CME Canadian Dollar Future March 2021

Trading Metrics calculated at close of trading on 15-Dec-2020

Day Change Summary
	Previous	Current
	14-Dec-2020	15-Dec-2020	Change	Change %	Previous Week
Open	0.7843	0.7843	0.0000	0.0%	0.7827
High	0.7867	0.7885	0.0019	0.2%	0.7874
Low	0.7823	0.7834	0.0011	0.1%	0.7796
Close	0.7842	0.7881	0.0039	0.5%	0.7835
Range	0.0044	0.0051	0.0008	17.2%	0.0078
ATR	0.0046	0.0046	0.0000	0.8%	0.0000
Volume	76,083	71,031	-5,052	-6.6%	326,165

Daily Pivots for day following 15-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.8020	0.8001	0.7909
R3	0.7969	0.7950	0.7895
R2	0.7918	0.7918	0.7890
R1	0.7899	0.7899	0.7885	0.7908
PP	0.7867	0.7867	0.7867	0.7871
S1	0.7848	0.7848	0.7876	0.7857
S2	0.7816	0.7816	0.7871
S3	0.7765	0.7797	0.7866
S4	0.7714	0.7746	0.7852

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	0.7885	0.7797	0.0089	1.1%	0.0050	0.6%	95%	True	False	81,682
10	0.7885	0.7721	0.0165	2.1%	0.0046	0.6%	97%	True	False	48,625
20	0.7885	0.7624	0.0261	3.3%	0.0043	0.5%	98%	True	False	24,913
40	0.7885	0.7460	0.0425	5.4%	0.0049	0.6%	99%	True	False	12,561
60	0.7885	0.7457	0.0429	5.4%	0.0045	0.6%	99%	True	False	8,396
80	0.7885	0.7457	0.0429	5.4%	0.0045	0.6%	99%	True	False	6,309
100	0.7885	0.7436	0.0449	5.7%	0.0043	0.5%	99%	True	False	5,049
120	0.7885	0.7298	0.0588	7.5%	0.0042	0.5%	99%	True	False	4,208

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	0.0011
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8102
2.618	0.8019
1.618	0.7968
1.000	0.7936
0.618	0.7917
HIGH	0.7885
0.618	0.7866
0.500	0.7860
0.382	0.7853
LOW	0.7834
0.618	0.7802
1.000	0.7783
1.618	0.7751
2.618	0.7700
4.250	0.7617

Fisher Pivots for day following 15-Dec-2020
Pivot	1 day	3 day
R1	0.7874	0.7872
PP	0.7867	0.7863
S1	0.7860	0.7854

Download as Excel Spreadsheet

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

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