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

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

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