CME Canadian Dollar Future March 2021

Trading Metrics calculated at close of trading on 23-Dec-2020

Day Change Summary
	Previous	Current
	22-Dec-2020	23-Dec-2020	Change	Change %	Previous Week
Open	0.7783	0.7755	-0.0029	-0.4%	0.7843
High	0.7792	0.7797	0.0005	0.1%	0.7887
Low	0.7739	0.7750	0.0012	0.1%	0.7818
Close	0.7758	0.7784	0.0026	0.3%	0.7824
Range	0.0054	0.0047	-0.0007	-13.1%	0.0069
ATR	0.0052	0.0051	0.0000	-0.7%	0.0000
Volume	64,625	56,769	-7,856	-12.2%	347,649

Daily Pivots for day following 23-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7916	0.7896	0.7809
R3	0.7870	0.7850	0.7796
R2	0.7823	0.7823	0.7792
R1	0.7803	0.7803	0.7788	0.7813
PP	0.7777	0.7777	0.7777	0.7782
S1	0.7757	0.7757	0.7779	0.7767
S2	0.7730	0.7730	0.7775
S3	0.7684	0.7710	0.7771
S4	0.7637	0.7664	0.7758

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%	0.0058	0.7%	38%	False	False	66,154
10	0.7887	0.7721	0.0166	2.1%	0.0056	0.7%	38%	False	False	73,633
20	0.7887	0.7679	0.0208	2.7%	0.0048	0.6%	50%	False	False	45,439
40	0.7887	0.7460	0.0427	5.5%	0.0052	0.7%	76%	False	False	22,873
60	0.7887	0.7457	0.0430	5.5%	0.0047	0.6%	76%	False	False	15,272
80	0.7887	0.7457	0.0430	5.5%	0.0046	0.6%	76%	False	False	11,469
100	0.7887	0.7456	0.0431	5.5%	0.0045	0.6%	76%	False	False	9,177
120	0.7887	0.7336	0.0551	7.1%	0.0043	0.6%	81%	False	False	7,648

Crabel Price Patterns
NR	True
NR4	True
NR5	False
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	0.0007
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7994
2.618	0.7918
1.618	0.7872
1.000	0.7843
0.618	0.7825
HIGH	0.7797
0.618	0.7779
0.500	0.7773
0.382	0.7768
LOW	0.7750
0.618	0.7721
1.000	0.7704
1.618	0.7675
2.618	0.7628
4.250	0.7552

Fisher Pivots for day following 23-Dec-2020
Pivot	1 day	3 day
R1	0.7780	0.7780
PP	0.7777	0.7776
S1	0.7773	0.7773

Download as Excel Spreadsheet

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

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