CME Canadian Dollar Future March 2021

Trading Metrics calculated at close of trading on 18-Dec-2020

Day Change Summary
	Previous	Current
	17-Dec-2020	18-Dec-2020	Change	Change %	Previous Week
Open	0.7853	0.7865	0.0013	0.2%	0.7843
High	0.7887	0.7866	-0.0021	-0.3%	0.7887
Low	0.7848	0.7818	-0.0030	-0.4%	0.7818
Close	0.7862	0.7824	-0.0039	-0.5%	0.7824
Range	0.0039	0.0048	0.0009	23.1%	0.0069
ATR	0.0047	0.0047	0.0000	0.2%	0.0000
Volume	57,801	60,667	2,866	5.0%	347,649

Daily Pivots for day following 18-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7980	0.7950	0.7850
R3	0.7932	0.7902	0.7837
R2	0.7884	0.7884	0.7832
R1	0.7854	0.7854	0.7828	0.7845
PP	0.7836	0.7836	0.7836	0.7831
S1	0.7806	0.7806	0.7819	0.7797
S2	0.7788	0.7788	0.7815
S3	0.7740	0.7758	0.7810
S4	0.7692	0.7710	0.7797

Weekly Pivots for week ending 18-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.8050	0.8006	0.7861
R3	0.7981	0.7937	0.7842
R2	0.7912	0.7912	0.7836
R1	0.7868	0.7868	0.7830	0.7855
PP	0.7843	0.7843	0.7843	0.7836
S1	0.7799	0.7799	0.7817	0.7786
S2	0.7774	0.7774	0.7811
S3	0.7705	0.7730	0.7805
S4	0.7636	0.7661	0.7786

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7887	0.7818	0.0069	0.9%	0.0048	0.6%	9%	False	True	69,529
10	0.7887	0.7796	0.0091	1.2%	0.0046	0.6%	30%	False	False	67,381
20	0.7887	0.7631	0.0256	3.3%	0.0044	0.6%	75%	False	False	34,894
40	0.7887	0.7460	0.0427	5.5%	0.0049	0.6%	85%	False	False	17,572
60	0.7887	0.7457	0.0430	5.5%	0.0045	0.6%	85%	False	False	11,736
80	0.7887	0.7457	0.0430	5.5%	0.0045	0.6%	85%	False	False	8,816
100	0.7887	0.7436	0.0451	5.8%	0.0044	0.6%	86%	False	False	7,054
120	0.7887	0.7336	0.0551	7.0%	0.0042	0.5%	89%	False	False	5,879

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	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8070
2.618	0.7991
1.618	0.7943
1.000	0.7914
0.618	0.7895
HIGH	0.7866
0.618	0.7847
0.500	0.7842
0.382	0.7836
LOW	0.7818
0.618	0.7788
1.000	0.7770
1.618	0.7740
2.618	0.7692
4.250	0.7614

Fisher Pivots for day following 18-Dec-2020
Pivot	1 day	3 day
R1	0.7842	0.7852
PP	0.7836	0.7843
S1	0.7830	0.7833

Download as Excel Spreadsheet

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

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