CME Canadian Dollar Future March 2021

Trading Metrics calculated at close of trading on 29-Dec-2020

Day Change Summary
	Previous	Current
	28-Dec-2020	29-Dec-2020	Change	Change %	Previous Week
Open	0.7789	0.7784	-0.0005	-0.1%	0.7822
High	0.7808	0.7828	0.0020	0.3%	0.7825
Low	0.7770	0.7784	0.0015	0.2%	0.7721
Close	0.7790	0.7808	0.0019	0.2%	0.7808
Range	0.0039	0.0044	0.0006	14.3%	0.0105
ATR	0.0049	0.0048	0.0000	-0.7%	0.0000
Volume	37,571	53,964	16,393	43.6%	239,235

Daily Pivots for day following 29-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7939	0.7917	0.7832
R3	0.7895	0.7873	0.7820
R2	0.7851	0.7851	0.7816
R1	0.7829	0.7829	0.7812	0.7840
PP	0.7807	0.7807	0.7807	0.7812
S1	0.7785	0.7785	0.7804	0.7796
S2	0.7763	0.7763	0.7800
S3	0.7719	0.7741	0.7796
S4	0.7675	0.7697	0.7784

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	0.7828	0.7739	0.0090	1.1%	0.0041	0.5%	78%	True	False	47,971
10	0.7887	0.7721	0.0166	2.1%	0.0051	0.6%	53%	False	False	60,233
20	0.7887	0.7695	0.0192	2.5%	0.0048	0.6%	59%	False	False	51,203
40	0.7887	0.7484	0.0403	5.2%	0.0049	0.6%	81%	False	False	25,809
60	0.7887	0.7460	0.0427	5.5%	0.0047	0.6%	82%	False	False	17,242
80	0.7887	0.7457	0.0430	5.5%	0.0046	0.6%	82%	False	False	12,947
100	0.7887	0.7457	0.0430	5.5%	0.0045	0.6%	82%	False	False	10,361
120	0.7887	0.7336	0.0551	7.1%	0.0043	0.5%	86%	False	False	8,636

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8015
2.618	0.7943
1.618	0.7899
1.000	0.7872
0.618	0.7855
HIGH	0.7828
0.618	0.7811
0.500	0.7806
0.382	0.7801
LOW	0.7784
0.618	0.7757
1.000	0.7740
1.618	0.7713
2.618	0.7669
4.250	0.7597

Fisher Pivots for day following 29-Dec-2020
Pivot	1 day	3 day
R1	0.7807	0.7805
PP	0.7807	0.7802
S1	0.7806	0.7799

Download as Excel Spreadsheet

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

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