CME Canadian Dollar Future March 2021

Trading Metrics calculated at close of trading on 22-Dec-2020

Day Change Summary
	Previous	Current
	21-Dec-2020	22-Dec-2020	Change	Change %	Previous Week
Open	0.7822	0.7783	-0.0039	-0.5%	0.7843
High	0.7825	0.7792	-0.0033	-0.4%	0.7887
Low	0.7721	0.7739	0.0018	0.2%	0.7818
Close	0.7802	0.7758	-0.0044	-0.6%	0.7824
Range	0.0105	0.0054	-0.0051	-48.8%	0.0069
ATR	0.0051	0.0052	0.0001	1.7%	0.0000
Volume	90,911	64,625	-26,286	-28.9%	347,649

Daily Pivots for day following 22-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7923	0.7894	0.7787
R3	0.7870	0.7841	0.7773
R2	0.7816	0.7816	0.7768
R1	0.7787	0.7787	0.7763	0.7775
PP	0.7763	0.7763	0.7763	0.7757
S1	0.7734	0.7734	0.7753	0.7722
S2	0.7709	0.7709	0.7748
S3	0.7656	0.7680	0.7743
S4	0.7602	0.7627	0.7729

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%	23%	False	False	71,214
10	0.7887	0.7721	0.0166	2.1%	0.0055	0.7%	23%	False	False	76,448
20	0.7887	0.7644	0.0243	3.1%	0.0048	0.6%	47%	False	False	42,636
40	0.7887	0.7460	0.0427	5.5%	0.0051	0.7%	70%	False	False	21,456
60	0.7887	0.7457	0.0430	5.5%	0.0047	0.6%	70%	False	False	14,328
80	0.7887	0.7457	0.0430	5.5%	0.0046	0.6%	70%	False	False	10,760
100	0.7887	0.7440	0.0447	5.8%	0.0045	0.6%	71%	False	False	8,609
120	0.7887	0.7336	0.0551	7.1%	0.0043	0.6%	77%	False	False	7,175

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8019
2.618	0.7932
1.618	0.7879
1.000	0.7846
0.618	0.7825
HIGH	0.7792
0.618	0.7772
0.500	0.7765
0.382	0.7759
LOW	0.7739
0.618	0.7705
1.000	0.7685
1.618	0.7652
2.618	0.7598
4.250	0.7511

Fisher Pivots for day following 22-Dec-2020
Pivot	1 day	3 day
R1	0.7765	0.7793
PP	0.7763	0.7781
S1	0.7760	0.7770

Download as Excel Spreadsheet

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

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