CME Canadian Dollar Future March 2021

Trading Metrics calculated at close of trading on 11-Dec-2020

Day Change Summary
	Previous	Current
	10-Dec-2020	11-Dec-2020	Change	Change %	Previous Week
Open	0.7805	0.7852	0.0047	0.6%	0.7827
High	0.7874	0.7867	-0.0008	-0.1%	0.7874
Low	0.7799	0.7822	0.0023	0.3%	0.7796
Close	0.7851	0.7835	-0.0016	-0.2%	0.7835
Range	0.0075	0.0045	-0.0031	-40.7%	0.0078
ATR	0.0046	0.0046	0.0000	-0.3%	0.0000
Volume	87,847	88,533	686	0.8%	326,165

Daily Pivots for day following 11-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7975	0.7949	0.7859
R3	0.7930	0.7905	0.7847
R2	0.7886	0.7886	0.7843
R1	0.7860	0.7860	0.7839	0.7851
PP	0.7841	0.7841	0.7841	0.7836
S1	0.7816	0.7816	0.7830	0.7806
S2	0.7797	0.7797	0.7826
S3	0.7752	0.7771	0.7822
S4	0.7708	0.7727	0.7810

Weekly Pivots for week ending 11-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.8069	0.8030	0.7877
R3	0.7991	0.7952	0.7856
R2	0.7913	0.7913	0.7849
R1	0.7874	0.7874	0.7842	0.7893
PP	0.7835	0.7835	0.7835	0.7845
S1	0.7796	0.7796	0.7827	0.7815
S2	0.7757	0.7757	0.7820
S3	0.7679	0.7718	0.7813
S4	0.7601	0.7640	0.7792

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7874	0.7796	0.0078	1.0%	0.0045	0.6%	49%	False	False	65,233
10	0.7874	0.7691	0.0184	2.3%	0.0046	0.6%	78%	False	False	34,700
20	0.7874	0.7596	0.0278	3.5%	0.0041	0.5%	86%	False	False	17,596
40	0.7874	0.7460	0.0414	5.3%	0.0048	0.6%	90%	False	False	8,891
60	0.7874	0.7457	0.0418	5.3%	0.0046	0.6%	91%	False	False	5,947
80	0.7874	0.7457	0.0418	5.3%	0.0045	0.6%	91%	False	False	4,470
100	0.7874	0.7436	0.0438	5.6%	0.0043	0.5%	91%	False	False	3,578
120	0.7874	0.7298	0.0577	7.4%	0.0042	0.5%	93%	False	False	2,982

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

Fibonacci Retracements and Extensions
4.250	0.8056
2.618	0.7983
1.618	0.7939
1.000	0.7911
0.618	0.7894
HIGH	0.7867
0.618	0.7850
0.500	0.7844
0.382	0.7839
LOW	0.7822
0.618	0.7794
1.000	0.7778
1.618	0.7750
2.618	0.7705
4.250	0.7633

Fisher Pivots for day following 11-Dec-2020
Pivot	1 day	3 day
R1	0.7844	0.7835
PP	0.7841	0.7835
S1	0.7838	0.7835

Download as Excel Spreadsheet

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

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