CME Canadian Dollar Future March 2021

Trading Metrics calculated at close of trading on 28-Dec-2020

Day Change Summary
	Previous	Current
	24-Dec-2020	28-Dec-2020	Change	Change %	Previous Week
Open	0.7787	0.7789	0.0002	0.0%	0.7822
High	0.7809	0.7808	-0.0001	0.0%	0.7825
Low	0.7784	0.7770	-0.0015	-0.2%	0.7721
Close	0.7808	0.7790	-0.0018	-0.2%	0.7808
Range	0.0025	0.0039	0.0014	57.1%	0.0105
ATR	0.0049	0.0049	-0.0001	-1.6%	0.0000
Volume	26,930	37,571	10,641	39.5%	239,235

Daily Pivots for day following 28-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7905	0.7886	0.7811
R3	0.7866	0.7847	0.7800
R2	0.7828	0.7828	0.7797
R1	0.7809	0.7809	0.7793	0.7818
PP	0.7789	0.7789	0.7789	0.7794
S1	0.7770	0.7770	0.7786	0.7780
S2	0.7751	0.7751	0.7782
S3	0.7712	0.7732	0.7779
S4	0.7674	0.7693	0.7768

Weekly Pivots for week ending 25-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.8098	0.8057	0.7865
R3	0.7993	0.7953	0.7836
R2	0.7889	0.7889	0.7827
R1	0.7848	0.7848	0.7817	0.7816
PP	0.7784	0.7784	0.7784	0.7768
S1	0.7744	0.7744	0.7798	0.7712
S2	0.7680	0.7680	0.7788
S3	0.7575	0.7639	0.7779
S4	0.7471	0.7535	0.7750

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7825	0.7721	0.0105	1.3%	0.0054	0.7%	66%	False	False	55,361
10	0.7887	0.7721	0.0166	2.1%	0.0051	0.6%	42%	False	False	62,445
20	0.7887	0.7691	0.0196	2.5%	0.0048	0.6%	51%	False	False	48,573
40	0.7887	0.7484	0.0403	5.2%	0.0049	0.6%	76%	False	False	24,474
60	0.7887	0.7460	0.0427	5.5%	0.0047	0.6%	77%	False	False	16,343
80	0.7887	0.7457	0.0430	5.5%	0.0046	0.6%	77%	False	False	12,274
100	0.7887	0.7457	0.0430	5.5%	0.0045	0.6%	77%	False	False	9,822
120	0.7887	0.7336	0.0551	7.1%	0.0043	0.5%	82%	False	False	8,186

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7972
2.618	0.7909
1.618	0.7870
1.000	0.7847
0.618	0.7832
HIGH	0.7808
0.618	0.7793
0.500	0.7789
0.382	0.7784
LOW	0.7770
0.618	0.7746
1.000	0.7731
1.618	0.7707
2.618	0.7669
4.250	0.7606

Fisher Pivots for day following 28-Dec-2020
Pivot	1 day	3 day
R1	0.7789	0.7786
PP	0.7789	0.7783
S1	0.7789	0.7779

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