CME Canadian Dollar Future March 2021

Trading Metrics calculated at close of trading on 14-Dec-2020

Day Change Summary
	Previous	Current
	11-Dec-2020	14-Dec-2020	Change	Change %	Previous Week
Open	0.7852	0.7843	-0.0010	-0.1%	0.7827
High	0.7867	0.7867	0.0000	0.0%	0.7874
Low	0.7822	0.7823	0.0001	0.0%	0.7796
Close	0.7835	0.7842	0.0007	0.1%	0.7835
Range	0.0045	0.0044	-0.0001	-2.2%	0.0078
ATR	0.0046	0.0046	0.0000	-0.4%	0.0000
Volume	88,533	76,083	-12,450	-14.1%	326,165

Daily Pivots for day following 14-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7974	0.7951	0.7865
R3	0.7931	0.7908	0.7853
R2	0.7887	0.7887	0.7849
R1	0.7864	0.7864	0.7845	0.7854
PP	0.7844	0.7844	0.7844	0.7839
S1	0.7821	0.7821	0.7838	0.7811
S2	0.7800	0.7800	0.7834
S3	0.7757	0.7777	0.7830
S4	0.7713	0.7734	0.7818

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	0.7797	0.0078	1.0%	0.0047	0.6%	58%	False	False	75,236
10	0.7874	0.7695	0.0180	2.3%	0.0046	0.6%	82%	False	False	42,173
20	0.7874	0.7623	0.0251	3.2%	0.0042	0.5%	87%	False	False	21,389
40	0.7874	0.7460	0.0414	5.3%	0.0048	0.6%	92%	False	False	10,786
60	0.7874	0.7457	0.0418	5.3%	0.0046	0.6%	92%	False	False	7,214
80	0.7874	0.7457	0.0418	5.3%	0.0045	0.6%	92%	False	False	5,421
100	0.7874	0.7436	0.0438	5.6%	0.0043	0.5%	93%	False	False	4,339
120	0.7874	0.7298	0.0577	7.4%	0.0042	0.5%	94%	False	False	3,616

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8051
2.618	0.7980
1.618	0.7937
1.000	0.7910
0.618	0.7893
HIGH	0.7867
0.618	0.7850
0.500	0.7845
0.382	0.7840
LOW	0.7823
0.618	0.7796
1.000	0.7780
1.618	0.7753
2.618	0.7709
4.250	0.7638

Fisher Pivots for day following 14-Dec-2020
Pivot	1 day	3 day
R1	0.7845	0.7840
PP	0.7844	0.7838
S1	0.7843	0.7837

Download as Excel Spreadsheet

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

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