CME Canadian Dollar Future March 2021

Trading Metrics calculated at close of trading on 24-Dec-2020

Day Change Summary
	Previous	Current
	23-Dec-2020	24-Dec-2020	Change	Change %	Previous Week
Open	0.7755	0.7787	0.0033	0.4%	0.7843
High	0.7797	0.7809	0.0012	0.2%	0.7887
Low	0.7750	0.7784	0.0034	0.4%	0.7818
Close	0.7784	0.7808	0.0024	0.3%	0.7824
Range	0.0047	0.0025	-0.0022	-47.3%	0.0069
ATR	0.0051	0.0049	-0.0002	-3.7%	0.0000
Volume	56,769	26,930	-29,839	-52.6%	347,649

Daily Pivots for day following 24-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7874	0.7865	0.7821
R3	0.7849	0.7841	0.7814
R2	0.7825	0.7825	0.7812
R1	0.7816	0.7816	0.7810	0.7820
PP	0.7800	0.7800	0.7800	0.7802
S1	0.7792	0.7792	0.7805	0.7796
S2	0.7776	0.7776	0.7803
S3	0.7751	0.7767	0.7801
S4	0.7727	0.7743	0.7794

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	0.7866	0.7721	0.0145	1.9%	0.0055	0.7%	60%	False	False	59,980
10	0.7887	0.7721	0.0166	2.1%	0.0051	0.7%	52%	False	False	67,541
20	0.7887	0.7682	0.0205	2.6%	0.0048	0.6%	61%	False	False	46,763
40	0.7887	0.7460	0.0427	5.5%	0.0050	0.6%	81%	False	False	23,541
60	0.7887	0.7460	0.0427	5.5%	0.0046	0.6%	81%	False	False	15,719
80	0.7887	0.7457	0.0430	5.5%	0.0046	0.6%	82%	False	False	11,805
100	0.7887	0.7457	0.0430	5.5%	0.0045	0.6%	82%	False	False	9,446
120	0.7887	0.7336	0.0551	7.1%	0.0043	0.5%	86%	False	False	7,873

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 20 trading days

Fibonacci Retracements and Extensions
4.250	0.7913
2.618	0.7873
1.618	0.7848
1.000	0.7833
0.618	0.7824
HIGH	0.7809
0.618	0.7799
0.500	0.7796
0.382	0.7793
LOW	0.7784
0.618	0.7769
1.000	0.7760
1.618	0.7744
2.618	0.7720
4.250	0.7680

Fisher Pivots for day following 24-Dec-2020
Pivot	1 day	3 day
R1	0.7804	0.7796
PP	0.7800	0.7785
S1	0.7796	0.7774

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

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