CME Canadian Dollar Future March 2021

Trading Metrics calculated at close of trading on 17-Dec-2020

Day Change Summary
	Previous	Current
	16-Dec-2020	17-Dec-2020	Change	Change %	Previous Week
Open	0.7878	0.7853	-0.0026	-0.3%	0.7827
High	0.7880	0.7887	0.0007	0.1%	0.7874
Low	0.7824	0.7848	0.0024	0.3%	0.7796
Close	0.7846	0.7862	0.0016	0.2%	0.7835
Range	0.0056	0.0039	-0.0017	-30.4%	0.0078
ATR	0.0047	0.0047	0.0000	-1.0%	0.0000
Volume	82,067	57,801	-24,266	-29.6%	326,165

Daily Pivots for day following 17-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7982	0.7961	0.7883
R3	0.7943	0.7922	0.7873
R2	0.7904	0.7904	0.7869
R1	0.7883	0.7883	0.7866	0.7894
PP	0.7865	0.7865	0.7865	0.7871
S1	0.7844	0.7844	0.7858	0.7855
S2	0.7826	0.7826	0.7855
S3	0.7787	0.7805	0.7851
S4	0.7748	0.7766	0.7841

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	0.7887	0.7822	0.0065	0.8%	0.0047	0.6%	62%	True	False	75,103
10	0.7887	0.7771	0.0116	1.5%	0.0048	0.6%	79%	True	False	61,844
20	0.7887	0.7624	0.0263	3.3%	0.0044	0.6%	91%	True	False	31,870
40	0.7887	0.7460	0.0427	5.4%	0.0049	0.6%	94%	True	False	16,056
60	0.7887	0.7457	0.0430	5.5%	0.0045	0.6%	94%	True	False	10,726
80	0.7887	0.7457	0.0430	5.5%	0.0045	0.6%	94%	True	False	8,057
100	0.7887	0.7436	0.0451	5.7%	0.0044	0.6%	95%	True	False	6,447
120	0.7887	0.7303	0.0584	7.4%	0.0042	0.5%	96%	True	False	5,374

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0009
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8052
2.618	0.7989
1.618	0.7950
1.000	0.7926
0.618	0.7911
HIGH	0.7887
0.618	0.7872
0.500	0.7867
0.382	0.7862
LOW	0.7848
0.618	0.7823
1.000	0.7809
1.618	0.7784
2.618	0.7745
4.250	0.7682

Fisher Pivots for day following 17-Dec-2020
Pivot	1 day	3 day
R1	0.7867	0.7860
PP	0.7865	0.7858
S1	0.7864	0.7855

Download as Excel Spreadsheet

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

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