CME Canadian Dollar Future March 2021

Trading Metrics calculated at close of trading on 21-Dec-2020

Day Change Summary
	Previous	Current
	18-Dec-2020	21-Dec-2020	Change	Change %	Previous Week
Open	0.7865	0.7822	-0.0044	-0.6%	0.7843
High	0.7866	0.7825	-0.0041	-0.5%	0.7887
Low	0.7818	0.7721	-0.0097	-1.2%	0.7818
Close	0.7824	0.7802	-0.0022	-0.3%	0.7824
Range	0.0048	0.0105	0.0057	117.7%	0.0069
ATR	0.0047	0.0051	0.0004	8.8%	0.0000
Volume	60,667	90,911	30,244	49.9%	347,649

Daily Pivots for day following 21-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.8096	0.8053	0.7859
R3	0.7991	0.7949	0.7830
R2	0.7887	0.7887	0.7821
R1	0.7844	0.7844	0.7811	0.7813
PP	0.7782	0.7782	0.7782	0.7767
S1	0.7740	0.7740	0.7792	0.7709
S2	0.7678	0.7678	0.7782
S3	0.7573	0.7635	0.7773
S4	0.7469	0.7531	0.7744

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	0.7721	0.0166	2.1%	0.0060	0.8%	49%	False	True	72,495
10	0.7887	0.7721	0.0166	2.1%	0.0053	0.7%	49%	False	True	73,865
20	0.7887	0.7631	0.0256	3.3%	0.0048	0.6%	67%	False	False	39,426
40	0.7887	0.7460	0.0427	5.5%	0.0051	0.7%	80%	False	False	19,842
60	0.7887	0.7457	0.0430	5.5%	0.0046	0.6%	80%	False	False	13,251
80	0.7887	0.7457	0.0430	5.5%	0.0046	0.6%	80%	False	False	9,952
100	0.7887	0.7440	0.0447	5.7%	0.0044	0.6%	81%	False	False	7,963
120	0.7887	0.7336	0.0551	7.1%	0.0043	0.5%	85%	False	False	6,637

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 32 trading days

Fibonacci Retracements and Extensions
4.250	0.8269
2.618	0.8099
1.618	0.7994
1.000	0.7930
0.618	0.7890
HIGH	0.7825
0.618	0.7785
0.500	0.7773
0.382	0.7760
LOW	0.7721
0.618	0.7656
1.000	0.7616
1.618	0.7551
2.618	0.7447
4.250	0.7276

Fisher Pivots for day following 21-Dec-2020
Pivot	1 day	3 day
R1	0.7792	0.7804
PP	0.7782	0.7803
S1	0.7773	0.7802

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols