Metrics calculated at close of trading on 10-Dec-2020

Day Change Summary
	Previous	Current
	09-Dec-2020	10-Dec-2020	Change	Change %	Previous Week
Open	0.7809	0.7805	-0.0004	-0.1%	0.7706
High	0.7834	0.7874	0.0040	0.5%	0.7832
Low	0.7797	0.7799	0.0003	0.0%	0.7691
Close	0.7805	0.7851	0.0046	0.6%	0.7829
Range	0.0038	0.0075	0.0038	100.0%	0.0142
ATR	0.0044	0.0046	0.0002	5.0%	0.0000
Volume	84,918	87,847	2,929	3.4%	20,840

Daily Pivots for day following 10-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.8066	0.8033	0.7892
R3	0.7991	0.7958	0.7871
R2	0.7916	0.7916	0.7864
R1	0.7883	0.7883	0.7857	0.7900
PP	0.7841	0.7841	0.7841	0.7849
S1	0.7808	0.7808	0.7844	0.7825
S2	0.7766	0.7766	0.7837
S3	0.7691	0.7733	0.7830
S4	0.7616	0.7658	0.7809

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	0.7874	0.7771	0.0103	1.3%	0.0048	0.6%	77%	True	False	48,585
10	0.7874	0.7682	0.0193	2.5%	0.0045	0.6%	88%	True	False	25,985
20	0.7874	0.7596	0.0278	3.5%	0.0042	0.5%	92%	True	False	13,181
40	0.7874	0.7460	0.0414	5.3%	0.0049	0.6%	94%	True	False	6,679
60	0.7874	0.7457	0.0418	5.3%	0.0046	0.6%	94%	True	False	4,473
80	0.7874	0.7457	0.0418	5.3%	0.0045	0.6%	94%	True	False	3,364
100	0.7874	0.7422	0.0452	5.8%	0.0043	0.5%	95%	True	False	2,693
120	0.7874	0.7298	0.0577	7.3%	0.0042	0.5%	96%	True	False	2,245

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	0.8193
2.618	0.8070
1.618	0.7995
1.000	0.7949
0.618	0.7920
HIGH	0.7874
0.618	0.7845
0.500	0.7837
0.382	0.7828
LOW	0.7799
0.618	0.7753
1.000	0.7724
1.618	0.7678
2.618	0.7603
4.250	0.7480

Fisher Pivots for day following 10-Dec-2020
Pivot	1 day	3 day
R1	0.7846	0.7845
PP	0.7841	0.7840
S1	0.7837	0.7835

Download as Excel Spreadsheet

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

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